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HAINX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAINX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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HAINX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAINX
Harbor International Fund
-1.00%28.41%4.21%16.16%-13.80%9.50%11.09%22.57%-18.29%22.99%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-2.84%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, HAINX achieves a -1.00% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, HAINX has underperformed RERGX with an annualized return of 6.98%, while RERGX has yielded a comparatively higher 7.97% annualized 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%

RERGX

1D
2.76%
1M
-8.17%
YTD
-2.84%
6M
0.96%
1Y
21.57%
3Y*
11.01%
5Y*
3.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAINX vs. RERGX - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

HAINX vs. RERGX — Risk / Return Rank

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

HAINX
HAINX Risk / Return Rank: 5656
Overall Rank
HAINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HAINX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HAINX Omega Ratio Rank: 5555
Omega Ratio Rank
HAINX Calmar Ratio Rank: 5757
Calmar Ratio Rank
HAINX Martin Ratio Rank: 5353
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 7171
Overall Rank
RERGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RERGX Omega Ratio Rank: 6969
Omega Ratio Rank
RERGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RERGX Martin Ratio Rank: 6666
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. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.


HAINXRERGXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.38

-0.26

Sortino ratio

Return per unit of downside risk

1.57

1.87

-0.30

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.43

1.68

-0.25

Martin ratio

Return relative to average drawdown

5.45

6.37

-0.92

HAINX vs. RERGX - Sharpe Ratio Comparison

The current HAINX Sharpe Ratio is 1.12, which is comparable to the RERGX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of HAINX and RERGX, 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


HAINXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.38

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.20

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.48

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.38

+0.12

Correlation

The correlation between HAINX and RERGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HAINX vs. RERGX - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.60%, less than RERGX's 14.36% yield.


TTM20252024202320222021202020192018201720162015
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%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.36%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

HAINX vs. RERGX - Drawdown Comparison

The maximum HAINX drawdown since its inception was -60.21%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for HAINX and RERGX.


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Drawdown Indicators


HAINXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-37.30%

-22.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.52%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-37.30%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

-37.30%

-2.45%

Current Drawdown

Current decline from peak

-9.12%

-10.11%

+0.99%

Average Drawdown

Average peak-to-trough decline

-9.90%

-9.28%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.30%

-0.12%

Volatility

HAINX vs. RERGX - Volatility Comparison

Harbor International Fund (HAINX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX) have volatilities of 7.58% and 7.27%, 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


HAINXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

7.27%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

11.54%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

16.40%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

16.48%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

16.80%

-0.22%