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FLMVX vs. HAINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLMVX vs. HAINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Value Fund (FLMVX) and Harbor International Fund (HAINX). The values are adjusted to include any dividend payments, if applicable.

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FLMVX vs. HAINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLMVX
JPMorgan Mid Cap Value Fund
2.16%5.17%27.75%11.38%-8.11%29.89%0.36%26.67%-11.66%13.67%
HAINX
Harbor International Fund
-1.00%28.41%4.21%16.16%-13.80%9.50%11.09%22.57%-18.29%22.99%

Returns By Period

In the year-to-date period, FLMVX achieves a 2.16% return, which is significantly higher than HAINX's -1.00% return. Over the past 10 years, FLMVX has outperformed HAINX with an annualized return of 9.84%, while HAINX has yielded a comparatively lower 6.98% annualized return.


FLMVX

1D
1.81%
1M
-5.37%
YTD
2.16%
6M
3.42%
1Y
9.29%
3Y*
15.22%
5Y*
9.31%
10Y*
9.84%

HAINX

1D
3.07%
1M
-7.29%
YTD
-1.00%
6M
0.90%
1Y
18.55%
3Y*
12.70%
5Y*
6.47%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLMVX vs. HAINX - Expense Ratio Comparison

FLMVX has a 0.75% expense ratio, which is lower than HAINX's 0.77% expense ratio.


Return for Risk

FLMVX vs. HAINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLMVX
FLMVX Risk / Return Rank: 2424
Overall Rank
FLMVX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLMVX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FLMVX Omega Ratio Rank: 1919
Omega Ratio Rank
FLMVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLMVX Martin Ratio Rank: 3333
Martin Ratio Rank

HAINX
HAINX Risk / Return Rank: 5656
Overall Rank
HAINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HAINX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HAINX Omega Ratio Rank: 5555
Omega Ratio Rank
HAINX Calmar Ratio Rank: 5757
Calmar Ratio Rank
HAINX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLMVX vs. HAINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Harbor International Fund (HAINX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FLMVXHAINXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.12

-0.53

Sortino ratio

Return per unit of downside risk

0.95

1.57

-0.62

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.89

1.43

-0.55

Martin ratio

Return relative to average drawdown

3.78

5.45

-1.67

FLMVX vs. HAINX - Sharpe Ratio Comparison

The current FLMVX Sharpe Ratio is 0.59, which is lower than the HAINX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FLMVX and HAINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLMVXHAINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.12

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.40

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.42

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.50

+0.11

Correlation

The correlation between FLMVX and HAINX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLMVX vs. HAINX - Dividend Comparison

FLMVX's dividend yield for the trailing twelve months is around 20.71%, more than HAINX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
FLMVX
JPMorgan Mid Cap Value Fund
20.71%21.16%23.25%6.10%11.73%14.98%7.73%5.20%8.30%2.71%7.04%6.69%
HAINX
Harbor International Fund
3.60%3.57%3.86%3.55%3.32%2.15%1.05%3.12%64.33%6.28%0.17%4.80%

Drawdowns

FLMVX vs. HAINX - Drawdown Comparison

The maximum FLMVX drawdown since its inception was -54.72%, smaller than the maximum HAINX drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for FLMVX and HAINX.


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Drawdown Indicators


FLMVXHAINXDifference

Max Drawdown

Largest peak-to-trough decline

-54.72%

-60.21%

+5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-12.10%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-31.14%

+5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-43.06%

-39.75%

-3.31%

Current Drawdown

Current decline from peak

-5.51%

-9.12%

+3.61%

Average Drawdown

Average peak-to-trough decline

-6.48%

-9.90%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

3.18%

-0.41%

Volatility

FLMVX vs. HAINX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 4.42%, while Harbor International Fund (HAINX) has a volatility of 7.58%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than HAINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLMVXHAINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

7.58%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

10.99%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

16.89%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

16.12%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

16.58%

+3.86%