HACAX vs. VOOG
Compare and contrast key facts about Harbor Capital Appreciation Fund Class I (HACAX) and Vanguard S&P 500 Growth ETF (VOOG).
HACAX is managed by Harbor Funds. It was launched on Dec 29, 1987. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HACAX or VOOG.
Key characteristics
| HACAX | VOOG | |
|---|---|---|
| YTD Return | 29.69% | 35.14% |
| 1Y Return | 40.53% | 43.93% |
| 3Y Return (Ann) | -0.68% | 8.10% |
| 5Y Return (Ann) | 9.99% | 18.04% |
| 10Y Return (Ann) | 7.26% | 15.23% |
| Sharpe Ratio | 2.20 | 2.60 |
| Sortino Ratio | 2.90 | 3.32 |
| Omega Ratio | 1.40 | 1.48 |
| Calmar Ratio | 1.30 | 2.91 |
| Martin Ratio | 10.56 | 13.72 |
| Ulcer Index | 3.86% | 3.21% |
| Daily Std Dev | 18.54% | 16.95% |
| Max Drawdown | -68.72% | -32.73% |
| Current Drawdown | -3.46% | -0.09% |
Correlation
The correlation between HACAX and VOOG is 0.93, 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.
Performance
HACAX vs. VOOG - Performance Comparison
In the year-to-date period, HACAX achieves a 29.69% return, which is significantly lower than VOOG's 35.14% return. Over the past 10 years, HACAX has underperformed VOOG with an annualized return of 7.26%, while VOOG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HACAX vs. VOOG - Expense Ratio Comparison
HACAX has a 0.71% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
HACAX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Class I (HACAX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
HACAX vs. VOOG - Dividend Comparison
HACAX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HACAX Harbor Capital Appreciation Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 0.24% | 0.16% | 0.11% | 0.08% | 0.08% | 0.08% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
HACAX vs. VOOG - Drawdown Comparison
The maximum HACAX drawdown since its inception was -68.72%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HACAX and VOOG. For additional features, visit the drawdowns tool.
Volatility
HACAX vs. VOOG - Volatility Comparison
Harbor Capital Appreciation Fund Class I (HACAX) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.06% and 5.22%, 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.