HAINX vs. DJIA

Last updated Apr 2, 2026

Compare and contrast key facts about Harbor International Fund (HAINX) and Global X Dow 30 Covered Call ETF (DJIA).

HAINX is managed by Harbor. It was launched on Dec 29, 1987. DJIA is a passively managed fund by Global X that tracks the performance of the DJIA Cboe BuyWrite v2 Index. It was launched on Feb 23, 2022.

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.

HAINX vs. DJIA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HAINX Harbor International Fund	-1.00%	28.41%	4.21%	16.16%	-7.76%
DJIA Global X Dow 30 Covered Call ETF	-1.83%	9.11%	14.52%	9.15%	-2.80%

Returns By Period

In the year-to-date period, HAINX achieves a -1.00% return, which is significantly higher than DJIA's -1.83% return.

HAINX

• 1D: 3.07%
• 1M: -7.29%
• YTD: -1.00%
• 6M: 0.90%
• 1Y: 18.55%
• 3Y*: 12.70%
• 5Y*: 6.47%
• 10Y*: 6.98%

DJIA

• 1D: 0.38%
• 1M: -4.60%
• YTD: -1.83%
• 6M: 3.58%
• 1Y: 6.73%
• 3Y*: 9.17%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DJIA

Global X Dow 30 Covered Call ETF

Return for Risk

HAINX vs. DJIA — Risk / Return Rank

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

HAINX

HAINX Risk / Return Rank: 56
HAINX Sharpe Ratio Rank: 59
HAINX Sortino Ratio Rank: 56
HAINX Omega Ratio Rank: 55
HAINX Calmar Ratio Rank: 57
HAINX Martin Ratio Rank: 53

DJIA

DJIA Risk / Return Rank: 30
DJIA Sharpe Ratio Rank: 27
DJIA Sortino Ratio Rank: 27
DJIA Omega Ratio Rank: 35
DJIA Calmar Ratio Rank: 30
DJIA Martin Ratio Rank: 33

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.

HAINX vs. DJIA - Risk-Adjusted Trends 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.

	HAINX	DJIA	Difference
Sharpe ratio Return per unit of total volatility	1.12	0.52	+0.60
Sortino ratio Return per unit of downside risk	1.57	0.83	+0.74
Omega ratio Gain probability vs. loss probability	1.23	1.15	+0.08
Calmar ratio Return relative to maximum drawdown	1.43	0.75	+0.68
Martin ratio Return relative to average drawdown	5.45	3.05	+2.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAINX vs. DJIA - Sharpe Ratio Comparison

The current HAINX Sharpe Ratio is 1.12, which is higher than the DJIA Sharpe Ratio of 0.52. 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.

Sharpe Ratios by Period

	HAINX	DJIA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	0.52	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.59	-0.09

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.

Dividends

HAINX vs. DJIA - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.60%, less than DJIA's 11.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAINX Harbor International Fund	3.60%	3.57%	3.86%	3.55%	3.32%	2.15%	1.05%	3.12%	64.33%	6.28%	0.17%	4.80%
DJIA Global X Dow 30 Covered Call ETF	11.42%	10.60%	11.44%	7.16%	9.18%	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 -60.21%, 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.

Drawdown Indicators

	HAINX	DJIA	Difference
Max Drawdown Largest peak-to-trough decline	-60.21%	-16.91%	-43.30%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	-9.20%	-2.90%
Max Drawdown (5Y) Largest decline over 5 years	-31.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.75%	—	—
Current Drawdown Current decline from peak	-9.12%	-5.23%	-3.89%
Average Drawdown Average peak-to-trough decline	-9.90%	-3.63%	-6.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.18%	2.25%	+0.93%

Volatility

HAINX vs. DJIA - Volatility Comparison

Harbor International Fund (HAINX) has a higher volatility of 7.58% compared to Global X Dow 30 Covered Call ETF (DJIA) at 4.12%. 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.

Volatility by Period

	HAINX	DJIA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.58%	4.12%	+3.46%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	6.08%	+4.91%
Volatility (1Y) Calculated over the trailing 1-year period	16.89%	13.05%	+3.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	11.32%	+4.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	11.32%	+5.26%