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HAMVX vs. HABDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAMVX vs. HABDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Mid Cap Value Fund (HAMVX) and Harbor Core Plus Fund (HABDX). The values are adjusted to include any dividend payments, if applicable.

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HAMVX vs. HABDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAMVX
Harbor Mid Cap Value Fund
2.65%16.00%12.10%16.42%-5.63%29.93%-3.77%22.93%-17.82%12.01%
HABDX
Harbor Core Plus Fund
-0.23%7.28%2.56%6.70%-13.23%-0.64%8.88%8.42%-0.20%4.89%

Returns By Period

In the year-to-date period, HAMVX achieves a 2.65% return, which is significantly higher than HABDX's -0.23% return. Over the past 10 years, HAMVX has outperformed HABDX with an annualized return of 9.17%, while HABDX has yielded a comparatively lower 2.30% annualized return.


HAMVX

1D
-0.42%
1M
-5.24%
YTD
2.65%
6M
6.88%
1Y
22.26%
3Y*
15.51%
5Y*
9.83%
10Y*
9.17%

HABDX

1D
0.49%
1M
-2.12%
YTD
-0.23%
6M
0.66%
1Y
4.23%
3Y*
4.24%
5Y*
0.76%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAMVX vs. HABDX - Expense Ratio Comparison

HAMVX has a 0.85% expense ratio, which is higher than HABDX's 0.38% expense ratio.


Return for Risk

HAMVX vs. HABDX — Risk / Return Rank

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

HAMVX
HAMVX Risk / Return Rank: 7070
Overall Rank
HAMVX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HAMVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
HAMVX Omega Ratio Rank: 6868
Omega Ratio Rank
HAMVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HAMVX Martin Ratio Rank: 7373
Martin Ratio Rank

HABDX
HABDX Risk / Return Rank: 6060
Overall Rank
HABDX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HABDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
HABDX Omega Ratio Rank: 4444
Omega Ratio Rank
HABDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
HABDX Martin Ratio Rank: 5757
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. HABDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Value Fund (HAMVX) and Harbor Core Plus Fund (HABDX). 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.


HAMVXHABDXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.06

+0.15

Sortino ratio

Return per unit of downside risk

1.80

1.52

+0.28

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.53

1.87

-0.34

Martin ratio

Return relative to average drawdown

6.94

5.46

+1.48

HAMVX vs. HABDX - Sharpe Ratio Comparison

The current HAMVX Sharpe Ratio is 1.22, which is comparable to the HABDX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of HAMVX and HABDX, 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


HAMVXHABDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.06

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.13

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.48

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.33

-0.95

Correlation

The correlation between HAMVX and HABDX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HAMVX vs. HABDX - Dividend Comparison

HAMVX's dividend yield for the trailing twelve months is around 8.45%, more than HABDX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
HAMVX
Harbor Mid Cap Value Fund
8.45%8.67%5.77%7.20%8.24%1.27%2.35%3.10%8.41%3.84%3.06%3.30%
HABDX
Harbor Core Plus Fund
4.28%4.65%4.46%4.24%3.41%3.12%3.27%3.19%3.08%3.41%3.86%5.40%

Drawdowns

HAMVX vs. HABDX - Drawdown Comparison

The maximum HAMVX drawdown since its inception was -64.17%, which is greater than HABDX's maximum drawdown of -17.94%. Use the drawdown chart below to compare losses from any high point for HAMVX and HABDX.


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Drawdown Indicators


HAMVXHABDXDifference

Max Drawdown

Largest peak-to-trough decline

-64.17%

-17.94%

-46.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-2.64%

-11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-17.94%

-3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

-17.94%

-33.50%

Current Drawdown

Current decline from peak

-6.31%

-2.12%

-4.19%

Average Drawdown

Average peak-to-trough decline

-10.05%

-1.87%

-8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.91%

+2.11%

Volatility

HAMVX vs. HABDX - Volatility Comparison

Harbor Mid Cap Value Fund (HAMVX) has a higher volatility of 4.05% compared to Harbor Core Plus Fund (HABDX) at 1.49%. This indicates that HAMVX's price experiences larger fluctuations and is considered to be riskier than HABDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAMVXHABDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

1.49%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

2.46%

+7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

4.19%

+14.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

5.65%

+13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

4.82%

+17.07%