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HAINX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAINX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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HAINX vs. SWPPX - 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%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, HAINX achieves a -3.96% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, HAINX has underperformed SWPPX with an annualized return of 6.65%, while SWPPX has yielded a comparatively higher 13.71% 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%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAINX vs. SWPPX - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Return for Risk

HAINX vs. SWPPX — 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

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Schwab S&P 500 Index Fund (SWPPX). 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.


HAINXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.84

0.00

Sortino ratio

Return per unit of downside risk

1.20

1.30

-0.10

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

1.06

-0.03

Martin ratio

Return relative to average drawdown

3.91

5.14

-1.23

HAINX vs. SWPPX - Sharpe Ratio Comparison

The current HAINX Sharpe Ratio is 0.83, which is comparable to the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of HAINX and SWPPX, 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


HAINXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.84

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.68

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.76

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.48

+0.02

Correlation

The correlation between HAINX and SWPPX is 0.69, 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. SWPPX - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.71%, more than SWPPX's 1.19% 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%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

HAINX vs. SWPPX - Drawdown Comparison

The maximum HAINX drawdown since its inception was -60.21%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for HAINX and SWPPX.


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Drawdown Indicators


HAINXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-55.06%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.10%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-24.51%

-6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

-33.80%

-5.95%

Current Drawdown

Current decline from peak

-11.83%

-8.89%

-2.94%

Average Drawdown

Average peak-to-trough decline

-9.90%

-10.00%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.49%

+0.69%

Volatility

HAINX vs. SWPPX - Volatility Comparison

Harbor International Fund (HAINX) has a higher volatility of 6.82% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that HAINX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAINXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

4.29%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

9.11%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

18.14%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

16.89%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

18.19%

-1.64%