HAINX vs. DJIA

In the year-to-date period, HAINX achieves a 16.09% return, which is significantly higher than DJIA's -1.55% return.

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

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.

The current HAINX Sharpe Ratio is 0.66, which is comparable to the DJIA Sharpe Ratio of 0.59. 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.

HAINX's dividend yield for the trailing twelve months is around 3.33%, less than DJIA's 12.58% yield.

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.

Harbor International Fund (HAINX) has a higher volatility of 2.68% compared to Global X Dow 30 Covered Call ETF (DJIA) at 2.44%. 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.