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HASGX vs. HACAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HASGX vs. HACAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Small Cap Growth Fund (HASGX) and Harbor Capital Appreciation Fund Class I (HACAX). The values are adjusted to include any dividend payments, if applicable.

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HASGX vs. HACAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HASGX
Harbor Small Cap Growth Fund
-3.83%11.44%9.34%22.20%-25.60%9.40%38.54%42.39%-11.37%24.71%
HACAX
Harbor Capital Appreciation Fund Class I
-14.13%13.95%46.37%53.74%-37.72%15.32%54.69%33.42%-1.30%36.68%

Returns By Period

In the year-to-date period, HASGX achieves a -3.83% return, which is significantly higher than HACAX's -14.13% return. Over the past 10 years, HASGX has underperformed HACAX with an annualized return of 11.21%, while HACAX has yielded a comparatively higher 16.39% annualized return.


HASGX

1D
-1.86%
1M
-11.10%
YTD
-3.83%
6M
-0.85%
1Y
19.68%
3Y*
9.94%
5Y*
2.34%
10Y*
11.21%

HACAX

1D
-0.40%
1M
-8.90%
YTD
-14.13%
6M
-13.44%
1Y
8.81%
3Y*
23.01%
5Y*
10.36%
10Y*
16.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HASGX vs. HACAX - Expense Ratio Comparison

HASGX has a 0.87% expense ratio, which is higher than HACAX's 0.71% expense ratio.


Return for Risk

HASGX vs. HACAX — Risk / Return Rank

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

HASGX
HASGX Risk / Return Rank: 3636
Overall Rank
HASGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HASGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
HASGX Omega Ratio Rank: 3030
Omega Ratio Rank
HASGX Calmar Ratio Rank: 4242
Calmar Ratio Rank
HASGX Martin Ratio Rank: 4242
Martin Ratio Rank

HACAX
HACAX Risk / Return Rank: 1515
Overall Rank
HACAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HACAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HACAX Omega Ratio Rank: 1717
Omega Ratio Rank
HACAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
HACAX Martin Ratio Rank: 1212
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.

HASGX vs. HACAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Small Cap Growth Fund (HASGX) and Harbor Capital Appreciation Fund Class I (HACAX). 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.


HASGXHACAXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.43

+0.29

Sortino ratio

Return per unit of downside risk

1.17

0.71

+0.45

Omega ratio

Gain probability vs. loss probability

1.15

1.10

+0.05

Calmar ratio

Return relative to maximum drawdown

1.07

0.32

+0.75

Martin ratio

Return relative to average drawdown

4.29

1.07

+3.22

HASGX vs. HACAX - Sharpe Ratio Comparison

The current HASGX Sharpe Ratio is 0.72, which is higher than the HACAX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of HASGX and HACAX, 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


HASGXHACAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.43

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.40

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.68

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.59

-0.20

Correlation

The correlation between HASGX and HACAX 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

HASGX vs. HACAX - Dividend Comparison

HASGX's dividend yield for the trailing twelve months is around 1.17%, less than HACAX's 13.10% yield.


TTM20252024202320222021202020192018201720162015
HASGX
Harbor Small Cap Growth Fund
1.17%1.13%3.53%0.03%4.80%27.66%7.21%3.44%27.29%10.10%0.47%13.13%
HACAX
Harbor Capital Appreciation Fund Class I
13.10%11.25%21.75%0.00%0.00%18.64%12.25%8.88%10.97%11.56%6.26%6.83%

Drawdowns

HASGX vs. HACAX - Drawdown Comparison

The maximum HASGX drawdown since its inception was -54.33%, smaller than the maximum HACAX drawdown of -63.05%. Use the drawdown chart below to compare losses from any high point for HASGX and HACAX.


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Drawdown Indicators


HASGXHACAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.33%

-63.05%

+8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-17.96%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.17%

-43.52%

+9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-38.53%

-43.52%

+4.99%

Current Drawdown

Current decline from peak

-12.93%

-17.96%

+5.03%

Average Drawdown

Average peak-to-trough decline

-10.23%

-16.27%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

5.36%

-1.84%

Volatility

HASGX vs. HACAX - Volatility Comparison

Harbor Small Cap Growth Fund (HASGX) has a higher volatility of 7.93% compared to Harbor Capital Appreciation Fund Class I (HACAX) at 5.67%. This indicates that HASGX's price experiences larger fluctuations and is considered to be riskier than HACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HASGXHACAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

5.67%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

12.59%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.35%

20.13%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

25.89%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

24.31%

-1.29%