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HAMVX vs. FMUEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAMVX vs. FMUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Mid Cap Value Fund (HAMVX) and RBB Free Market U.S. Equity Fund (FMUEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HAMVX having a 18.22% return and FMUEX slightly lower at 17.97%. Over the past 10 years, HAMVX has underperformed FMUEX with an annualized return of 11.08%, while FMUEX has yielded a comparatively higher 11.98% annualized return.


HAMVX

1D
0.62%
1M
1.66%
YTD
18.22%
6M
16.27%
1Y
36.08%
3Y*
20.61%
5Y*
11.72%
10Y*
11.08%

FMUEX

1D
0.42%
1M
1.56%
YTD
17.97%
6M
16.07%
1Y
34.12%
3Y*
17.73%
5Y*
9.80%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAMVX vs. FMUEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAMVX
Harbor Mid Cap Value Fund
18.22%16.00%12.10%16.42%-5.63%29.93%-3.77%22.93%-17.82%12.01%
FMUEX
RBB Free Market U.S. Equity Fund
17.97%12.79%8.09%17.10%-10.47%31.75%5.65%22.44%-11.62%13.44%

Correlation

The correlation between HAMVX and FMUEX is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.95

The correlation between HAMVX and FMUEX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

HAMVX vs. FMUEX — Risk / Return Rank

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

HAMVX
HAMVX Risk / Return Rank: 9090
Overall Rank
HAMVX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HAMVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
HAMVX Omega Ratio Rank: 8383
Omega Ratio Rank
HAMVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HAMVX Martin Ratio Rank: 9494
Martin Ratio Rank

FMUEX
FMUEX Risk / Return Rank: 8585
Overall Rank
FMUEX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FMUEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FMUEX Omega Ratio Rank: 7676
Omega Ratio Rank
FMUEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMUEX Martin Ratio Rank: 9191
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.

HAMVX vs. FMUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Value Fund (HAMVX) and RBB Free Market U.S. Equity Fund (FMUEX). 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.


HAMVXFMUEXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.46

1.41

+0.05

Calmar ratioReturn relative to maximum drawdown

5.13

4.39

+0.74

Martin ratioReturn relative to average drawdown

18.09

15.82

+2.26

HAMVX vs. FMUEX - Sharpe Ratio Comparison

The current HAMVX Sharpe Ratio is 2.60, which is comparable to the FMUEX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of HAMVX and FMUEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HAMVX vs. FMUEX - Drawdown Comparison

The maximum HAMVX drawdown since its inception was -64.17%, which is greater than FMUEX's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for HAMVX and FMUEX.


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Drawdown Indicators


HAMVXFMUEXDifference

Max Drawdown

Largest peak-to-trough decline

-64.17%

-58.03%

-6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-7.61%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.04%

-25.49%

+4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-25.49%

+4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

-42.31%

-9.13%

Current Drawdown

Current decline from peak

-0.97%

-0.70%

-0.27%

Average Drawdown

Average peak-to-trough decline

-9.96%

-8.04%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.11%

-0.18%

Volatility

HAMVX vs. FMUEX - Volatility Comparison

The current volatility for Harbor Mid Cap Value Fund (HAMVX) is 3.25%, while RBB Free Market U.S. Equity Fund (FMUEX) has a volatility of 4.27%. This indicates that HAMVX experiences smaller price fluctuations and is considered to be less risky than FMUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAMVXFMUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.27%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

10.27%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

14.47%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

18.39%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

19.72%

+2.14%

HAMVX vs. FMUEX - Expense Ratio Comparison

HAMVX has a 0.85% expense ratio, which is higher than FMUEX's 0.78% expense ratio.


Dividends

HAMVX vs. FMUEX - Dividend Comparison

HAMVX's dividend yield for the trailing twelve months is around 7.34%, more than FMUEX's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
FMUEX
RBB Free Market U.S. Equity Fund
1.59%1.87%0.00%4.12%8.26%4.38%1.61%5.57%5.88%3.80%4.80%8.51%
HAMVX
Harbor Mid Cap Value Fund
7.34%8.67%5.77%7.20%8.24%1.27%2.35%3.10%8.41%3.84%3.06%3.30%

Frequently Asked Questions


With a correlation of 0.94, HAMVX and FMUEX 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.

FMUEX has higher volatility (4.27%) compared to HAMVX (3.25%). In terms of maximum drawdown, HAMVX dropped -64.17% vs FMUEX's -58.03%.

HAMVX currently has the higher Sharpe Ratio (2.60 vs 2.31), 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.

Portfolio Optimizer

Find the right allocation for HAMVX and FMUEX

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