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HABDX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HABDX and FXAIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

HABDX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Core Plus Fund (HABDX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
24.57%
458.11%
HABDX
FXAIX

Key characteristics

Sharpe Ratio

HABDX:

0.32

FXAIX:

2.20

Sortino Ratio

HABDX:

0.48

FXAIX:

2.93

Omega Ratio

HABDX:

1.06

FXAIX:

1.41

Calmar Ratio

HABDX:

0.15

FXAIX:

3.26

Martin Ratio

HABDX:

0.99

FXAIX:

14.39

Ulcer Index

HABDX:

1.75%

FXAIX:

1.91%

Daily Std Dev

HABDX:

5.41%

FXAIX:

12.50%

Max Drawdown

HABDX:

-18.31%

FXAIX:

-33.79%

Current Drawdown

HABDX:

-7.54%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, HABDX achieves a 1.53% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, HABDX has underperformed FXAIX with an annualized return of 1.48%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


HABDX

YTD

1.53%

1M

-1.18%

6M

0.69%

1Y

1.83%

5Y*

0.09%

10Y*

1.48%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HABDX vs. FXAIX - Expense Ratio Comparison

HABDX has a 0.38% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


HABDX
Harbor Core Plus Fund
Expense ratio chart for HABDX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

HABDX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Core Plus Fund (HABDX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for HABDX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.322.20
The chart of Sortino ratio for HABDX, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.482.93
The chart of Omega ratio for HABDX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.41
The chart of Calmar ratio for HABDX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.000.153.26
The chart of Martin ratio for HABDX, currently valued at 0.99, compared to the broader market0.0020.0040.0060.000.9914.39
HABDX
FXAIX

The current HABDX Sharpe Ratio is 0.32, which is lower than the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of HABDX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.32
2.20
HABDX
FXAIX

Dividends

HABDX vs. FXAIX - Dividend Comparison

HABDX's dividend yield for the trailing twelve months is around 3.35%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
HABDX
Harbor Core Plus Fund
3.35%4.24%3.41%2.92%2.23%3.19%3.09%3.42%2.94%4.58%2.91%2.92%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

HABDX vs. FXAIX - Drawdown Comparison

The maximum HABDX drawdown since its inception was -18.31%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for HABDX and FXAIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.54%
-2.91%
HABDX
FXAIX

Volatility

HABDX vs. FXAIX - Volatility Comparison

The current volatility for Harbor Core Plus Fund (HABDX) is 1.65%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.70%. This indicates that HABDX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.65%
3.70%
HABDX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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