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HABDX vs. HAONX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HABDX vs. HAONX

Last updated Jun 23, 2026

HABDX (Harbor Core Plus Fund) and HAONX (Harbor Overseas Fund) are both mutual funds - HABDX is a Intermediate Core-Plus Bond fund managed by Harbor, while HAONX is a Foreign Large Cap Equities fund managed by Harbor. Over the past 5 years, HABDX returned 0.58%/yr vs 11.76%/yr for HAONX. At a 0.12 correlation, their price movements are largely independent. HABDX charges 0.38%/yr vs 1.21%/yr for HAONX.

Performance

HABDX vs. HAONX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HABDX achieves a 0.88% return, which is significantly lower than HAONX's 16.32% return.

HABDX

1D
0.30%
1M
0.94%
YTD
0.88%
6M
0.98%
1Y
5.17%
3Y*
4.75%
5Y*
0.58%
10Y*
2.29%

HAONX

1D
0.98%
1M
3.21%
YTD
16.32%
6M
16.60%
1Y
34.43%
3Y*
22.64%
5Y*
11.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

HABDX vs. HAONX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
HABDX
Harbor Core Plus Fund		0.88%7.28%2.56%6.70%-13.23%-0.64%8.88%6.79%
HAONX
Harbor Overseas Fund		16.32%35.31%10.99%13.29%-15.53%18.70%12.93%9.22%

Correlation

The correlation between HABDX and HAONX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2019

0.12

Over the past year, HABDX and HAONX have become more correlated (0.43) than their long-term average of 0.12, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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Harbor Core Plus Fund

Harbor Overseas Fund

Often compared with HABDX:
HABDX vs. RCTIXHABDX vs. HOSGXHABDX vs. VTINXHABDX vs. SCHVHABDX vs. VCOBXHABDX vs. FXAIXHABDX vs. HSTRX
Often compared with HAONX:
HAONX vs. ARTKXHAONX vs. HMCNXHAONX vs. HAVLXHAONX vs. HASCXHAONX vs. HAMVXHAONX vs. HAINXHAONX vs. HASGX

Return for Risk

HABDX vs. HAONX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HABDX
HABDX Risk / Return Rank: 2929
Overall Rank
HABDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HABDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
HABDX Omega Ratio Rank: 2828
Omega Ratio Rank
HABDX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HABDX Martin Ratio Rank: 2525
Martin Ratio Rank
HAONX
HAONX Risk / Return Rank: 5858
Overall Rank
HAONX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HAONX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HAONX Omega Ratio Rank: 5757
Omega Ratio Rank
HAONX Calmar Ratio Rank: 6161
Calmar Ratio Rank
HAONX Martin Ratio Rank: 5858
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.

HABDX vs. HAONX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Core Plus Fund (HABDX) and Harbor Overseas Fund (HAONX). 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.

HABDXHAONXDifference
Sharpe ratioReturn per unit of total volatility
1.45
2.09

-0.64

Sortino ratioReturn per unit of downside risk
2.16
2.87

-0.70

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.12

Calmar ratioReturn relative to maximum drawdown

1.94

2.85

-0.91

Martin ratioReturn relative to average drawdown

5.56

10.87

-5.31

HABDX vs. HAONX - Sharpe Ratio Comparison

The current HABDX Sharpe Ratio is 1.45, which is lower than the HAONX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of HABDX and HAONX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

HABDX vs. HAONX - Drawdown Comparison

The maximum HABDX drawdown since its inception was -17.94%, smaller than the maximum HAONX drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for HABDX and HAONX.

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Drawdown Indicators

HABDXHAONXDifference

Max Drawdown

Largest peak-to-trough decline

-17.94%

-31.95%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-11.72%

+8.99%

Max Drawdown (3Y)

Largest decline over 3 years

-6.15%

-14.46%

+8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-29.05%

+11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-17.94%

—

—

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-1.86%

-6.39%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.07%

-2.12%

Volatility

HABDX vs. HAONX - Volatility Comparison

The current volatility for Harbor Core Plus Fund (HABDX) is 1.11%, while Harbor Overseas Fund (HAONX) has a volatility of 5.81%. This indicates that HABDX experiences smaller price fluctuations and is considered to be less risky than HAONX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HABDXHAONXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

5.81%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

13.53%

-10.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

15.98%

-12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

16.07%

-10.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

17.28%

-12.45%

HABDX vs. HAONX - Expense Ratio Comparison

HABDX has a 0.38% expense ratio, which is lower than HAONX's 1.21% expense ratio.

Dividends

HABDX vs. HAONX - Dividend Comparison

HABDX's dividend yield for the trailing twelve months is around 4.69%, more than HAONX's 2.09% yield.

PositionTTM20252024202320222021202020192018201720162015
HABDX
Harbor Core Plus Fund		4.69%4.65%4.46%4.24%3.41%3.12%3.27%3.19%3.08%3.41%3.86%5.40%
HAONX
Harbor Overseas Fund		2.09%2.43%2.12%1.67%2.41%10.30%1.06%2.13%0.00%0.00%0.00%0.00%

Frequently Asked Questions

HABDX and HAONX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAONX has higher volatility (5.81%) compared to HABDX (1.11%). In terms of maximum drawdown, HABDX dropped -17.94% vs HAONX's -31.95%.

HAONX currently has the higher Sharpe Ratio (2.09 vs 1.45), 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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