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HAINX vs. DJIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAINX and DJIA is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HAINX vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.74%
9.58%
HAINX
DJIA

Key characteristics

Sharpe Ratio

HAINX:

0.80

DJIA:

1.95

Sortino Ratio

HAINX:

1.19

DJIA:

2.80

Omega Ratio

HAINX:

1.14

DJIA:

1.40

Calmar Ratio

HAINX:

0.36

DJIA:

3.54

Martin Ratio

HAINX:

2.38

DJIA:

13.25

Ulcer Index

HAINX:

4.41%

DJIA:

1.21%

Daily Std Dev

HAINX:

13.13%

DJIA:

8.27%

Max Drawdown

HAINX:

-62.61%

DJIA:

-16.91%

Current Drawdown

HAINX:

-21.86%

DJIA:

-0.13%

Returns By Period

In the year-to-date period, HAINX achieves a 7.57% return, which is significantly higher than DJIA's 3.86% return.


HAINX

YTD

7.57%

1M

4.78%

6M

2.40%

1Y

10.15%

5Y*

6.95%

10Y*

-1.27%

DJIA

YTD

3.86%

1M

1.36%

6M

10.25%

1Y

15.89%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HAINX vs. DJIA - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is higher than DJIA's 0.60% expense ratio.


HAINX
Harbor International Fund
Expense ratio chart for HAINX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for DJIA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

HAINX vs. DJIA — Risk-Adjusted Performance Rank

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

HAINX
The Risk-Adjusted Performance Rank of HAINX is 3636
Overall Rank
The Sharpe Ratio Rank of HAINX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of HAINX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of HAINX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of HAINX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of HAINX is 3636
Martin Ratio Rank

DJIA
The Risk-Adjusted Performance Rank of DJIA is 8484
Overall Rank
The Sharpe Ratio Rank of DJIA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DJIA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DJIA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DJIA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DJIA is 8686
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.

HAINX vs. DJIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Global X Dow 30 Covered Call ETF (DJIA). 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.


Sharpe ratio
The chart of Sharpe ratio for HAINX, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.000.801.95
The chart of Sortino ratio for HAINX, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.0012.001.192.80
The chart of Omega ratio for HAINX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.40
The chart of Calmar ratio for HAINX, currently valued at 0.94, compared to the broader market0.005.0010.0015.0020.000.943.54
The chart of Martin ratio for HAINX, currently valued at 2.38, compared to the broader market0.0020.0040.0060.0080.002.3813.25
HAINX
DJIA

The current HAINX Sharpe Ratio is 0.80, which is lower than the DJIA Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of HAINX and DJIA, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.80
1.95
HAINX
DJIA

Dividends

HAINX vs. DJIA - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.59%, less than DJIA's 10.80% yield.


TTM20242023202220212020201920182017201620152014
HAINX
Harbor International Fund
3.59%3.86%3.55%3.32%2.15%1.05%3.12%2.46%1.84%1.99%1.82%2.19%
DJIA
Global X Dow 30 Covered Call ETF
10.80%11.44%7.16%9.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HAINX vs. DJIA - Drawdown Comparison

The maximum HAINX drawdown since its inception was -62.61%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for HAINX and DJIA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.47%
-0.13%
HAINX
DJIA

Volatility

HAINX vs. DJIA - Volatility Comparison

Harbor International Fund (HAINX) has a higher volatility of 3.16% compared to Global X Dow 30 Covered Call ETF (DJIA) at 0.78%. This indicates that HAINX's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.16%
0.78%
HAINX
DJIA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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