PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
INFO vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INFO vs. MTUM

Last updated Jun 4, 2026

INFO (Harbor PanAgora Dynamic Large Cap Core ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - INFO is a Large Cap Blend Equities fund actively managed by Harbor, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. INFO is actively managed, while MTUM is passively managed. Over the past year, INFO returned 30.07% vs 41.76% for MTUM. Their correlation of 0.86 suggests significant overlap in exposure. INFO charges 0.35%/yr vs 0.15%/yr for MTUM.

Performance

INFO vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and iShares MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INFO achieves a 11.55% return, which is significantly lower than MTUM's 31.75% return.

INFO

1D
-0.62%
1M
5.19%
YTD
11.55%
6M
12.01%
1Y
30.07%
3Y*
—
5Y*
—
10Y*
—

MTUM

1D
1.06%
1M
15.90%
YTD
31.75%
6M
32.38%
1Y
41.76%
3Y*
34.75%
5Y*
15.21%
10Y*
17.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFO vs. MTUM - Yearly Performance Comparison

2026 (YTD)20252024
INFO
Harbor PanAgora Dynamic Large Cap Core ETF		11.55%19.75%2.19%
MTUM
iShares MSCI USA Momentum Factor ETF		31.75%22.15%1.29%

Correlation

The correlation between INFO and MTUM is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2024

0.86

The correlation between INFO and MTUM has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

INFO vs. MTUM - Sectors Allocation Comparison

Sectors
INFO
MTUM

Technology

36.0%
44.4%

Financial Services

11.6%
10.4%

Communication Services

10.2%
7.4%

Consumer Cyclical

9.8%
3.6%

Industrials

8.6%
15.6%

Healthcare

8.1%
6.9%

Consumer Defensive

5.2%
3.3%

Energy

4.1%
3.5%

Utilities

2.9%
1.6%

Basic Materials

2.0%
1.7%

Real Estate

1.7%
1.8%

Technology

INFO
36.0%
MTUM
44.4%

Financial Services

INFO
11.6%
MTUM
10.4%

Communication Services

INFO
10.2%
MTUM
7.4%

Consumer Cyclical

INFO
9.8%
MTUM
3.6%

Industrials

INFO
8.6%
MTUM
15.6%

Healthcare

INFO
8.1%
MTUM
6.9%

Consumer Defensive

INFO
5.2%
MTUM
3.3%

Energy

INFO
4.1%
MTUM
3.5%

Utilities

INFO
2.9%
MTUM
1.6%

Basic Materials

INFO
2.0%
MTUM
1.7%

Real Estate

INFO
1.7%
MTUM
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Harbor PanAgora Dynamic Large Cap Core ETF

iShares MSCI USA Momentum Factor ETF

Often compared with INFO:
INFO vs. AFOSINFO vs. BUFHINFO vs. FNDXINFO vs. DDTLINFO vs. LSEQINFO vs. FTIFINFO vs. CNAV
Often compared with MTUM:
MTUM vs. SPMOMTUM vs. SPYMTUM vs. QQQMTUM vs. QUALMTUM vs. VOOMTUM vs. VFMOMTUM vs. QMOM

Return for Risk

INFO vs. MTUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INFO
INFO Risk / Return Rank: 7575
Overall Rank
INFO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
INFO Sortino Ratio Rank: 7676
Sortino Ratio Rank
INFO Omega Ratio Rank: 7474
Omega Ratio Rank
INFO Calmar Ratio Rank: 6969
Calmar Ratio Rank
INFO Martin Ratio Rank: 7979
Martin Ratio Rank
MTUM
MTUM Risk / Return Rank: 6767
Overall Rank
MTUM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6262
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6363
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7171
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
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.

INFO vs. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.

INFOMTUMDifference
Sharpe ratioReturn per unit of total volatility
2.42
2.20

+0.22

Sortino ratioReturn per unit of downside risk
3.36
2.98

+0.39

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

3.36

3.64

-0.27

Martin ratioReturn relative to average drawdown

15.36

14.50

+0.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INFO vs. MTUM - Sharpe Ratio Comparison

The current INFO Sharpe Ratio is 2.42, which is comparable to the MTUM Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of INFO and MTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

INFOMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.20

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.74

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.85

+0.36

Drawdowns

INFO vs. MTUM - Drawdown Comparison

The maximum INFO drawdown since its inception was -19.60%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for INFO and MTUM.

Loading charts...

Drawdown Indicators

INFOMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-34.08%

+14.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-11.54%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

—

-20.99%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-32.28%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.08%

—

Current Drawdown

Current decline from peak

-0.62%

0.00%

-0.62%

Average Drawdown

Average peak-to-trough decline

-2.33%

-6.21%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.89%

-0.93%

Volatility

INFO vs. MTUM - Volatility Comparison

The current volatility for Harbor PanAgora Dynamic Large Cap Core ETF (INFO) is 3.03%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.68%. This indicates that INFO experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

INFOMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

7.68%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

16.46%

-7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

19.04%

-6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

20.60%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

21.03%

-3.59%

INFO vs. MTUM - Expense Ratio Comparison

INFO has a 0.35% expense ratio, which is higher than MTUM's 0.15% expense ratio.

Dividends

INFO vs. MTUM - Dividend Comparison

INFO's dividend yield for the trailing twelve months is around 0.31%, less than MTUM's 0.60% yield.

PositionTTM20252024202320222021202020192018201720162015
INFO
Harbor PanAgora Dynamic Large Cap Core ETF		0.31%0.35%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTUM
iShares MSCI USA Momentum Factor ETF		0.60%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%

Frequently Asked Questions

INFO and MTUM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUM has higher volatility (7.68%) compared to INFO (3.03%). In terms of maximum drawdown, INFO dropped -19.60% vs MTUM's -34.08%.

On 1-year performance, MTUM leads with 41.76% vs 30.07% for INFO. On fees, MTUM is cheaper at 0.15% per year. On volatility, INFO has been the lower-risk option at 3.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MTUM has performed better with a 41.76% return vs 30.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.35% for INFO.

MTUM has the higher dividend yield at 0.60%, compared with 0.31% for INFO.

INFO is categorized as Large Cap Blend Equities, while MTUM is Momentum. They also come from different issuers: Harbor and iShares. Their fees differ too: 0.35% for INFO and 0.15% for MTUM.

INFO currently has the higher Sharpe Ratio (2.42 vs 2.20), 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 INFO and MTUM

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

Open Portfolio Optimizer