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HACBX vs. HAMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HACBX vs. HAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Core Bond Fund (HACBX) and Harbor Mid Cap Value Fund (HAMVX). The values are adjusted to include any dividend payments, if applicable.

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HACBX vs. HAMVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HACBX
Harbor Core Bond Fund
-0.14%7.02%1.57%5.73%-13.36%-1.66%9.10%8.58%1.75%
HAMVX
Harbor Mid Cap Value Fund
2.65%16.00%12.10%16.42%-5.63%29.93%-3.77%22.93%-18.20%

Returns By Period

In the year-to-date period, HACBX achieves a -0.14% return, which is significantly lower than HAMVX's 2.65% return.


HACBX

1D
0.57%
1M
-1.99%
YTD
-0.14%
6M
0.75%
1Y
4.05%
3Y*
3.60%
5Y*
0.19%
10Y*

HAMVX

1D
-0.42%
1M
-5.24%
YTD
2.65%
6M
6.88%
1Y
22.26%
3Y*
15.51%
5Y*
9.83%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HACBX vs. HAMVX - Expense Ratio Comparison

HACBX has a 0.40% expense ratio, which is lower than HAMVX's 0.85% expense ratio.


Return for Risk

HACBX vs. HAMVX — Risk / Return Rank

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

HACBX
HACBX Risk / Return Rank: 5858
Overall Rank
HACBX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HACBX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HACBX Omega Ratio Rank: 4242
Omega Ratio Rank
HACBX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HACBX Martin Ratio Rank: 5555
Martin Ratio Rank

HAMVX
HAMVX Risk / Return Rank: 7070
Overall Rank
HAMVX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HAMVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
HAMVX Omega Ratio Rank: 6868
Omega Ratio Rank
HAMVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HAMVX Martin Ratio Rank: 7373
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.

HACBX vs. HAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Core Bond Fund (HACBX) and Harbor Mid Cap Value Fund (HAMVX). 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.


HACBXHAMVXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.22

-0.18

Sortino ratio

Return per unit of downside risk

1.47

1.80

-0.32

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.92

1.53

+0.39

Martin ratio

Return relative to average drawdown

5.36

6.94

-1.58

HACBX vs. HAMVX - Sharpe Ratio Comparison

The current HACBX Sharpe Ratio is 1.03, which is comparable to the HAMVX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of HACBX and HAMVX, 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


HACBXHAMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.22

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.52

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.37

+0.03

Correlation

The correlation between HACBX and HAMVX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HACBX vs. HAMVX - Dividend Comparison

HACBX's dividend yield for the trailing twelve months is around 4.12%, less than HAMVX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
HACBX
Harbor Core Bond Fund
4.12%4.50%4.21%3.83%3.15%2.18%4.43%3.55%1.73%0.00%0.00%0.00%
HAMVX
Harbor Mid Cap Value Fund
8.45%8.67%5.77%7.20%8.24%1.27%2.35%3.10%8.41%3.84%3.06%3.30%

Drawdowns

HACBX vs. HAMVX - Drawdown Comparison

The maximum HACBX drawdown since its inception was -18.48%, smaller than the maximum HAMVX drawdown of -64.17%. Use the drawdown chart below to compare losses from any high point for HACBX and HAMVX.


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Drawdown Indicators


HACBXHAMVXDifference

Max Drawdown

Largest peak-to-trough decline

-18.48%

-64.17%

+45.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-13.67%

+11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.43%

-21.04%

+2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

Current Drawdown

Current decline from peak

-2.25%

-6.31%

+4.06%

Average Drawdown

Average peak-to-trough decline

-5.38%

-10.05%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

3.02%

-2.10%

Volatility

HACBX vs. HAMVX - Volatility Comparison

The current volatility for Harbor Core Bond Fund (HACBX) is 1.64%, while Harbor Mid Cap Value Fund (HAMVX) has a volatility of 4.05%. This indicates that HACBX experiences smaller price fluctuations and is considered to be less risky than HAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HACBXHAMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

4.05%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

9.89%

-7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

19.00%

-14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

18.92%

-13.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

21.89%

-16.61%