HAVLX vs. DSI
HAVLX (Harbor Large Cap Value Fund) and DSI (iShares MSCI KLD 400 Social ETF) are both funds - HAVLX is a Large Cap Blend Equities fund managed by Harbor, while DSI is a Large Cap Growth Equities fund tracking the MSCI KLD 400 Social Index. Over the past 10 years, HAVLX returned 12.06%/yr vs 15.68%/yr for DSI. Their correlation of 0.87 suggests significant overlap in exposure. HAVLX charges 0.69%/yr vs 0.25%/yr for DSI.
Performance
HAVLX vs. DSI - Performance Comparison
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Returns By Period
In the year-to-date period, HAVLX achieves a 1.38% return, which is significantly lower than DSI's 10.16% return. Over the past 10 years, HAVLX has underperformed DSI with an annualized return of 12.06%, while DSI has yielded a comparatively higher 15.68% annualized return.
HAVLX
- 1D
- 0.41%
- 1M
- -0.40%
- YTD
- 1.38%
- 6M
- 0.56%
- 1Y
- 10.39%
- 3Y*
- 13.09%
- 5Y*
- 7.99%
- 10Y*
- 12.06%
DSI
- 1D
- -0.37%
- 1M
- 0.21%
- YTD
- 10.16%
- 6M
- 9.45%
- 1Y
- 28.02%
- 3Y*
- 20.99%
- 5Y*
- 12.85%
- 10Y*
- 15.68%
HAVLX vs. DSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAVLX Harbor Large Cap Value Fund | 1.38% | 11.07% | 15.60% | 19.70% | -14.98% | 24.90% | 14.46% | 32.84% | -8.98% | 22.33% |
DSI iShares MSCI KLD 400 Social ETF | 10.16% | 18.03% | 22.38% | 28.51% | -21.71% | 31.32% | 20.94% | 31.15% | -3.90% | 20.89% |
Correlation
The correlation between HAVLX and DSI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.87 |
Over the past year, the correlation between HAVLX and DSI has dropped to 0.62 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
HAVLX vs. DSI — Risk / Return Rank
HAVLX
DSI
HAVLX vs. DSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Large Cap Value Fund (HAVLX) and iShares MSCI KLD 400 Social ETF (DSI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HAVLX | DSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.55 | -1.36 |
| Martin ratioReturn relative to average drawdown | 3.48 | 10.51 | -7.03 |
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Drawdowns
HAVLX vs. DSI - Drawdown Comparison
The maximum HAVLX drawdown since its inception was -53.23%, roughly equal to the maximum DSI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for HAVLX and DSI.
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Drawdown Indicators
| HAVLX | DSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -54.23% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -11.05% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -20.58% | +4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -28.36% | +4.90% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -34.10% | -1.59% |
Current DrawdownCurrent decline from peak | -3.78% | -2.01% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -7.51% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.67% | +0.33% |
Volatility
HAVLX vs. DSI - Volatility Comparison
The current volatility for Harbor Large Cap Value Fund (HAVLX) is 3.34%, while iShares MSCI KLD 400 Social ETF (DSI) has a volatility of 5.37%. This indicates that HAVLX experiences smaller price fluctuations and is considered to be less risky than DSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAVLX | DSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 5.37% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 10.99% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 13.72% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 18.03% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 18.77% | -0.13% |
HAVLX vs. DSI - Expense Ratio Comparison
HAVLX has a 0.69% expense ratio, which is higher than DSI's 0.25% expense ratio.
Dividends
HAVLX vs. DSI - Dividend Comparison
HAVLX's dividend yield for the trailing twelve months is around 21.32%, more than DSI's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.87% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
HAVLX Harbor Large Cap Value Fund | 21.32% | 21.82% | 14.78% | 4.06% | 5.13% | 3.33% | 3.46% | 0.88% | 2.84% | 3.57% | 4.41% | 5.74% |
Frequently Asked Questions
HAVLX and DSI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSI has higher volatility (5.37%) compared to HAVLX (3.34%). In terms of maximum drawdown, HAVLX dropped -53.23% vs DSI's -54.23%.
DSI currently has the higher Sharpe Ratio (2.05 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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