HICSX vs. HABDX
HICSX (Harbor Convertible Securities Fund) and HABDX (Harbor Core Plus Fund) are both mutual funds - HICSX is a Convertible Bonds fund managed by Harbor, while HABDX is a Intermediate Core-Plus Bond fund managed by Harbor. Over the past 10 years, HICSX returned 9.27%/yr vs 2.01%/yr for HABDX. Their 0.01 correlation means their historical movements had little consistent relationship. HICSX charges 1.12%/yr vs 0.38%/yr for HABDX.
Performance
HICSX vs. HABDX - Performance Comparison
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Returns By Period
In the year-to-date period, HICSX achieves a 13.82% return, which is significantly higher than HABDX's -0.02% return. Over the past 10 years, HICSX has outperformed HABDX with an annualized return of 9.27%, while HABDX has yielded a comparatively lower 2.01% annualized return.
HICSX
- 1D
- 3.14%
- 1M
- -3.20%
- 6M
- 8.77%
- YTD
- 13.82%
- 1Y
- 25.28%
- 3Y*
- 16.05%
- 5Y*
- 7.26%
- 10Y*
- 9.27%
- ALL TIME*
- 7.50%
HABDX
- 1D
- 0.10%
- 1M
- -0.99%
- 6M
- -0.44%
- YTD
- -0.02%
- 1Y
- 2.46%
- 3Y*
- 4.42%
- 5Y*
- 0.19%
- 10Y*
- 2.01%
- ALL TIME*
- 5.73%
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 |
HICSX vs. HABDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HICSX Harbor Convertible Securities Fund | 13.82% | 19.99% | 12.36% | 10.37% | -15.55% | 2.07% | 31.41% | 17.89% | -0.65% | 7.93% |
HABDX Harbor Core Plus Fund | -0.02% | 7.28% | 2.56% | 6.70% | -13.23% | -0.64% | 8.88% | 8.42% | -0.20% | 4.89% |
Correlation
The correlation between HICSX and HABDX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 3, 2011 | 0.01 |
Over the past year, HICSX and HABDX have become more correlated (0.23) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
HICSX vs. HABDX — Risk / Return Rank
HICSX
HABDX
HICSX vs. HABDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Convertible Securities Fund (HICSX) 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.
| HICSX | HABDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.23 | +0.94 |
| Martin ratioReturn relative to average drawdown | 8.68 | 3.17 | +5.51 |
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Drawdowns
HICSX vs. HABDX - Drawdown Comparison
The maximum HICSX drawdown since its inception was -23.68%, which is greater than HABDX's maximum drawdown of -17.94%. Use the drawdown chart below to compare losses from any high point for HICSX and HABDX.
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Drawdown Indicators
| HICSX | HABDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.68% | -17.94% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -2.73% | -8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -11.24% | -5.07% | -6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -17.94% | -4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -23.68% | -17.94% | -5.74% |
Current DrawdownCurrent decline from peak | -8.15% | -1.91% | -6.24% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -1.86% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.06% | +1.67% |
Volatility
HICSX vs. HABDX - Volatility Comparison
Harbor Convertible Securities Fund (HICSX) has a higher volatility of 5.90% compared to Harbor Core Plus Fund (HABDX) at 1.03%. This indicates that HICSX'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
| HICSX | HABDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 1.03% | +4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 2.85% | +10.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 3.68% | +12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 5.69% | +6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.10% | 4.84% | +6.26% |
HICSX vs. HABDX - Expense Ratio Comparison
HICSX has a 1.12% expense ratio, which is higher than HABDX's 0.38% expense ratio.
Dividends
HICSX vs. HABDX - Dividend Comparison
HICSX's dividend yield for the trailing twelve months is around 1.52%, less than HABDX's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HABDX Harbor Core Plus Fund | 4.41% | 4.65% | 4.46% | 4.24% | 3.41% | 3.12% | 3.27% | 3.19% | 3.08% | 3.41% | 3.86% | 5.40% |
HICSX Harbor Convertible Securities Fund | 1.52% | 1.95% | 3.22% | 2.91% | 0.44% | 14.09% | 9.57% | 3.61% | 6.45% | 10.65% | 0.98% | 3.95% |
Frequently Asked Questions
HICSX and HABDX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HICSX has higher volatility (5.90%) compared to HABDX (1.03%). In terms of maximum drawdown, HICSX dropped -23.68% vs HABDX's -17.94%.
HICSX currently has the higher Sharpe Ratio (1.46 vs 0.92), 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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