Correlation
The correlation between HAPI and AUSF is 0.72, 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.
HAPI vs. AUSF
Compare and contrast key facts about Harbor Corporate Culture ETF (HAPI) and Global X Adaptive U.S. Factor ETF (AUSF).
HAPI and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HAPI is a passively managed fund by Harbor Funds that tracks the performance of the CIBC Human Capital Index. It was launched on Oct 12, 2022. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index (USD). It was launched on Aug 24, 2018. Both HAPI and AUSF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HAPI or AUSF.
Performance
HAPI vs. AUSF - Performance Comparison
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Key characteristics
HAPI:
0.74
AUSF:
0.89
HAPI:
1.03
AUSF:
1.32
HAPI:
1.15
AUSF:
1.18
HAPI:
0.67
AUSF:
1.13
HAPI:
2.56
AUSF:
4.06
HAPI:
5.13%
AUSF:
3.41%
HAPI:
19.95%
AUSF:
15.60%
HAPI:
-19.46%
AUSF:
-44.24%
HAPI:
-3.02%
AUSF:
-1.95%
Returns By Period
In the year-to-date period, HAPI achieves a 1.95% return, which is significantly lower than AUSF's 4.92% return.
HAPI
1.95%
6.06%
-0.51%
14.12%
N/A
N/A
N/A
AUSF
4.92%
3.30%
-1.64%
12.17%
15.12%
19.06%
N/A
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HAPI vs. AUSF - Expense Ratio Comparison
HAPI has a 0.35% expense ratio, which is higher than AUSF's 0.27% expense ratio.
Risk-Adjusted Performance
HAPI vs. AUSF — Risk-Adjusted Performance Rank
HAPI
AUSF
HAPI vs. AUSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Corporate Culture ETF (HAPI) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
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Dividends
HAPI vs. AUSF - Dividend Comparison
HAPI's dividend yield for the trailing twelve months is around 0.21%, less than AUSF's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
HAPI Harbor Corporate Culture ETF | 0.21% | 0.21% | 1.21% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
AUSF Global X Adaptive U.S. Factor ETF | 2.92% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.03% | 1.46% |
Drawdowns
HAPI vs. AUSF - Drawdown Comparison
The maximum HAPI drawdown since its inception was -19.46%, smaller than the maximum AUSF drawdown of -44.24%. Use the drawdown chart below to compare losses from any high point for HAPI and AUSF.
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Volatility
HAPI vs. AUSF - Volatility Comparison
Harbor Corporate Culture ETF (HAPI) has a higher volatility of 4.52% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.87%. This indicates that HAPI's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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