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HACAX vs. JLGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HACAX vs. JLGIX - Performance Comparison

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

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HACAX vs. JLGIX - 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%36.68%
JLGIX
JAG Large Cap Growth Fund
-8.63%13.23%36.53%40.58%-30.99%15.30%40.47%21.10%0.43%34.90%

Returns By Period

In the year-to-date period, HACAX achieves a -10.94% return, which is significantly lower than JLGIX's -8.63% return. Over the past 10 years, HACAX has outperformed JLGIX with an annualized return of 16.82%, while JLGIX has yielded a comparatively lower 14.62% annualized return.


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%

JLGIX

1D
4.05%
1M
-6.41%
YTD
-8.63%
6M
-6.53%
1Y
16.20%
3Y*
21.60%
5Y*
9.22%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HACAX vs. JLGIX - Expense Ratio Comparison

HACAX has a 0.71% expense ratio, which is lower than JLGIX's 1.26% expense ratio.


Return for Risk

HACAX vs. JLGIX — 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

JLGIX
JLGIX Risk / Return Rank: 3434
Overall Rank
JLGIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JLGIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JLGIX Omega Ratio Rank: 3131
Omega Ratio Rank
JLGIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JLGIX Martin Ratio Rank: 3636
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. JLGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Class I (HACAX) and JAG Large Cap Growth Fund (JLGIX). 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.


HACAXJLGIXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.75

-0.12

Sortino ratio

Return per unit of downside risk

0.98

1.21

-0.23

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.70

1.07

-0.37

Martin ratio

Return relative to average drawdown

2.32

3.96

-1.63

HACAX vs. JLGIX - Sharpe Ratio Comparison

The current HACAX Sharpe Ratio is 0.63, which is comparable to the JLGIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HACAX and JLGIX, 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


HACAXJLGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.75

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.42

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.65

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.68

-0.09

Correlation

The correlation between HACAX and JLGIX is 0.94, 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. JLGIX - Dividend Comparison

HACAX's dividend yield for the trailing twelve months is around 12.63%, less than JLGIX's 32.15% 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%
JLGIX
JAG Large Cap Growth Fund
32.15%29.37%16.00%9.48%1.57%19.56%13.06%8.82%14.57%15.31%6.07%4.46%

Drawdowns

HACAX vs. JLGIX - Drawdown Comparison

The maximum HACAX drawdown since its inception was -63.05%, which is greater than JLGIX's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for HACAX and JLGIX.


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Drawdown Indicators


HACAXJLGIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.05%

-38.00%

-25.05%

Max Drawdown (1Y)

Largest decline over 1 year

-17.96%

-15.73%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-43.52%

-38.00%

-5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.52%

-38.00%

-5.52%

Current Drawdown

Current decline from peak

-14.91%

-12.31%

-2.60%

Average Drawdown

Average peak-to-trough decline

-16.27%

-7.07%

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

4.27%

+1.18%

Volatility

HACAX vs. JLGIX - Volatility Comparison

The current volatility for Harbor Capital Appreciation Fund Class I (HACAX) is 6.99%, while JAG Large Cap Growth Fund (JLGIX) has a volatility of 7.60%. This indicates that HACAX experiences smaller price fluctuations and is considered to be less risky than JLGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HACAXJLGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

7.60%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

14.36%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

22.84%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.93%

22.02%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

22.43%

+1.90%