HAVLX vs. SPHQ
Compare and contrast key facts about Harbor Large Cap Value Fund (HAVLX) and Invesco S&P 500 Quality ETF (SPHQ).
HAVLX is managed by Harbor. It was launched on Dec 29, 1987. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality Index. It was launched on Dec 6, 2005.
Performance
HAVLX vs. SPHQ - Performance Comparison
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HAVLX vs. SPHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPHQ Invesco S&P 500 Quality ETF | 0.57% | 13.25% | 25.44% | 24.83% | -15.76% | 28.03% | 17.36% | 33.64% | -7.10% | 19.10% |
Returns By Period
In the year-to-date period, HAVLX achieves a -3.93% return, which is significantly lower than SPHQ's 0.57% return. Over the past 10 years, HAVLX has underperformed SPHQ with an annualized return of 11.88%, while SPHQ has yielded a comparatively higher 13.53% 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%
SPHQ
- 1D
- 2.36%
- 1M
- -6.75%
- YTD
- 0.57%
- 6M
- 3.29%
- 1Y
- 14.73%
- 3Y*
- 18.19%
- 5Y*
- 12.50%
- 10Y*
- 13.53%
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HAVLX vs. SPHQ - Expense Ratio Comparison
HAVLX has a 0.69% expense ratio, which is higher than SPHQ's 0.15% expense ratio.
Return for Risk
HAVLX vs. SPHQ — Risk / Return Rank
HAVLX
SPHQ
HAVLX vs. SPHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Large Cap Value Fund (HAVLX) and Invesco S&P 500 Quality ETF (SPHQ). 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 | SPHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.86 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.34 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.18 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.46 | -1.00 |
Martin ratioReturn relative to average drawdown | 1.81 | 6.45 | -4.64 |
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 | SPHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.86 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.77 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.50 | -0.09 |
Correlation
The correlation between HAVLX and SPHQ is 0.85, 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. SPHQ - Dividend Comparison
HAVLX's dividend yield for the trailing twelve months is around 22.19%, more than SPHQ's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPHQ Invesco S&P 500 Quality ETF | 1.19% | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% |
Drawdowns
HAVLX vs. SPHQ - Drawdown Comparison
The maximum HAVLX drawdown since its inception was -78.26%, which is greater than SPHQ's maximum drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for HAVLX and SPHQ.
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Drawdown Indicators
| HAVLX | SPHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.26% | -57.83% | -20.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -10.84% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -25.04% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -31.60% | -4.09% |
Current DrawdownCurrent decline from peak | -8.83% | -6.75% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -10.78% | -5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.45% | +0.58% |
Volatility
HAVLX vs. SPHQ - Volatility Comparison
The current volatility for Harbor Large Cap Value Fund (HAVLX) is 3.36%, while Invesco S&P 500 Quality ETF (SPHQ) has a volatility of 5.40%. This indicates that HAVLX experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAVLX | SPHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 5.40% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 9.64% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 17.13% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.40% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 17.81% | +0.81% |