HAVLX vs. DFIEX
Compare and contrast key facts about Harbor Large Cap Value Fund (HAVLX) and DFA International Core Equity Portfolio I (DFIEX).
HAVLX is managed by Harbor. It was launched on Dec 29, 1987. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
HAVLX vs. DFIEX - Performance Comparison
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HAVLX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAVLX Harbor Large Cap Value Fund | -2.45% | 11.07% | 15.60% | 19.70% | -14.98% | 24.90% | 14.46% | 32.84% | -8.98% | 22.33% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, HAVLX achieves a -2.45% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, HAVLX has outperformed DFIEX with an annualized return of 12.05%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
HAVLX
- 1D
- 1.54%
- 1M
- -6.79%
- YTD
- -2.45%
- 6M
- -0.88%
- 1Y
- 7.90%
- 3Y*
- 13.11%
- 5Y*
- 7.47%
- 10Y*
- 12.05%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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HAVLX vs. DFIEX - Expense Ratio Comparison
HAVLX has a 0.69% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
HAVLX vs. DFIEX — Risk / Return Rank
HAVLX
DFIEX
HAVLX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Large Cap Value Fund (HAVLX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| HAVLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.95 | -1.42 |
Sortino ratioReturn per unit of downside risk | 0.81 | 2.55 | -1.74 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.57 | -1.83 |
Martin ratioReturn relative to average drawdown | 2.89 | 10.07 | -7.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HAVLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.95 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.60 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.59 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.35 | +0.06 |
Correlation
The correlation between HAVLX and DFIEX 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.
Dividends
HAVLX vs. DFIEX - Dividend Comparison
HAVLX's dividend yield for the trailing twelve months is around 21.85%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAVLX Harbor Large Cap Value Fund | 21.85% | 21.82% | 14.78% | 4.06% | 5.13% | 3.33% | 3.46% | 0.88% | 2.84% | 3.57% | 4.41% | 5.74% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
HAVLX vs. DFIEX - Drawdown Comparison
The maximum HAVLX drawdown since its inception was -78.26%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for HAVLX and DFIEX.
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Drawdown Indicators
| HAVLX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.26% | -62.22% | -16.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -11.01% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -28.66% | +5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -41.04% | +5.35% |
Current DrawdownCurrent decline from peak | -7.42% | -7.75% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -12.26% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.81% | +0.26% |
Volatility
HAVLX vs. DFIEX - Volatility Comparison
The current volatility for Harbor Large Cap Value Fund (HAVLX) is 3.89%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that HAVLX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAVLX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 7.09% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 10.45% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 15.90% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 15.65% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.63% | 16.35% | +2.28% |