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HNACX vs. FGKFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HNACX and FGKFX is 0.88, 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.


Performance

HNACX vs. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Capital Appreciation Fund Retirement Class (HNACX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HNACX:

0.52

FGKFX:

0.41

Sortino Ratio

HNACX:

0.85

FGKFX:

0.75

Omega Ratio

HNACX:

1.12

FGKFX:

1.10

Calmar Ratio

HNACX:

0.53

FGKFX:

0.43

Martin Ratio

HNACX:

1.69

FGKFX:

1.34

Ulcer Index

HNACX:

7.57%

FGKFX:

8.43%

Daily Std Dev

HNACX:

25.86%

FGKFX:

27.62%

Max Drawdown

HNACX:

-43.46%

FGKFX:

-40.14%

Current Drawdown

HNACX:

-6.29%

FGKFX:

-9.28%

Returns By Period

In the year-to-date period, HNACX achieves a -0.67% return, which is significantly higher than FGKFX's -4.54% return.


HNACX

YTD

-0.67%

1M

9.36%

6M

0.72%

1Y

12.19%

3Y*

24.30%

5Y*

15.25%

10Y*

N/A

FGKFX

YTD

-4.54%

1M

10.13%

6M

-3.29%

1Y

9.82%

3Y*

23.96%

5Y*

18.53%

10Y*

N/A

*Annualized

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HNACX vs. FGKFX - Expense Ratio Comparison

HNACX has a 0.57% expense ratio, which is higher than FGKFX's 0.45% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HNACX vs. FGKFX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HNACX
The Risk-Adjusted Performance Rank of HNACX is 5454
Overall Rank
The Sharpe Ratio Rank of HNACX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of HNACX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of HNACX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of HNACX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of HNACX is 5050
Martin Ratio Rank

FGKFX
The Risk-Adjusted Performance Rank of FGKFX is 4646
Overall Rank
The Sharpe Ratio Rank of FGKFX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FGKFX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FGKFX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FGKFX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FGKFX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HNACX vs. FGKFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Retirement Class (HNACX) and Fidelity Growth Company K6 Fund (FGKFX). 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.


The current HNACX Sharpe Ratio is 0.52, which is comparable to the FGKFX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of HNACX and FGKFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HNACX vs. FGKFX - Dividend Comparison

HNACX's dividend yield for the trailing twelve months is around 10.90%, more than FGKFX's 2.33% yield.


TTM202420232022202120202019201820172016
HNACX
Harbor Capital Appreciation Fund Retirement Class
10.90%10.83%0.00%0.00%18.62%12.25%9.18%11.07%11.64%6.34%
FGKFX
Fidelity Growth Company K6 Fund
2.33%2.22%0.10%0.18%2.64%0.93%0.06%0.00%0.00%0.00%

Drawdowns

HNACX vs. FGKFX - Drawdown Comparison

The maximum HNACX drawdown since its inception was -43.46%, which is greater than FGKFX's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for HNACX and FGKFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HNACX vs. FGKFX - Volatility Comparison

The current volatility for Harbor Capital Appreciation Fund Retirement Class (HNACX) is 5.04%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 6.06%. This indicates that HNACX experiences smaller price fluctuations and is considered to be less risky than FGKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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