HAVLX vs. HABDX
HAVLX (Harbor Large Cap Value Fund) and HABDX (Harbor Core Plus Fund) are both mutual funds - HAVLX is a Large Cap Blend Equities fund managed by Harbor, while HABDX is a Intermediate Core-Plus Bond fund managed by Harbor. Over the past 10 years, HAVLX returned 12.06%/yr vs 2.29%/yr for HABDX. At a 0.00 correlation, their price movements are largely independent. HAVLX charges 0.69%/yr vs 0.38%/yr for HABDX.
Performance
HAVLX vs. HABDX - Performance Comparison
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Returns By Period
In the year-to-date period, HAVLX achieves a 1.38% return, which is significantly higher than HABDX's 0.88% return. Over the past 10 years, HAVLX has outperformed HABDX with an annualized return of 12.06%, while HABDX has yielded a comparatively lower 2.29% 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%
HABDX
- 1D
- 0.30%
- 1M
- 0.94%
- YTD
- 0.88%
- 6M
- 0.98%
- 1Y
- 5.17%
- 3Y*
- 4.75%
- 5Y*
- 0.58%
- 10Y*
- 2.29%
HAVLX vs. HABDX - 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% |
HABDX Harbor Core Plus Fund | 0.88% | 7.28% | 2.56% | 6.70% | -13.23% | -0.64% | 8.88% | 8.42% | -0.20% | 4.89% |
Correlation
The correlation between HAVLX and HABDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.00 |
Over the past year, HAVLX and HABDX have become more correlated (0.38) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
HAVLX vs. HABDX — Risk / Return Rank
HAVLX
HABDX
HAVLX vs. HABDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Large Cap Value Fund (HAVLX) and Harbor Core Plus Fund (HABDX). 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 | HABDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.94 | -0.76 |
| Martin ratioReturn relative to average drawdown | 3.48 | 5.56 | -2.08 |
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Drawdowns
HAVLX vs. HABDX - Drawdown Comparison
The maximum HAVLX drawdown since its inception was -53.23%, which is greater than HABDX's maximum drawdown of -17.94%. Use the drawdown chart below to compare losses from any high point for HAVLX and HABDX.
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Drawdown Indicators
| HAVLX | HABDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -17.94% | -35.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -2.73% | -6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -6.15% | -9.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -17.94% | -5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -17.94% | -17.75% |
Current DrawdownCurrent decline from peak | -3.78% | -1.03% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -1.86% | -4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 0.95% | +2.05% |
Volatility
HAVLX vs. HABDX - Volatility Comparison
Harbor Large Cap Value Fund (HAVLX) has a higher volatility of 3.34% compared to Harbor Core Plus Fund (HABDX) at 1.11%. This indicates that HAVLX's price experiences larger fluctuations and is considered to be riskier than HABDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAVLX | HABDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 1.11% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 2.68% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 3.66% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 5.68% | +11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 4.83% | +13.81% |
HAVLX vs. HABDX - Expense Ratio Comparison
HAVLX has a 0.69% expense ratio, which is higher than HABDX's 0.38% expense ratio.
Dividends
HAVLX vs. HABDX - Dividend Comparison
HAVLX's dividend yield for the trailing twelve months is around 21.32%, more than HABDX's 4.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HABDX Harbor Core Plus Fund | 4.69% | 4.65% | 4.46% | 4.24% | 3.41% | 3.12% | 3.27% | 3.19% | 3.08% | 3.41% | 3.86% | 5.40% |
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 HABDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAVLX has higher volatility (3.34%) compared to HABDX (1.11%). In terms of maximum drawdown, HAVLX dropped -53.23% vs HABDX's -17.94%.
HABDX currently has the higher Sharpe Ratio (1.45 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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