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HAINX vs. HACAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAINX vs. HACAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and Harbor Capital Appreciation Fund Class I (HACAX). The values are adjusted to include any dividend payments, if applicable.

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HAINX vs. HACAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAINX
Harbor International Fund
-3.96%28.41%4.21%16.16%-13.80%9.50%11.09%22.57%-18.29%22.99%
HACAX
Harbor Capital Appreciation Fund Class I
-10.94%13.95%46.37%53.74%-37.72%15.32%54.69%33.42%-1.30%36.68%

Returns By Period

In the year-to-date period, HAINX achieves a -3.96% return, which is significantly higher than HACAX's -10.94% return. Over the past 10 years, HAINX has underperformed HACAX with an annualized return of 6.65%, while HACAX has yielded a comparatively higher 16.82% annualized return.


HAINX

1D
0.04%
1M
-11.65%
YTD
-3.96%
6M
-1.82%
1Y
15.23%
3Y*
11.57%
5Y*
6.11%
10Y*
6.65%

HACAX

1D
3.72%
1M
-5.54%
YTD
-10.94%
6M
-10.69%
1Y
12.07%
3Y*
24.51%
5Y*
10.71%
10Y*
16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAINX vs. HACAX - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is higher than HACAX's 0.71% expense ratio.


Return for Risk

HAINX vs. HACAX — Risk / Return Rank

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

HAINX
HAINX Risk / Return Rank: 3939
Overall Rank
HAINX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HAINX Sortino Ratio Rank: 3838
Sortino Ratio Rank
HAINX Omega Ratio Rank: 3838
Omega Ratio Rank
HAINX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HAINX Martin Ratio Rank: 3838
Martin Ratio Rank

HACAX
HACAX Risk / Return Rank: 2222
Overall Rank
HACAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HACAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
HACAX Omega Ratio Rank: 2222
Omega Ratio Rank
HACAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HACAX Martin Ratio Rank: 2121
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.

HAINX vs. HACAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Harbor Capital Appreciation Fund Class I (HACAX). 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.


HAINXHACAXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.63

+0.20

Sortino ratio

Return per unit of downside risk

1.20

0.98

+0.21

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.03

0.70

+0.32

Martin ratio

Return relative to average drawdown

3.91

2.32

+1.59

HAINX vs. HACAX - Sharpe Ratio Comparison

The current HAINX Sharpe Ratio is 0.83, which is higher than the HACAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HAINX and HACAX, 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


HAINXHACAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.63

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.42

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.69

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.59

-0.09

Correlation

The correlation between HAINX and HACAX is 0.57, 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. HACAX - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.71%, less than HACAX's 12.63% yield.


TTM20252024202320222021202020192018201720162015
HAINX
Harbor International Fund
3.71%3.57%3.86%3.55%3.32%2.15%1.05%3.12%64.33%6.28%0.17%4.80%
HACAX
Harbor Capital Appreciation Fund Class I
12.63%11.25%21.75%0.00%0.00%18.64%12.25%8.88%10.97%11.56%6.26%6.83%

Drawdowns

HAINX vs. HACAX - Drawdown Comparison

The maximum HAINX drawdown since its inception was -60.21%, roughly equal to the maximum HACAX drawdown of -63.05%. Use the drawdown chart below to compare losses from any high point for HAINX and HACAX.


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Drawdown Indicators


HAINXHACAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-63.05%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-17.96%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-43.52%

+12.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

-43.52%

+3.77%

Current Drawdown

Current decline from peak

-11.83%

-14.91%

+3.08%

Average Drawdown

Average peak-to-trough decline

-9.90%

-16.27%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

5.45%

-2.27%

Volatility

HAINX vs. HACAX - Volatility Comparison

Harbor International Fund (HAINX) and Harbor Capital Appreciation Fund Class I (HACAX) have volatilities of 6.82% and 6.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAINXHACAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

6.99%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

13.13%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

20.42%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

25.93%

-9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

24.33%

-7.78%