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HAPI vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAPI and FSELX is 0.80, 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.


Performance

HAPI vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Corporate Culture ETF (HAPI) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HAPI:

0.70

FSELX:

0.00

Sortino Ratio

HAPI:

1.05

FSELX:

0.37

Omega Ratio

HAPI:

1.15

FSELX:

1.05

Calmar Ratio

HAPI:

0.69

FSELX:

0.04

Martin Ratio

HAPI:

2.60

FSELX:

0.09

Ulcer Index

HAPI:

5.13%

FSELX:

14.03%

Daily Std Dev

HAPI:

19.97%

FSELX:

46.96%

Max Drawdown

HAPI:

-19.46%

FSELX:

-81.70%

Current Drawdown

HAPI:

-3.01%

FSELX:

-9.98%

Returns By Period

In the year-to-date period, HAPI achieves a 1.97% return, which is significantly higher than FSELX's -1.99% return.


HAPI

YTD

1.97%

1M

6.85%

6M

0.05%

1Y

13.87%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FSELX

YTD

-1.99%

1M

20.29%

6M

1.22%

1Y

0.09%

3Y*

28.18%

5Y*

30.67%

10Y*

23.97%

*Annualized

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Harbor Corporate Culture ETF

HAPI vs. FSELX - Expense Ratio Comparison

HAPI has a 0.35% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HAPI vs. FSELX — Risk-Adjusted Performance Rank

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

HAPI
The Risk-Adjusted Performance Rank of HAPI is 6363
Overall Rank
The Sharpe Ratio Rank of HAPI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of HAPI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HAPI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of HAPI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of HAPI is 6464
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1515
Overall Rank
The Sharpe Ratio Rank of FSELX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAPI vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Corporate Culture ETF (HAPI) and Fidelity Select Semiconductors Portfolio (FSELX). 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 HAPI Sharpe Ratio is 0.70, which is higher than the FSELX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of HAPI and FSELX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HAPI vs. FSELX - Dividend Comparison

HAPI's dividend yield for the trailing twelve months is around 0.21%, less than FSELX's 8.81% yield.


TTM20242023202220212020201920182017201620152014
HAPI
Harbor Corporate Culture ETF
0.21%0.21%1.21%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
8.81%3.99%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%15.22%3.01%

Drawdowns

HAPI vs. FSELX - Drawdown Comparison

The maximum HAPI drawdown since its inception was -19.46%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for HAPI and FSELX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HAPI vs. FSELX - Volatility Comparison

The current volatility for Harbor Corporate Culture ETF (HAPI) is 4.51%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.68%. This indicates that HAPI experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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