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HACBX vs. HAVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HACBX vs. HAVLX - Performance Comparison

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

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HACBX vs. HAVLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HACBX
Harbor Core Bond Fund
-0.36%7.02%1.57%5.73%-13.36%-1.66%9.10%8.58%1.75%
HAVLX
Harbor Large Cap Value Fund
-2.45%11.07%15.60%19.70%-14.98%24.90%14.46%32.84%-11.30%

Returns By Period

In the year-to-date period, HACBX achieves a -0.36% return, which is significantly higher than HAVLX's -2.45% return.


HACBX

1D
-0.23%
1M
-1.78%
YTD
-0.36%
6M
0.30%
1Y
3.59%
3Y*
3.52%
5Y*
0.07%
10Y*

HAVLX

1D
1.54%
1M
-6.79%
YTD
-2.45%
6M
-0.88%
1Y
7.90%
3Y*
13.11%
5Y*
7.47%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HACBX vs. HAVLX - Expense Ratio Comparison

HACBX has a 0.40% expense ratio, which is lower than HAVLX's 0.69% expense ratio.


Return for Risk

HACBX vs. HAVLX — Risk / Return Rank

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

HACBX
HACBX Risk / Return Rank: 4242
Overall Rank
HACBX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HACBX Sortino Ratio Rank: 3838
Sortino Ratio Rank
HACBX Omega Ratio Rank: 2828
Omega Ratio Rank
HACBX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HACBX Martin Ratio Rank: 3939
Martin Ratio Rank

HAVLX
HAVLX Risk / Return Rank: 1818
Overall Rank
HAVLX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HAVLX Sortino Ratio Rank: 1515
Sortino Ratio Rank
HAVLX Omega Ratio Rank: 1515
Omega Ratio Rank
HAVLX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HAVLX Martin Ratio Rank: 2424
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. HAVLX - Risk-Adjusted Trends Comparison

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


HACBXHAVLXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.53

+0.37

Sortino ratio

Return per unit of downside risk

1.30

0.81

+0.49

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

1.60

0.74

+0.86

Martin ratio

Return relative to average drawdown

4.41

2.89

+1.52

HACBX vs. HAVLX - Sharpe Ratio Comparison

The current HACBX Sharpe Ratio is 0.91, which is higher than the HAVLX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of HACBX and HAVLX, 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


HACBXHAVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.53

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.44

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

-0.01

Correlation

The correlation between HACBX and HAVLX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HACBX vs. HAVLX - Dividend Comparison

HACBX's dividend yield for the trailing twelve months is around 4.13%, less than HAVLX's 21.85% yield.


TTM20252024202320222021202020192018201720162015
HACBX
Harbor Core Bond Fund
4.13%4.50%4.21%3.83%3.15%2.18%4.43%3.55%1.73%0.00%0.00%0.00%
HAVLX
Harbor Large Cap Value Fund
21.85%21.82%14.78%4.06%5.13%3.33%3.46%0.88%2.84%3.57%4.41%5.74%

Drawdowns

HACBX vs. HAVLX - Drawdown Comparison

The maximum HACBX drawdown since its inception was -18.48%, smaller than the maximum HAVLX drawdown of -78.26%. Use the drawdown chart below to compare losses from any high point for HACBX and HAVLX.


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Drawdown Indicators


HACBXHAVLXDifference

Max Drawdown

Largest peak-to-trough decline

-18.48%

-78.26%

+59.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-11.95%

+9.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.43%

-23.46%

+5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.69%

Current Drawdown

Current decline from peak

-2.47%

-7.42%

+4.95%

Average Drawdown

Average peak-to-trough decline

-5.38%

-16.15%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

3.07%

-2.14%

Volatility

HACBX vs. HAVLX - Volatility Comparison

The current volatility for Harbor Core Bond Fund (HACBX) is 1.61%, while Harbor Large Cap Value Fund (HAVLX) has a volatility of 3.89%. This indicates that HACBX experiences smaller price fluctuations and is considered to be less risky than HAVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HACBXHAVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

3.89%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

8.49%

-5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

14.94%

-10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

17.19%

-11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

18.63%

-13.35%