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HACAX vs. VITAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HACAX and VITAX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

HACAX vs. VITAX - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
304.54%
1,248.53%
HACAX
VITAX

Key characteristics

Sharpe Ratio

HACAX:

-0.01

VITAX:

0.37

Sortino Ratio

HACAX:

0.17

VITAX:

0.72

Omega Ratio

HACAX:

1.03

VITAX:

1.10

Calmar Ratio

HACAX:

-0.01

VITAX:

0.41

Martin Ratio

HACAX:

-0.02

VITAX:

1.42

Ulcer Index

HACAX:

10.82%

VITAX:

7.90%

Daily Std Dev

HACAX:

27.30%

VITAX:

30.42%

Max Drawdown

HACAX:

-68.72%

VITAX:

-54.81%

Current Drawdown

HACAX:

-20.67%

VITAX:

-15.40%

Returns By Period

In the year-to-date period, HACAX achieves a -7.92% return, which is significantly higher than VITAX's -11.90% return. Over the past 10 years, HACAX has underperformed VITAX with an annualized return of 5.20%, while VITAX has yielded a comparatively higher 18.65% annualized return.


HACAX

YTD

-7.92%

1M

-1.11%

6M

-13.33%

1Y

0.87%

5Y*

6.96%

10Y*

5.20%

VITAX

YTD

-11.90%

1M

-2.89%

6M

-8.94%

1Y

10.90%

5Y*

19.46%

10Y*

18.65%

*Annualized

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HACAX vs. VITAX - Expense Ratio Comparison

HACAX has a 0.71% expense ratio, which is higher than VITAX's 0.10% expense ratio.


Expense ratio chart for HACAX: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HACAX: 0.71%
Expense ratio chart for VITAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VITAX: 0.10%

Risk-Adjusted Performance

HACAX vs. VITAX — Risk-Adjusted Performance Rank

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

HACAX
The Risk-Adjusted Performance Rank of HACAX is 2222
Overall Rank
The Sharpe Ratio Rank of HACAX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of HACAX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of HACAX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of HACAX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HACAX is 2121
Martin Ratio Rank

VITAX
The Risk-Adjusted Performance Rank of VITAX is 4949
Overall Rank
The Sharpe Ratio Rank of VITAX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HACAX vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Class I (HACAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


The chart of Sharpe ratio for HACAX, currently valued at -0.01, compared to the broader market-1.000.001.002.003.00
HACAX: -0.01
VITAX: 0.37
The chart of Sortino ratio for HACAX, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.00
HACAX: 0.17
VITAX: 0.72
The chart of Omega ratio for HACAX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
HACAX: 1.03
VITAX: 1.10
The chart of Calmar ratio for HACAX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.00
HACAX: -0.01
VITAX: 0.41
The chart of Martin ratio for HACAX, currently valued at -0.02, compared to the broader market0.0010.0020.0030.0040.0050.00
HACAX: -0.02
VITAX: 1.42

The current HACAX Sharpe Ratio is -0.01, which is lower than the VITAX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of HACAX and VITAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.01
0.37
HACAX
VITAX

Dividends

HACAX vs. VITAX - Dividend Comparison

HACAX has not paid dividends to shareholders, while VITAX's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020201920182017201620152014
HACAX
Harbor Capital Appreciation Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.24%0.16%0.11%0.08%0.08%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.30%0.99%1.31%1.28%1.12%

Drawdowns

HACAX vs. VITAX - Drawdown Comparison

The maximum HACAX drawdown since its inception was -68.72%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for HACAX and VITAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.67%
-15.40%
HACAX
VITAX

Volatility

HACAX vs. VITAX - Volatility Comparison

The current volatility for Harbor Capital Appreciation Fund Class I (HACAX) is 16.46%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 19.63%. This indicates that HACAX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.46%
19.63%
HACAX
VITAX