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HAMVX vs. HACAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAMVX vs. HACAX - Performance Comparison

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

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HAMVX vs. HACAX - 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%
HACAX
Harbor Capital Appreciation Fund Class I
-14.13%13.95%46.37%53.74%-37.72%15.32%54.69%33.42%-1.30%36.68%

Returns By Period

In the year-to-date period, HAMVX achieves a 2.65% return, which is significantly higher than HACAX's -14.13% return. Over the past 10 years, HAMVX has underperformed HACAX with an annualized return of 9.17%, while HACAX has yielded a comparatively higher 16.39% 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%

HACAX

1D
-0.40%
1M
-8.90%
YTD
-14.13%
6M
-13.44%
1Y
8.81%
3Y*
23.01%
5Y*
10.36%
10Y*
16.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAMVX vs. HACAX - Expense Ratio Comparison

HAMVX has a 0.85% expense ratio, which is higher than HACAX's 0.71% expense ratio.


Return for Risk

HAMVX vs. HACAX — 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

HACAX
HACAX Risk / Return Rank: 1515
Overall Rank
HACAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HACAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HACAX Omega Ratio Rank: 1717
Omega Ratio Rank
HACAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
HACAX Martin Ratio Rank: 1212
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. HACAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Value Fund (HAMVX) and Harbor Capital Appreciation Fund Class I (HACAX). 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.


HAMVXHACAXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.43

+0.79

Sortino ratio

Return per unit of downside risk

1.80

0.71

+1.09

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.53

0.32

+1.22

Martin ratio

Return relative to average drawdown

6.94

1.07

+5.87

HAMVX vs. HACAX - Sharpe Ratio Comparison

The current HAMVX Sharpe Ratio is 1.22, which is higher than the HACAX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of HAMVX and HACAX, 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


HAMVXHACAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.43

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.40

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.68

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.59

-0.21

Correlation

The correlation between HAMVX and HACAX 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.


Dividends

HAMVX vs. HACAX - Dividend Comparison

HAMVX's dividend yield for the trailing twelve months is around 8.45%, less than HACAX's 13.10% 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%
HACAX
Harbor Capital Appreciation Fund Class I
13.10%11.25%21.75%0.00%0.00%18.64%12.25%8.88%10.97%11.56%6.26%6.83%

Drawdowns

HAMVX vs. HACAX - Drawdown Comparison

The maximum HAMVX drawdown since its inception was -64.17%, roughly equal to the maximum HACAX drawdown of -63.05%. Use the drawdown chart below to compare losses from any high point for HAMVX and HACAX.


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Drawdown Indicators


HAMVXHACAXDifference

Max Drawdown

Largest peak-to-trough decline

-64.17%

-63.05%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-17.96%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-43.52%

+22.48%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

-43.52%

-7.92%

Current Drawdown

Current decline from peak

-6.31%

-17.96%

+11.65%

Average Drawdown

Average peak-to-trough decline

-10.05%

-16.27%

+6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.36%

-2.34%

Volatility

HAMVX vs. HACAX - Volatility Comparison

The current volatility for Harbor Mid Cap Value Fund (HAMVX) is 4.05%, while Harbor Capital Appreciation Fund Class I (HACAX) has a volatility of 5.67%. This indicates that HAMVX experiences smaller price fluctuations and is considered to be less risky than HACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAMVXHACAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.67%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

12.59%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

20.13%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

25.89%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

24.31%

-2.42%