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HAVLX vs. HASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAVLX vs. HASGX - Performance Comparison

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

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HAVLX vs. HASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAVLX
Harbor Large Cap Value Fund
-3.93%11.07%15.60%19.70%-14.98%24.90%14.46%32.84%-8.98%22.33%
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%

Returns By Period

The year-to-date returns for both investments are quite close, with HAVLX having a -3.93% return and HASGX slightly higher at -3.83%. Over the past 10 years, HAVLX has outperformed HASGX with an annualized return of 11.88%, while HASGX has yielded a comparatively lower 11.21% annualized return.


HAVLX

1D
0.00%
1M
-8.43%
YTD
-3.93%
6M
-2.72%
1Y
6.26%
3Y*
12.53%
5Y*
7.38%
10Y*
11.88%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAVLX vs. HASGX - Expense Ratio Comparison

HAVLX has a 0.69% expense ratio, which is lower than HASGX's 0.87% expense ratio.


Return for Risk

HAVLX vs. HASGX — Risk / Return Rank

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

HAVLX
HAVLX Risk / Return Rank: 1717
Overall Rank
HAVLX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HAVLX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HAVLX Omega Ratio Rank: 1717
Omega Ratio Rank
HAVLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
HAVLX Martin Ratio Rank: 1818
Martin Ratio Rank

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
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.

HAVLX vs. HASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Large Cap Value Fund (HAVLX) and Harbor Small Cap Growth Fund (HASGX). 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.


HAVLXHASGXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.72

-0.24

Sortino ratio

Return per unit of downside risk

0.75

1.17

-0.42

Omega ratio

Gain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.46

1.07

-0.61

Martin ratio

Return relative to average drawdown

1.81

4.29

-2.48

HAVLX vs. HASGX - Sharpe Ratio Comparison

The current HAVLX Sharpe Ratio is 0.49, which is lower than the HASGX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HAVLX and HASGX, 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


HAVLXHASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.72

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.10

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.49

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.38

+0.02

Correlation

The correlation between HAVLX and HASGX is 0.83, 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. HASGX - Dividend Comparison

HAVLX's dividend yield for the trailing twelve months is around 22.19%, more than HASGX's 1.17% yield.


TTM20252024202320222021202020192018201720162015
HAVLX
Harbor Large Cap Value Fund
22.19%21.82%14.78%4.06%5.13%3.33%3.46%0.88%2.84%3.57%4.41%5.74%
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%

Drawdowns

HAVLX vs. HASGX - Drawdown Comparison

The maximum HAVLX drawdown since its inception was -78.26%, which is greater than HASGX's maximum drawdown of -54.33%. Use the drawdown chart below to compare losses from any high point for HAVLX and HASGX.


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Drawdown Indicators


HAVLXHASGXDifference

Max Drawdown

Largest peak-to-trough decline

-78.26%

-54.33%

-23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-14.11%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-34.17%

+10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.69%

-38.53%

+2.84%

Current Drawdown

Current decline from peak

-8.83%

-12.93%

+4.10%

Average Drawdown

Average peak-to-trough decline

-16.15%

-10.23%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.52%

-0.49%

Volatility

HAVLX vs. HASGX - Volatility Comparison

The current volatility for Harbor Large Cap Value Fund (HAVLX) is 3.36%, while Harbor Small Cap Growth Fund (HASGX) has a volatility of 7.93%. This indicates that HAVLX experiences smaller price fluctuations and is considered to be less risky than HASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAVLXHASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

7.93%

-4.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

14.88%

-6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

24.35%

-9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

23.14%

-5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

23.02%

-4.40%