HAINX vs. PRDSX

In the year-to-date period, HAINX achieves a 9.20% return, which is significantly higher than PRDSX's -8.78% return. Over the past 10 years, HAINX has underperformed PRDSX with an annualized return of -1.54%, while PRDSX has yielded a comparatively higher 3.84% annualized return.

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HAINX has a 0.77% expense ratio, which is lower than PRDSX's 0.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX). 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 0.55, which is higher than the PRDSX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of HAINX and PRDSX, 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 3.54%, more than PRDSX's 0.24% yield.

The maximum HAINX drawdown since its inception was -62.61%, roughly equal to the maximum PRDSX drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for HAINX and PRDSX. For additional features, visit the drawdowns tool.

The current volatility for Harbor International Fund (HAINX) is 10.80%, while T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a volatility of 14.61%. This indicates that HAINX experiences smaller price fluctuations and is considered to be less risky than PRDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.