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HAINX vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAINX and VYMI is 0.73, 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.


Performance

HAINX vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Fund (HAINX) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HAINX:

0.62

VYMI:

0.95

Sortino Ratio

HAINX:

0.95

VYMI:

1.36

Omega Ratio

HAINX:

1.13

VYMI:

1.19

Calmar Ratio

HAINX:

0.34

VYMI:

1.17

Martin Ratio

HAINX:

2.16

VYMI:

4.09

Ulcer Index

HAINX:

4.85%

VYMI:

3.68%

Daily Std Dev

HAINX:

17.03%

VYMI:

16.25%

Max Drawdown

HAINX:

-62.61%

VYMI:

-40.00%

Current Drawdown

HAINX:

-16.36%

VYMI:

-0.32%

Returns By Period

In the year-to-date period, HAINX achieves a 15.14% return, which is significantly lower than VYMI's 16.91% return.


HAINX

YTD

15.14%

1M

8.22%

6M

13.65%

1Y

10.54%

3Y*

11.90%

5Y*

12.60%

10Y*

-1.21%

VYMI

YTD

16.91%

1M

8.21%

6M

15.09%

1Y

15.33%

3Y*

12.72%

5Y*

15.77%

10Y*

N/A

*Annualized

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Harbor International Fund

HAINX vs. VYMI - Expense Ratio Comparison

HAINX has a 0.77% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Risk-Adjusted Performance

HAINX vs. VYMI — Risk-Adjusted Performance Rank

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

HAINX
The Risk-Adjusted Performance Rank of HAINX is 5858
Overall Rank
The Sharpe Ratio Rank of HAINX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of HAINX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of HAINX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of HAINX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of HAINX is 6161
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8080
Overall Rank
The Sharpe Ratio Rank of VYMI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAINX vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Vanguard International High Dividend Yield ETF (VYMI). 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 0.62, which is lower than the VYMI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HAINX and VYMI, 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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Dividends

HAINX vs. VYMI - Dividend Comparison

HAINX's dividend yield for the trailing twelve months is around 3.35%, less than VYMI's 4.15% yield.


TTM20242023202220212020201920182017201620152014
HAINX
Harbor International Fund
3.35%3.86%3.55%3.32%2.15%1.05%3.12%2.46%1.84%1.99%1.82%2.19%
VYMI
Vanguard International High Dividend Yield ETF
4.15%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%

Drawdowns

HAINX vs. VYMI - Drawdown Comparison

The maximum HAINX drawdown since its inception was -62.61%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for HAINX and VYMI. For additional features, visit the drawdowns tool.


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Volatility

HAINX vs. VYMI - Volatility Comparison

Harbor International Fund (HAINX) has a higher volatility of 2.82% compared to Vanguard International High Dividend Yield ETF (VYMI) at 2.53%. This indicates that HAINX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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