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HOLD vs. HGER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOLD vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Alpha Layering ETF (HOLD) and Harbor Commodity All-Weather Strategy ETF (HGER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOLD achieves a 4.51% return, which is significantly lower than HGER's 17.85% return.


HOLD

1D
-0.42%
1M
-6.93%
YTD
4.51%
6M
1.25%
1Y
3Y*
5Y*
10Y*

HGER

1D
-0.44%
1M
-6.94%
YTD
17.85%
6M
15.98%
1Y
28.80%
3Y*
18.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOLD vs. HGER - Yearly Performance Comparison


Correlation

The correlation between HOLD and HGER is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 14, 2025

0.29

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Return for Risk

HOLD vs. HGER — Risk / Return Rank

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

HOLD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


HGER
HGER Risk / Return Rank: 5454
Overall Rank
HGER Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 5353
Sortino Ratio Rank
HGER Omega Ratio Rank: 5858
Omega Ratio Rank
HGER Calmar Ratio Rank: 4545
Calmar Ratio Rank
HGER Martin Ratio Rank: 5656
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.

HOLD vs. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Alpha Layering ETF (HOLD) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


HOLDHGERDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

8.77

HOLD vs. HGER - Sharpe Ratio Comparison


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Drawdowns

HOLD vs. HGER - Drawdown Comparison

The maximum HOLD drawdown since its inception was -9.47%, smaller than the maximum HGER drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for HOLD and HGER.


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Drawdown Indicators


HOLDHGERDifference

Max Drawdown

Largest peak-to-trough decline

-9.47%

-23.31%

+13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.04%

Current Drawdown

Current decline from peak

-8.37%

-12.61%

+4.24%

Average Drawdown

Average peak-to-trough decline

-2.16%

-7.69%

+5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

Volatility

HOLD vs. HGER - Volatility Comparison


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Volatility by Period


HOLDHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

16.97%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

17.63%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

17.63%

-2.01%

HOLD vs. HGER - Expense Ratio Comparison

HOLD has a 0.70% expense ratio, which is higher than HGER's 0.68% expense ratio.


Dividends

HOLD vs. HGER - Dividend Comparison

HOLD's dividend yield for the trailing twelve months is around 7.00%, more than HGER's 6.01% yield.


PositionTTM2025202420232022
HGER
Harbor Commodity All-Weather Strategy ETF
6.01%7.09%3.28%7.24%0.64%
HOLD
Harbor Alpha Layering ETF
7.00%7.32%0.00%0.00%0.00%

Frequently Asked Questions


HOLD and HGER have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HGER is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HGER is cheaper with a 0.68% expense ratio, compared with 0.70% for HOLD.

HOLD has the higher dividend yield at 7.00%, compared with 6.01% for HGER.

HOLD is categorized as Multistrategy, while HGER is Commodities. Their fees differ too: 0.70% for HOLD and 0.68% for HGER.

Portfolio Optimizer

Find the right allocation for HOLD and HGER

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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