HGER vs. DCMSX
Compare and contrast key facts about Harbor Commodity All-Weather Strategy ETF (HGER) and DFA Commodity Strategy Portfolio (DCMSX).
HGER is a passively managed fund by Harbor that tracks the performance of the Quantix Commodity Index - Benchmark TR Net. It was launched on Feb 9, 2022. DCMSX is managed by Dimensional. It was launched on Nov 8, 2010.
Performance
HGER vs. DCMSX - Performance Comparison
Loading graphics...
HGER vs. DCMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 24.94% | 20.08% | 9.25% | 1.93% | 9.77% |
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 2.08% |
Returns By Period
The year-to-date returns for both investments are quite close, with HGER having a 24.94% return and DCMSX slightly higher at 25.97%.
HGER
- 1D
- 0.16%
- 1M
- 9.58%
- YTD
- 24.94%
- 6M
- 28.72%
- 1Y
- 38.09%
- 3Y*
- 18.44%
- 5Y*
- —
- 10Y*
- —
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HGER vs. DCMSX - Expense Ratio Comparison
HGER has a 0.68% expense ratio, which is higher than DCMSX's 0.31% expense ratio.
Return for Risk
HGER vs. DCMSX — Risk / Return Rank
HGER
DCMSX
HGER vs. DCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) and DFA Commodity Strategy Portfolio (DCMSX). 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.
| HGER | DCMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.10 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.71 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 4.51 | 3.77 | +0.74 |
Martin ratioReturn relative to average drawdown | 15.96 | 10.61 | +5.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HGER | DCMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.10 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.10 | +0.80 |
Correlation
The correlation between HGER and DCMSX is 0.78, 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
HGER vs. DCMSX - Dividend Comparison
HGER's dividend yield for the trailing twelve months is around 5.67%, less than DCMSX's 8.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 5.67% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
Drawdowns
HGER vs. DCMSX - Drawdown Comparison
The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum DCMSX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for HGER and DCMSX.
Loading graphics...
Drawdown Indicators
| HGER | DCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -60.94% | +37.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -9.24% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.52% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.21% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -32.13% | +24.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.28% | -0.78% |
Volatility
HGER vs. DCMSX - Volatility Comparison
Harbor Commodity All-Weather Strategy ETF (HGER) has a higher volatility of 7.42% compared to DFA Commodity Strategy Portfolio (DCMSX) at 6.55%. This indicates that HGER's price experiences larger fluctuations and is considered to be riskier than DCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HGER | DCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 6.55% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 13.13% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 16.48% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 16.17% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 14.44% | +3.35% |