HIIDX vs. HAMVX
HIIDX (Harbor Diversified International All Cap Fund) and HAMVX (Harbor Mid Cap Value Fund) are both mutual funds - HIIDX is a Foreign Large Cap Equities fund managed by Harbor, while HAMVX is a Mid Cap Value Equities fund managed by Harbor. Over the past 10 years, HIIDX returned 8.75%/yr vs 11.08%/yr for HAMVX. A 0.72 correlation means they provide meaningful diversification when combined. HIIDX charges 1.16%/yr vs 0.85%/yr for HAMVX.
Performance
HIIDX vs. HAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, HIIDX achieves a 7.71% return, which is significantly lower than HAMVX's 18.22% return. Over the past 10 years, HIIDX has underperformed HAMVX with an annualized return of 8.75%, while HAMVX has yielded a comparatively higher 11.08% annualized return.
HIIDX
- 1D
- -0.32%
- 1M
- -2.45%
- YTD
- 7.71%
- 6M
- 7.42%
- 1Y
- 20.37%
- 3Y*
- 15.36%
- 5Y*
- 6.41%
- 10Y*
- 8.75%
HAMVX
- 1D
- 0.62%
- 1M
- 1.66%
- YTD
- 18.22%
- 6M
- 16.27%
- 1Y
- 36.08%
- 3Y*
- 20.61%
- 5Y*
- 11.72%
- 10Y*
- 11.08%
HIIDX vs. HAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIIDX Harbor Diversified International All Cap Fund | 7.71% | 29.94% | 3.15% | 14.18% | -14.63% | 9.70% | 7.86% | 23.35% | -14.07% | 24.04% |
HAMVX Harbor Mid Cap Value Fund | 18.22% | 16.00% | 12.10% | 16.42% | -5.63% | 29.93% | -3.77% | 22.93% | -17.82% | 12.01% |
Correlation
The correlation between HIIDX and HAMVX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.72 |
The correlation between HIIDX and HAMVX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
HIIDX vs. HAMVX — Risk / Return Rank
HIIDX
HAMVX
HIIDX vs. HAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Diversified International All Cap Fund (HIIDX) and Harbor Mid Cap Value Fund (HAMVX). 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.
| HIIDX | HAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.46 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 5.13 | -3.41 |
| Martin ratioReturn relative to average drawdown | 6.37 | 18.09 | -11.71 |
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Drawdowns
HIIDX vs. HAMVX - Drawdown Comparison
The maximum HIIDX drawdown since its inception was -37.50%, smaller than the maximum HAMVX drawdown of -64.17%. Use the drawdown chart below to compare losses from any high point for HIIDX and HAMVX.
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Drawdown Indicators
| HIIDX | HAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.50% | -64.17% | +26.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -6.84% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -21.04% | +6.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -21.04% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -37.50% | -51.44% | +13.94% |
Current DrawdownCurrent decline from peak | -3.25% | -0.97% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -9.96% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.93% | +1.21% |
Volatility
HIIDX vs. HAMVX - Volatility Comparison
Harbor Diversified International All Cap Fund (HIIDX) has a higher volatility of 5.66% compared to Harbor Mid Cap Value Fund (HAMVX) at 3.25%. This indicates that HIIDX's price experiences larger fluctuations and is considered to be riskier than HAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIIDX | HAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.25% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 9.29% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 13.50% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 18.76% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 21.86% | -5.93% |
HIIDX vs. HAMVX - Expense Ratio Comparison
HIIDX has a 1.16% expense ratio, which is higher than HAMVX's 0.85% expense ratio.
Dividends
HIIDX vs. HAMVX - Dividend Comparison
HIIDX's dividend yield for the trailing twelve months is around 7.49%, more than HAMVX's 7.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAMVX Harbor Mid Cap Value Fund | 7.34% | 8.67% | 5.77% | 7.20% | 8.24% | 1.27% | 2.35% | 3.10% | 8.41% | 3.84% | 3.06% | 3.30% |
HIIDX Harbor Diversified International All Cap Fund | 7.49% | 8.07% | 2.90% | 2.18% | 1.07% | 7.05% | 0.63% | 1.77% | 3.89% | 3.20% | 0.15% | 0.00% |
Frequently Asked Questions
HIIDX and HAMVX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIIDX has higher volatility (5.66%) compared to HAMVX (3.25%). In terms of maximum drawdown, HIIDX dropped -37.50% vs HAMVX's -64.17%.
HAMVX currently has the higher Sharpe Ratio (2.60 vs 1.29), 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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