HASCX vs. IWO

In the year-to-date period, HASCX achieves a -8.73% return, which is significantly lower than IWO's -5.78% return. Over the past 10 years, HASCX has outperformed IWO with an annualized return of 7.57%, while IWO has yielded a comparatively lower 6.66% annualized return.

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HASCX has a 0.87% expense ratio, which is higher than IWO's 0.24% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Harbor Small Cap Value Fund (HASCX) and iShares Russell 2000 Growth ETF (IWO). 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 HASCX Sharpe Ratio is -0.11, which is lower than the IWO Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of HASCX and IWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HASCX's dividend yield for the trailing twelve months is around 0.68%, less than IWO's 0.87% yield.

The maximum HASCX drawdown since its inception was -58.90%, roughly equal to the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for HASCX and IWO.

Harbor Small Cap Value Fund (HASCX) and iShares Russell 2000 Growth ETF (IWO) have volatilities of 6.41% and 6.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.