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HAONX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAONX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Overseas Fund (HAONX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

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HAONX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HAONX
Harbor Overseas Fund
1.84%35.31%10.99%13.29%-15.53%18.70%12.93%9.22%
FSKLX
Fidelity SAI International Low Volatility Index Fund
4.89%21.95%1.20%13.84%-13.48%9.91%-1.57%9.76%

Returns By Period

In the year-to-date period, HAONX achieves a 1.84% return, which is significantly lower than FSKLX's 4.89% return.


HAONX

1D
3.31%
1M
-6.74%
YTD
1.84%
6M
7.22%
1Y
27.05%
3Y*
18.66%
5Y*
9.93%
10Y*

FSKLX

1D
1.50%
1M
-4.32%
YTD
4.89%
6M
7.57%
1Y
18.31%
3Y*
11.82%
5Y*
6.59%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAONX vs. FSKLX - Expense Ratio Comparison

HAONX has a 1.21% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

HAONX vs. FSKLX — Risk / Return Rank

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

HAONX
HAONX Risk / Return Rank: 7878
Overall Rank
HAONX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HAONX Sortino Ratio Rank: 7777
Sortino Ratio Rank
HAONX Omega Ratio Rank: 7676
Omega Ratio Rank
HAONX Calmar Ratio Rank: 8282
Calmar Ratio Rank
HAONX Martin Ratio Rank: 7575
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7777
Overall Rank
FSKLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 7474
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7373
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.

HAONX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Overseas Fund (HAONX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


HAONXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.53

+0.06

Sortino ratio

Return per unit of downside risk

2.09

2.09

0.00

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

2.21

2.09

+0.13

Martin ratio

Return relative to average drawdown

8.20

7.33

+0.87

HAONX vs. FSKLX - Sharpe Ratio Comparison

The current HAONX Sharpe Ratio is 1.59, which is comparable to the FSKLX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of HAONX and FSKLX, 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


HAONXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.53

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.58

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.47

+0.20

Correlation

The correlation between HAONX and FSKLX is 0.82, 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

HAONX vs. FSKLX - Dividend Comparison

HAONX's dividend yield for the trailing twelve months is around 2.39%, less than FSKLX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
HAONX
Harbor Overseas Fund
2.39%2.43%2.12%1.67%2.41%10.30%1.06%2.13%0.00%0.00%0.00%0.00%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.47%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

HAONX vs. FSKLX - Drawdown Comparison

The maximum HAONX drawdown since its inception was -31.95%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for HAONX and FSKLX.


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Drawdown Indicators


HAONXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-31.95%

-27.26%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-8.64%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-29.05%

-24.99%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

Current Drawdown

Current decline from peak

-8.58%

-5.92%

-2.66%

Average Drawdown

Average peak-to-trough decline

-6.53%

-5.14%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.46%

+0.71%

Volatility

HAONX vs. FSKLX - Volatility Comparison

Harbor Overseas Fund (HAONX) has a higher volatility of 8.20% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.55%. This indicates that HAONX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAONXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

4.55%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

7.50%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

12.34%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

11.45%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

11.90%

+5.32%