HAINX vs. RWIIX
HAINX (Harbor International Fund) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, HAINX returned 7.23%/yr vs 1.58%/yr for RWIIX. A 0.60 correlation means they provide meaningful diversification when combined. HAINX charges 0.77%/yr vs 1.22%/yr for RWIIX.
Performance
HAINX vs. RWIIX - Performance Comparison
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Returns By Period
In the year-to-date period, HAINX achieves a 6.22% return, which is significantly lower than RWIIX's 7.48% return.
HAINX
- 1D
- -0.14%
- 1M
- 0.73%
- YTD
- 6.22%
- 6M
- 5.87%
- 1Y
- 16.97%
- 3Y*
- 15.00%
- 5Y*
- 7.23%
- 10Y*
- 8.21%
RWIIX
- 1D
- -0.14%
- 1M
- -0.50%
- YTD
- 7.48%
- 6M
- 7.64%
- 1Y
- 20.25%
- 3Y*
- 4.78%
- 5Y*
- 1.58%
- 10Y*
- —
HAINX vs. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAINX Harbor International Fund | 6.22% | 28.41% | 4.21% | 16.16% | -13.80% | 9.50% | 11.09% | 22.57% | -18.29% | 0.06% |
RWIIX Redwood AlphaFactor Tactical International Fund | 7.48% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
Correlation
The correlation between HAINX and RWIIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2017 | 0.60 |
The correlation between HAINX and RWIIX shifts across timeframes, from 0.60 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HAINX vs. RWIIX — Risk / Return Rank
HAINX
RWIIX
HAINX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HAINX | RWIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.93 | -1.47 |
| Martin ratioReturn relative to average drawdown | 4.96 | 7.65 | -2.70 |
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Drawdowns
HAINX vs. RWIIX - Drawdown Comparison
The maximum HAINX drawdown since its inception was -60.21%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for HAINX and RWIIX.
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Drawdown Indicators
| HAINX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.21% | -20.34% | -39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -6.94% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -20.34% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -20.34% | -10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.75% | — | — |
Current DrawdownCurrent decline from peak | -2.49% | -2.38% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -7.78% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.65% | +0.92% |
Volatility
HAINX vs. RWIIX - Volatility Comparison
Harbor International Fund (HAINX) and Redwood AlphaFactor Tactical International Fund (RWIIX) have volatilities of 4.24% and 4.12%, 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
| HAINX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.12% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 9.08% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 11.52% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 11.63% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 10.95% | +5.65% |
HAINX vs. RWIIX - Expense Ratio Comparison
HAINX has a 0.77% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Dividends
HAINX vs. RWIIX - Dividend Comparison
HAINX's dividend yield for the trailing twelve months is around 3.36%, less than RWIIX's 8.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAINX Harbor International Fund | 3.36% | 3.57% | 3.86% | 3.55% | 3.32% | 2.15% | 1.05% | 3.12% | 64.33% | 6.28% | 0.17% | 4.80% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.13% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 0.00% | 0.00% |
Frequently Asked Questions
HAINX and RWIIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAINX has higher volatility (4.24%) compared to RWIIX (4.12%). In terms of maximum drawdown, HAINX dropped -60.21% vs RWIIX's -20.34%.
RWIIX currently has the higher Sharpe Ratio (1.77 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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