HAVLX vs. POGRX
HAVLX (Harbor Large Cap Value Fund) and POGRX (PRIMECAP Odyssey Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, HAVLX returned 12.04%/yr vs 16.51%/yr for POGRX. Their correlation of 0.86 means they have usually moved in the same direction. HAVLX charges 0.69%/yr vs 0.66%/yr for POGRX.
Performance
HAVLX vs. POGRX - Performance Comparison
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Returns By Period
In the year-to-date period, HAVLX achieves a 4.65% return, which is significantly lower than POGRX's 22.34% return. Over the past 10 years, HAVLX has underperformed POGRX with an annualized return of 12.04%, while POGRX has yielded a comparatively higher 16.51% annualized return.
HAVLX
- 1D
- -0.05%
- 1M
- 0.64%
- 6M
- 1.63%
- YTD
- 4.65%
- 1Y
- 9.78%
- 3Y*
- 12.54%
- 5Y*
- 7.45%
- 10Y*
- 12.04%
- ALL TIME*
- 10.03%
POGRX
- 1D
- -0.42%
- 1M
- -4.43%
- 6M
- 14.83%
- YTD
- 22.34%
- 1Y
- 51.58%
- 3Y*
- 25.42%
- 5Y*
- 14.87%
- 10Y*
- 16.51%
- ALL TIME*
- 12.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HAVLX vs. POGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAVLX Harbor Large Cap Value Fund | 4.65% | 11.07% | 15.60% | 19.70% | -14.98% | 24.90% | 14.46% | 32.84% | -8.98% | 22.33% |
POGRX PRIMECAP Odyssey Growth Fund | 22.34% | 32.99% | 13.09% | 23.85% | -14.61% | 18.81% | 17.05% | 23.98% | -4.56% | 32.07% |
Correlation
The correlation between HAVLX and POGRX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004 | 0.86 |
Over the past year, the correlation between HAVLX and POGRX has dropped to 0.49 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
HAVLX vs. POGRX — Risk / Return Rank
HAVLX
POGRX
HAVLX vs. POGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Large Cap Value Fund (HAVLX) and PRIMECAP Odyssey Growth Fund (POGRX). 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 | POGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.41 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 3.47 | -2.45 |
| Martin ratioReturn relative to average drawdown | 2.92 | 12.54 | -9.62 |
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Drawdowns
HAVLX vs. POGRX - Drawdown Comparison
The maximum HAVLX drawdown since its inception was -53.23%, roughly equal to the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for HAVLX and POGRX.
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Drawdown Indicators
| HAVLX | POGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -51.63% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -14.40% | +5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -22.13% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -26.85% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -35.29% | -0.40% |
Current DrawdownCurrent decline from peak | -0.97% | -8.61% | +7.64% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -7.11% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.98% | -0.90% |
Volatility
HAVLX vs. POGRX - Volatility Comparison
The current volatility for Harbor Large Cap Value Fund (HAVLX) is 3.55%, while PRIMECAP Odyssey Growth Fund (POGRX) has a volatility of 7.17%. This indicates that HAVLX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAVLX | POGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 7.17% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 18.17% | -9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 21.30% | -9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 20.20% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 20.66% | -2.11% |
HAVLX vs. POGRX - Expense Ratio Comparison
HAVLX has a 0.69% expense ratio, which is higher than POGRX's 0.66% expense ratio.
Dividends
HAVLX vs. POGRX - Dividend Comparison
HAVLX's dividend yield for the trailing twelve months is around 20.71%, more than POGRX's 20.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAVLX Harbor Large Cap Value Fund | 20.71% | 21.82% | 14.78% | 4.06% | 5.13% | 3.33% | 3.46% | 0.88% | 2.84% | 3.57% | 4.41% | 5.74% |
POGRX PRIMECAP Odyssey Growth Fund | 20.35% | 24.89% | 20.79% | 13.28% | 12.36% | 13.68% | 12.50% | 5.13% | 2.45% | 1.54% | 5.83% | 1.29% |
Frequently Asked Questions
HAVLX and POGRX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POGRX has higher volatility (7.17%) compared to HAVLX (3.55%). In terms of maximum drawdown, HAVLX dropped -53.23% vs POGRX's -51.63%.
POGRX currently has the higher Sharpe Ratio (2.35 vs 0.77), 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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