HAINX vs. VYMI
HAINX (Harbor International Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - HAINX is a Foreign Large Cap Equities fund managed by Harbor, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, HAINX returned 8.21%/yr vs 11.21%/yr for VYMI. Their correlation of 0.92 suggests significant overlap in exposure. HAINX charges 0.77%/yr vs 0.07%/yr for VYMI.
Performance
HAINX vs. VYMI - 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 VYMI's 11.38% return. Over the past 10 years, HAINX has underperformed VYMI with an annualized return of 8.21%, while VYMI has yielded a comparatively higher 11.21% annualized 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%
VYMI
- 1D
- -1.23%
- 1M
- -0.28%
- YTD
- 11.38%
- 6M
- 11.17%
- 1Y
- 30.40%
- 3Y*
- 21.85%
- 5Y*
- 12.40%
- 10Y*
- 11.21%
HAINX vs. VYMI - 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% | 22.99% |
VYMI Vanguard International High Dividend Yield ETF | 11.38% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 22.36% |
Correlation
The correlation between HAINX and VYMI is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.92 |
The correlation between HAINX and VYMI has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
HAINX vs. VYMI — Risk / Return Rank
HAINX
VYMI
HAINX vs. VYMI - Risk-Adjusted Trends 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.
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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.01 | -1.55 |
| Martin ratioReturn relative to average drawdown | 4.96 | 11.81 | -6.85 |
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Drawdowns
HAINX vs. VYMI - Drawdown Comparison
The maximum HAINX drawdown since its inception was -60.21%, 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.
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Drawdown Indicators
| HAINX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.21% | -40.00% | -20.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -10.14% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -12.84% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -24.05% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -39.75% | -40.00% | +0.25% |
Current DrawdownCurrent decline from peak | -2.49% | -1.97% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -6.28% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.58% | +0.99% |
Volatility
HAINX vs. VYMI - Volatility Comparison
Harbor International Fund (HAINX) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.24% and 4.14%, 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 | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.14% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 11.20% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 13.27% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 14.87% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 16.61% | -0.01% |
HAINX vs. VYMI - Expense Ratio Comparison
HAINX has a 0.77% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
HAINX vs. VYMI - Dividend Comparison
HAINX's dividend yield for the trailing twelve months is around 3.36%, less than VYMI's 3.67% 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% |
VYMI Vanguard International High Dividend Yield ETF | 3.67% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, HAINX and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
HAINX has higher volatility (4.24%) compared to VYMI (4.14%). In terms of maximum drawdown, HAINX dropped -60.21% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.30 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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