HAMVX vs. WMCVX

In the year-to-date period, HAMVX achieves a -0.82% return, which is significantly higher than WMCVX's -8.11% return. Over the past 10 years, HAMVX has underperformed WMCVX with an annualized return of 3.50%, while WMCVX has yielded a comparatively higher 8.29% annualized return.

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HAMVX has a 0.85% expense ratio, which is lower than WMCVX's 1.16% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Value Fund (HAMVX) and Wasatch Small Cap Value Fund (WMCVX). 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.

The current HAMVX Sharpe Ratio is 0.02, which is higher than the WMCVX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of HAMVX and WMCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HAMVX's dividend yield for the trailing twelve months is around 5.82%, less than WMCVX's 18.70% yield.

The maximum HAMVX drawdown since its inception was -65.55%, roughly equal to the maximum WMCVX drawdown of -65.79%. Use the drawdown chart below to compare losses from any high point for HAMVX and WMCVX.

The current volatility for Harbor Mid Cap Value Fund (HAMVX) is 5.74%, while Wasatch Small Cap Value Fund (WMCVX) has a volatility of 7.12%. This indicates that HAMVX experiences smaller price fluctuations and is considered to be less risky than WMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.