HNACX vs. HPE

Last updated Apr 2, 2026

Compare and contrast key facts about Harbor Capital Appreciation Fund Retirement Class (HNACX) and Hewlett Packard Enterprise Company (HPE).

HNACX is managed by Harbor.

Performance

HNACX vs. HPE - Performance Comparison

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

HNACX vs. HPE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HNACX Harbor Capital Appreciation Fund Retirement Class	-10.93%	14.04%	46.43%	53.86%	-37.67%	15.43%	54.82%	33.53%	-1.24%	35.33%
HPE Hewlett Packard Enterprise Company	0.47%	15.54%	29.14%	9.72%	4.49%	37.37%	-21.94%	23.74%	-5.62%	7.56%

Returns By Period

In the year-to-date period, HNACX achieves a -10.93% return, which is significantly lower than HPE's 0.47% return.

HNACX

• 1D: 3.72%
• 1M: -5.54%
• YTD: -10.93%
• 6M: -10.65%
• 1Y: 12.16%
• 3Y*: 24.59%
• 5Y*: 10.79%
• 10Y*: —

HPE

• 1D: 0.71%
• 1M: 9.06%
• YTD: 0.47%
• 6M: -2.61%
• 1Y: 57.20%
• 3Y*: 17.77%
• 5Y*: 12.07%
• 10Y*: 11.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HNACX vs. HPE — Risk / Return Rank

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

HNACX

HNACX Risk / Return Rank: 23
HNACX Sharpe Ratio Rank: 23
HNACX Sortino Ratio Rank: 23
HNACX Omega Ratio Rank: 23
HNACX Calmar Ratio Rank: 23
HNACX Martin Ratio Rank: 21

HPE

HPE Risk / Return Rank: 78
HPE Sharpe Ratio Rank: 79
HPE Sortino Ratio Rank: 73
HPE Omega Ratio Rank: 76
HPE Calmar Ratio Rank: 81
HPE Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HNACX vs. HPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Retirement Class (HNACX) and Hewlett Packard Enterprise Company (HPE). 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.

	HNACX	HPE	Difference
Sharpe ratio Return per unit of total volatility	0.64	1.26	-0.63
Sortino ratio Return per unit of downside risk	0.99	1.78	-0.79
Omega ratio Gain probability vs. loss probability	1.14	1.26	-0.12
Calmar ratio Return relative to maximum drawdown	0.71	2.50	-1.79
Martin ratio Return relative to average drawdown	2.34	5.82	-3.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HNACX vs. HPE - Sharpe Ratio Comparison

The current HNACX Sharpe Ratio is 0.64, which is lower than the HPE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of HNACX and HPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HNACX	HPE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	1.26	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.33	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.33	+0.38

Correlation

The correlation between HNACX and HPE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HNACX vs. HPE - Dividend Comparison

HNACX's dividend yield for the trailing twelve months is around 12.57%, more than HPE's 2.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HNACX Harbor Capital Appreciation Fund Retirement Class	12.57%	11.19%	21.66%	0.00%	0.00%	18.62%	12.25%	8.97%	11.07%	11.64%	0.00%	0.00%
HPE Hewlett Packard Enterprise Company	2.27%	2.22%	2.44%	2.89%	3.01%	3.04%	4.05%	2.88%	3.12%	70.62%	0.99%	0.36%

Drawdowns

HNACX vs. HPE - Drawdown Comparison

The maximum HNACX drawdown since its inception was -43.46%, smaller than the maximum HPE drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for HNACX and HPE.

Drawdown Indicators

	HNACX	HPE	Difference
Max Drawdown Largest peak-to-trough decline	-43.46%	-56.88%	+13.42%
Max Drawdown (1Y) Largest decline over 1 year	-17.94%	-23.73%	+5.79%
Max Drawdown (5Y) Largest decline over 5 years	-43.46%	-48.36%	+4.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.88%	—
Current Drawdown Current decline from peak	-14.89%	-7.51%	-7.38%
Average Drawdown Average peak-to-trough decline	-9.67%	-14.65%	+4.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	10.20%	-4.76%

Volatility

HNACX vs. HPE - Volatility Comparison

The current volatility for Harbor Capital Appreciation Fund Retirement Class (HNACX) is 6.99%, while Hewlett Packard Enterprise Company (HPE) has a volatility of 16.05%. This indicates that HNACX experiences smaller price fluctuations and is considered to be less risky than HPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HNACX	HPE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.99%	16.05%	-9.06%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	31.47%	-18.35%
Volatility (1Y) Calculated over the trailing 1-year period	20.42%	45.56%	-25.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.91%	36.35%	-10.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.02%	35.83%	-10.81%