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HNACX vs. OIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HNACX vs. OIGAX - Performance Comparison

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

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HNACX vs. OIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNACX
Harbor Capital Appreciation Fund Retirement Class
-14.12%14.04%46.43%53.86%-37.67%15.43%54.82%33.53%-1.24%35.33%
OIGAX
Invesco Oppenheimer International Growth Fund Class A
-10.39%15.86%-1.85%20.93%-27.31%10.38%22.11%28.62%-19.53%26.61%

Returns By Period

In the year-to-date period, HNACX achieves a -14.12% return, which is significantly lower than OIGAX's -10.39% return.


HNACX

1D
-0.41%
1M
-8.90%
YTD
-14.12%
6M
-13.41%
1Y
8.89%
3Y*
23.09%
5Y*
10.44%
10Y*

OIGAX

1D
0.13%
1M
-11.46%
YTD
-10.39%
6M
-8.99%
1Y
3.18%
3Y*
3.64%
5Y*
-0.22%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HNACX vs. OIGAX - Expense Ratio Comparison

HNACX has a 0.57% expense ratio, which is lower than OIGAX's 1.10% expense ratio.


Return for Risk

HNACX vs. OIGAX — Risk / Return Rank

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

HNACX
HNACX Risk / Return Rank: 1515
Overall Rank
HNACX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HNACX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HNACX Omega Ratio Rank: 1717
Omega Ratio Rank
HNACX Calmar Ratio Rank: 1313
Calmar Ratio Rank
HNACX Martin Ratio Rank: 1313
Martin Ratio Rank

OIGAX
OIGAX Risk / Return Rank: 88
Overall Rank
OIGAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
OIGAX Sortino Ratio Rank: 88
Sortino Ratio Rank
OIGAX Omega Ratio Rank: 88
Omega Ratio Rank
OIGAX Calmar Ratio Rank: 88
Calmar Ratio Rank
OIGAX Martin Ratio Rank: 99
Martin Ratio Rank
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. OIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Capital Appreciation Fund Retirement Class (HNACX) and Invesco Oppenheimer International Growth Fund Class A (OIGAX). 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.


HNACXOIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.13

+0.31

Sortino ratio

Return per unit of downside risk

0.72

0.31

+0.41

Omega ratio

Gain probability vs. loss probability

1.10

1.04

+0.06

Calmar ratio

Return relative to maximum drawdown

0.32

0.11

+0.21

Martin ratio

Return relative to average drawdown

1.08

0.44

+0.64

HNACX vs. OIGAX - Sharpe Ratio Comparison

The current HNACX Sharpe Ratio is 0.43, which is higher than the OIGAX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of HNACX and OIGAX, 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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Sharpe Ratios by Period


HNACXOIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.13

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.01

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.37

+0.33

Correlation

The correlation between HNACX and OIGAX is 0.72, 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

HNACX vs. OIGAX - Dividend Comparison

HNACX's dividend yield for the trailing twelve months is around 13.03%, less than OIGAX's 49.15% yield.


TTM20252024202320222021202020192018201720162015
HNACX
Harbor Capital Appreciation Fund Retirement Class
13.03%11.19%21.66%0.00%0.00%18.62%12.25%8.97%11.07%11.64%0.00%0.00%
OIGAX
Invesco Oppenheimer International Growth Fund Class A
49.15%44.04%11.27%11.59%0.00%13.52%14.72%0.84%1.08%0.59%1.02%0.87%

Drawdowns

HNACX vs. OIGAX - Drawdown Comparison

The maximum HNACX drawdown since its inception was -43.46%, smaller than the maximum OIGAX drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for HNACX and OIGAX.


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Drawdown Indicators


HNACXOIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-67.43%

+23.97%

Max Drawdown (1Y)

Largest decline over 1 year

-17.94%

-14.61%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-40.41%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

Current Drawdown

Current decline from peak

-17.94%

-15.14%

-2.80%

Average Drawdown

Average peak-to-trough decline

-9.66%

-17.37%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

3.79%

+1.57%

Volatility

HNACX vs. OIGAX - Volatility Comparison

The current volatility for Harbor Capital Appreciation Fund Retirement Class (HNACX) is 5.67%, while Invesco Oppenheimer International Growth Fund Class A (OIGAX) has a volatility of 7.01%. This indicates that HNACX experiences smaller price fluctuations and is considered to be less risky than OIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNACXOIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

7.01%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

11.67%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.13%

17.79%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.87%

18.65%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

18.37%

+6.62%