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IACIX vs. HAMVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IACIX vs. HAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY American Century Small-Mid Cap Value Portfolio (IACIX) and Harbor Mid Cap Value Fund (HAMVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IACIX achieves a 11.26% return, which is significantly lower than HAMVX's 16.95% return. Over the past 10 years, IACIX has underperformed HAMVX with an annualized return of 9.57%, while HAMVX has yielded a comparatively higher 10.65% annualized return.


IACIX

1D
0.49%
1M
1.48%
YTD
11.26%
6M
9.97%
1Y
19.89%
3Y*
10.06%
5Y*
7.30%
10Y*
9.57%

HAMVX

1D
0.19%
1M
1.26%
YTD
16.95%
6M
15.15%
1Y
35.40%
3Y*
19.31%
5Y*
12.36%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IACIX vs. HAMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IACIX
VY American Century Small-Mid Cap Value Portfolio
11.26%5.24%8.21%9.01%-5.23%27.57%3.85%30.82%-14.11%11.47%
HAMVX
Harbor Mid Cap Value Fund
16.95%16.00%12.10%16.42%-5.63%29.93%-3.77%22.93%-17.82%12.01%

Correlation

The correlation between IACIX and HAMVX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since May 2, 2002

0.95

The correlation between IACIX and HAMVX shifts across timeframes, from 0.83 (3 years) to 0.95 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IACIX vs. HAMVX — Risk / Return Rank

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

IACIX
IACIX Risk / Return Rank: 4040
Overall Rank
IACIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IACIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
IACIX Omega Ratio Rank: 3434
Omega Ratio Rank
IACIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IACIX Martin Ratio Rank: 3939
Martin Ratio Rank

HAMVX
HAMVX Risk / Return Rank: 8888
Overall Rank
HAMVX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HAMVX Sortino Ratio Rank: 8787
Sortino Ratio Rank
HAMVX Omega Ratio Rank: 7979
Omega Ratio Rank
HAMVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HAMVX Martin Ratio Rank: 9494
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.

IACIX vs. HAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY American Century Small-Mid Cap Value Portfolio (IACIX) 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.


IACIXHAMVXDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.29

1.47

-0.18

Calmar ratioReturn relative to maximum drawdown

2.51

5.27

-2.76

Martin ratioReturn relative to average drawdown

8.08

18.65

-10.57

IACIX vs. HAMVX - Sharpe Ratio Comparison

The current IACIX Sharpe Ratio is 1.64, which is lower than the HAMVX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of IACIX and HAMVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IACIX vs. HAMVX - Drawdown Comparison

The maximum IACIX drawdown since its inception was -53.26%, smaller than the maximum HAMVX drawdown of -64.17%. Use the drawdown chart below to compare losses from any high point for IACIX and HAMVX.


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Drawdown Indicators


IACIXHAMVXDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-64.17%

+10.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-6.84%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-21.04%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.18%

-21.04%

+1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.85%

-51.44%

+10.59%

Current Drawdown

Current decline from peak

-1.36%

-2.04%

+0.68%

Average Drawdown

Average peak-to-trough decline

-6.78%

-9.96%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.93%

+0.75%

Volatility

IACIX vs. HAMVX - Volatility Comparison

VY American Century Small-Mid Cap Value Portfolio (IACIX) and Harbor Mid Cap Value Fund (HAMVX) have volatilities of 3.55% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IACIXHAMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.57%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

9.29%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

13.51%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

18.78%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

21.90%

-2.64%

IACIX vs. HAMVX - Expense Ratio Comparison

Both IACIX and HAMVX have an expense ratio of 0.85%.


Dividends

IACIX vs. HAMVX - Dividend Comparison

IACIX's dividend yield for the trailing twelve months is around 8.41%, more than HAMVX's 7.41% yield.


PositionTTM20252024202320222021202020192018201720162015
HAMVX
Harbor Mid Cap Value Fund
7.41%8.67%5.77%7.20%8.24%1.27%2.35%3.10%8.41%3.84%3.06%3.30%
IACIX
VY American Century Small-Mid Cap Value Portfolio
8.41%9.35%4.70%15.47%22.39%0.94%1.97%11.26%14.56%5.11%9.82%25.57%

Frequently Asked Questions


IACIX and HAMVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAMVX has higher volatility (3.57%) compared to IACIX (3.55%). In terms of maximum drawdown, IACIX dropped -53.26% vs HAMVX's -64.17%.

HAMVX currently has the higher Sharpe Ratio (2.67 vs 1.64), 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.

Portfolio Optimizer

Find the right allocation for IACIX and HAMVX

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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