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HACAX vs. HNACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HACAX vs. HNACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Capital Appreciation Fund Class I (HACAX) and Harbor Capital Appreciation Fund Retirement Class (HNACX). The values are adjusted to include any dividend payments, if applicable.

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HACAX vs. HNACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HACAX
Harbor Capital Appreciation Fund Class I
-10.94%13.95%46.37%53.74%-37.72%15.32%54.69%33.42%-1.30%35.24%
HNACX
Harbor Capital Appreciation Fund Retirement Class
-10.93%14.04%46.43%53.86%-37.67%15.43%54.82%33.53%-1.24%35.33%

Returns By Period

The year-to-date returns for both investments are quite close, with HACAX having a -10.94% return and HNACX slightly higher at -10.93%.


HACAX

1D
3.72%
1M
-5.54%
YTD
-10.94%
6M
-10.69%
1Y
12.07%
3Y*
24.51%
5Y*
10.71%
10Y*
16.82%

HNACX

1D
3.72%
1M
-5.54%
YTD
-10.93%
6M
-10.65%
1Y
12.16%
3Y*
24.59%
5Y*
10.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HACAX vs. HNACX - Expense Ratio Comparison

HACAX has a 0.71% expense ratio, which is higher than HNACX's 0.57% expense ratio.


Return for Risk

HACAX vs. HNACX — Risk / Return Rank

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

HACAX
HACAX Risk / Return Rank: 2222
Overall Rank
HACAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HACAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
HACAX Omega Ratio Rank: 2222
Omega Ratio Rank
HACAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HACAX Martin Ratio Rank: 2121
Martin Ratio Rank

HNACX
HNACX Risk / Return Rank: 2323
Overall Rank
HNACX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HNACX Sortino Ratio Rank: 2323
Sortino Ratio Rank
HNACX Omega Ratio Rank: 2323
Omega Ratio Rank
HNACX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HNACX Martin Ratio Rank: 2121
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.

HACAX vs. HNACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Class I (HACAX) and Harbor Capital Appreciation Fund Retirement Class (HNACX). 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.


HACAXHNACXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.64

0.00

Sortino ratio

Return per unit of downside risk

0.98

0.99

-0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.70

0.71

-0.01

Martin ratio

Return relative to average drawdown

2.32

2.34

-0.02

HACAX vs. HNACX - Sharpe Ratio Comparison

The current HACAX Sharpe Ratio is 0.63, which is comparable to the HNACX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of HACAX and HNACX, 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


HACAXHNACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.64

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.42

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.71

-0.12

Correlation

The correlation between HACAX and HNACX is 1.00, 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

HACAX vs. HNACX - Dividend Comparison

HACAX's dividend yield for the trailing twelve months is around 12.63%, which matches HNACX's 12.57% yield.


TTM20252024202320222021202020192018201720162015
HACAX
Harbor Capital Appreciation Fund Class I
12.63%11.25%21.75%0.00%0.00%18.64%12.25%8.88%10.97%11.56%6.26%6.83%
HNACX
Harbor Capital Appreciation Fund Retirement Class
12.57%11.19%21.66%0.00%0.00%18.62%12.25%8.97%11.07%11.64%0.00%0.00%

Drawdowns

HACAX vs. HNACX - Drawdown Comparison

The maximum HACAX drawdown since its inception was -63.05%, which is greater than HNACX's maximum drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for HACAX and HNACX.


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Drawdown Indicators


HACAXHNACXDifference

Max Drawdown

Largest peak-to-trough decline

-63.05%

-43.46%

-19.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.96%

-17.94%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-43.46%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-43.52%

Current Drawdown

Current decline from peak

-14.91%

-14.89%

-0.02%

Average Drawdown

Average peak-to-trough decline

-16.27%

-9.67%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

5.44%

+0.01%

Volatility

HACAX vs. HNACX - Volatility Comparison

Harbor Capital Appreciation Fund Class I (HACAX) and Harbor Capital Appreciation Fund Retirement Class (HNACX) have volatilities of 6.99% and 6.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HACAXHNACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

6.99%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

13.12%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

20.42%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.93%

25.91%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

25.02%

-0.69%