GDIV vs. OSEA

Last updated Apr 1, 2026

Compare and contrast key facts about Harbor Dividend Growth Leaders ETF (GDIV) and Harbor International Compounders ETF (OSEA).

GDIV and OSEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDIV is an actively managed fund by Harbor. It was launched on Jul 26, 2013. OSEA is an actively managed fund by Harbor. It was launched on Sep 6, 2022.

Performance

GDIV vs. OSEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Dividend Growth Leaders ETF (GDIV) and Harbor International Compounders ETF (OSEA). The values are adjusted to include any dividend payments, if applicable.

GDIV vs. OSEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GDIV Harbor Dividend Growth Leaders ETF	-0.04%	10.81%	14.83%	16.45%	0.72%
OSEA Harbor International Compounders ETF	-4.30%	18.49%	-0.73%	20.88%	9.77%

Returns By Period

In the year-to-date period, GDIV achieves a -0.04% return, which is significantly higher than OSEA's -4.30% return.

GDIV

• 1D: 2.02%
• 1M: -6.55%
• YTD: -0.04%
• 6M: 3.54%
• 1Y: 15.94%
• 3Y*: 13.25%
• 5Y*: —
• 10Y*: —

OSEA

• 1D: 3.06%
• 1M: -7.46%
• YTD: -4.30%
• 6M: -0.87%
• 1Y: 10.47%
• 3Y*: 6.92%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDIV vs. OSEA - Expense Ratio Comparison

GDIV has a 0.50% expense ratio, which is lower than OSEA's 0.55% expense ratio.

OSEA

Harbor International Compounders ETF

GDIV

Harbor Dividend Growth Leaders ETF

Return for Risk

GDIV vs. OSEA — Risk / Return Rank

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

GDIV

GDIV Risk / Return Rank: 56
GDIV Sharpe Ratio Rank: 53
GDIV Sortino Ratio Rank: 55
GDIV Omega Ratio Rank: 57
GDIV Calmar Ratio Rank: 55
GDIV Martin Ratio Rank: 60

OSEA

OSEA Risk / Return Rank: 34
OSEA Sharpe Ratio Rank: 34
OSEA Sortino Ratio Rank: 35
OSEA Omega Ratio Rank: 31
OSEA Calmar Ratio Rank: 36
OSEA Martin Ratio Rank: 37

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.

GDIV vs. OSEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Dividend Growth Leaders ETF (GDIV) and Harbor International Compounders ETF (OSEA). 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.

	GDIV	OSEA	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.61	+0.32
Sortino ratio Return per unit of downside risk	1.42	0.99	+0.43
Omega ratio Gain probability vs. loss probability	1.21	1.13	+0.09
Calmar ratio Return relative to maximum drawdown	1.37	0.89	+0.48
Martin ratio Return relative to average drawdown	5.89	3.33	+2.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDIV vs. OSEA - Sharpe Ratio Comparison

The current GDIV Sharpe Ratio is 0.93, which is higher than the OSEA Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of GDIV and OSEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GDIV	OSEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.61	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.73	-0.06

Correlation

The correlation between GDIV and OSEA is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GDIV vs. OSEA - Dividend Comparison

GDIV's dividend yield for the trailing twelve months is around 1.19%, less than OSEA's 1.30% yield.

	TTM	2025	2024	2023	2022
GDIV Harbor Dividend Growth Leaders ETF	1.19%	1.19%	1.30%	2.27%	5.88%
OSEA Harbor International Compounders ETF	1.30%	1.24%	0.51%	0.65%	0.11%

Drawdowns

GDIV vs. OSEA - Drawdown Comparison

The maximum GDIV drawdown since its inception was -18.93%, roughly equal to the maximum OSEA drawdown of -18.14%. Use the drawdown chart below to compare losses from any high point for GDIV and OSEA.

Drawdown Indicators

	GDIV	OSEA	Difference
Max Drawdown Largest peak-to-trough decline	-18.93%	-18.14%	-0.79%
Max Drawdown (1Y) Largest decline over 1 year	-12.18%	-11.08%	-1.10%
Current Drawdown Current decline from peak	-7.85%	-7.86%	+0.01%
Average Drawdown Average peak-to-trough decline	-3.26%	-3.84%	+0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.96%	-0.12%

Volatility

GDIV vs. OSEA - Volatility Comparison

The current volatility for Harbor Dividend Growth Leaders ETF (GDIV) is 4.89%, while Harbor International Compounders ETF (OSEA) has a volatility of 7.06%. This indicates that GDIV experiences smaller price fluctuations and is considered to be less risky than OSEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDIV	OSEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.89%	7.06%	-2.17%
Volatility (6M) Calculated over the trailing 6-month period	9.19%	10.80%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	17.17%	17.17%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	16.51%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.40%	16.51%	-1.11%