FTVNX vs. HNMVX
FTVNX (Fuller & Thaler Behavioral Mid-Cap Value Fund) and HNMVX (Harbor Mid Cap Value Fund Retirement Class) are both Mid Cap Value Equities funds. Over the past 5 years, FTVNX returned 5.57%/yr vs 13.21%/yr for HNMVX. Their correlation of 0.92 means they have usually moved in the same direction. FTVNX charges 1.31%/yr vs 0.77%/yr for HNMVX.
Performance
FTVNX vs. HNMVX - Performance Comparison
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Returns By Period
In the year-to-date period, FTVNX achieves a 8.30% return, which is significantly lower than HNMVX's 23.70% return.
FTVNX
- 1D
- -1.20%
- 1M
- 0.45%
- 6M
- 5.55%
- YTD
- 8.30%
- 1Y
- 7.90%
- 3Y*
- 6.84%
- 5Y*
- 5.57%
- 10Y*
- —
- ALL TIME*
- 7.74%
HNMVX
- 1D
- -0.41%
- 1M
- 3.16%
- 6M
- 16.17%
- YTD
- 23.70%
- 1Y
- 40.62%
- 3Y*
- 19.16%
- 5Y*
- 13.21%
- 10Y*
- 11.08%
- ALL TIME*
- 11.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FTVNX vs. HNMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 8.30% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
HNMVX Harbor Mid Cap Value Fund Retirement Class | 23.70% | 16.06% | 12.22% | 16.52% | -5.58% | 30.06% | -3.70% | 23.06% | -20.56% |
Correlation
The correlation between FTVNX and HNMVX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2018 | 0.92 |
The correlation between FTVNX and HNMVX shifts across timeframes, from 0.76 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTVNX vs. HNMVX — Risk / Return Rank
FTVNX
HNMVX
FTVNX vs. HNMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Harbor Mid Cap Value Fund Retirement Class (HNMVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTVNX | HNMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.54 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 5.71 | -5.25 |
| Martin ratioReturn relative to average drawdown | 1.23 | 21.49 | -20.26 |
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Drawdowns
FTVNX vs. HNMVX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum HNMVX drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for FTVNX and HNMVX.
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Drawdown Indicators
| FTVNX | HNMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -51.33% | +8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -6.84% | -6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -20.46% | -21.00% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -21.00% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.33% | — |
Current DrawdownCurrent decline from peak | -3.68% | -1.31% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -7.02% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 1.82% | +3.12% |
Volatility
FTVNX vs. HNMVX - Volatility Comparison
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) has a higher volatility of 6.50% compared to Harbor Mid Cap Value Fund Retirement Class (HNMVX) at 2.94%. This indicates that FTVNX's price experiences larger fluctuations and is considered to be riskier than HNMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTVNX | HNMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 2.94% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 8.87% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 13.01% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 18.70% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 21.84% | -0.23% |
FTVNX vs. HNMVX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than HNMVX's 0.77% expense ratio.
Dividends
FTVNX vs. HNMVX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.47%, less than HNMVX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.47% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% |
HNMVX Harbor Mid Cap Value Fund Retirement Class | 7.09% | 8.77% | 5.87% | 7.28% | 8.35% | 1.35% | 2.43% | 3.21% | 8.52% | 3.91% | 3.11% |
Frequently Asked Questions
FTVNX and HNMVX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTVNX has higher volatility (6.50%) compared to HNMVX (2.94%). In terms of maximum drawdown, FTVNX dropped -42.81% vs HNMVX's -51.33%.
HNMVX currently has the higher Sharpe Ratio (3.01 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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