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HAMVX vs. VMVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAMVX vs. VMVIX - Performance Comparison

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

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HAMVX vs. VMVIX - 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%
VMVIX
Vanguard Mid-Cap Value Index Fund
2.87%11.22%13.48%10.00%-8.00%28.60%2.33%27.85%-12.57%16.91%

Returns By Period

In the year-to-date period, HAMVX achieves a 2.65% return, which is significantly lower than VMVIX's 2.87% return. Over the past 10 years, HAMVX has underperformed VMVIX with an annualized return of 9.17%, while VMVIX has yielded a comparatively higher 9.82% 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%

VMVIX

1D
-0.35%
1M
-6.11%
YTD
2.87%
6M
4.99%
1Y
15.27%
3Y*
12.77%
5Y*
8.26%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAMVX vs. VMVIX - Expense Ratio Comparison

HAMVX has a 0.85% expense ratio, which is higher than VMVIX's 0.19% expense ratio.


Return for Risk

HAMVX vs. VMVIX — 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

VMVIX
VMVIX Risk / Return Rank: 5454
Overall Rank
VMVIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VMVIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VMVIX Omega Ratio Rank: 5353
Omega Ratio Rank
VMVIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VMVIX Martin Ratio Rank: 5959
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. VMVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Value Fund (HAMVX) and Vanguard Mid-Cap Value Index Fund (VMVIX). 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.


HAMVXVMVIXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.01

+0.21

Sortino ratio

Return per unit of downside risk

1.80

1.48

+0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.53

1.20

+0.33

Martin ratio

Return relative to average drawdown

6.94

5.63

+1.31

HAMVX vs. VMVIX - Sharpe Ratio Comparison

The current HAMVX Sharpe Ratio is 1.22, which is comparable to the VMVIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HAMVX and VMVIX, 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


HAMVXVMVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.01

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.52

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.52

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.41

-0.04

Correlation

The correlation between HAMVX and VMVIX is 0.97, 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. VMVIX - Dividend Comparison

HAMVX's dividend yield for the trailing twelve months is around 8.45%, more than VMVIX's 1.90% 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%
VMVIX
Vanguard Mid-Cap Value Index Fund
1.90%1.42%1.99%2.15%2.15%1.67%2.26%1.95%2.60%1.75%1.81%1.91%

Drawdowns

HAMVX vs. VMVIX - Drawdown Comparison

The maximum HAMVX drawdown since its inception was -64.17%, roughly equal to the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for HAMVX and VMVIX.


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Drawdown Indicators


HAMVXVMVIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.17%

-61.61%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-12.43%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-19.81%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-51.44%

-43.08%

-8.36%

Current Drawdown

Current decline from peak

-6.31%

-6.20%

-0.11%

Average Drawdown

Average peak-to-trough decline

-10.05%

-8.52%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.65%

+0.37%

Volatility

HAMVX vs. VMVIX - Volatility Comparison

Harbor Mid Cap Value Fund (HAMVX) has a higher volatility of 4.05% compared to Vanguard Mid-Cap Value Index Fund (VMVIX) at 3.82%. This indicates that HAMVX's price experiences larger fluctuations and is considered to be riskier than VMVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAMVXVMVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

3.82%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

8.62%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

16.33%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

16.08%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

18.80%

+3.09%