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INFO vs. RAFE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INFO vs. RAFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and PIMCO RAFI ESG U.S. ETF (RAFE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INFO achieves a 11.73% return, which is significantly lower than RAFE's 15.70% return.


INFO

1D
-0.63%
1M
1.95%
6M
9.78%
YTD
11.73%
1Y
24.92%
3Y*
5Y*
10Y*

RAFE

1D
-0.06%
1M
1.59%
6M
13.30%
YTD
15.70%
1Y
28.06%
3Y*
18.76%
5Y*
11.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFO vs. RAFE - Yearly Performance Comparison


2026 (YTD)20252024
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
11.73%19.75%2.05%
RAFE
PIMCO RAFI ESG U.S. ETF
15.70%17.60%-1.56%

Correlation

The correlation between INFO and RAFE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.79

The correlation between INFO and RAFE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

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Return for Risk

INFO vs. RAFE — 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: 7676
Sharpe Ratio Rank
INFO Sortino Ratio Rank: 7575
Sortino Ratio Rank
INFO Omega Ratio Rank: 7474
Omega Ratio Rank
INFO Calmar Ratio Rank: 7070
Calmar Ratio Rank
INFO Martin Ratio Rank: 8080
Martin Ratio Rank

RAFE
RAFE Risk / Return Rank: 8989
Overall Rank
RAFE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
RAFE Sortino Ratio Rank: 9191
Sortino Ratio Rank
RAFE Omega Ratio Rank: 8989
Omega Ratio Rank
RAFE Calmar Ratio Rank: 8686
Calmar Ratio Rank
RAFE Martin Ratio Rank: 8888
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. RAFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and PIMCO RAFI ESG U.S. ETF (RAFE). 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.


INFORAFEDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

2.79

3.78

-0.99

Martin ratioReturn relative to average drawdown

12.03

14.72

-2.69

INFO vs. RAFE - Sharpe Ratio Comparison

The current INFO Sharpe Ratio is 1.92, which is comparable to the RAFE Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of INFO and RAFE, 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

INFO vs. RAFE - Drawdown Comparison

The maximum INFO drawdown since its inception was -19.60%, smaller than the maximum RAFE drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for INFO and RAFE.


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Drawdown Indicators


INFORAFEDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-35.74%

+16.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-7.46%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

Current Drawdown

Current decline from peak

-0.63%

-0.06%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.30%

-6.13%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.91%

+0.17%

Volatility

INFO vs. RAFE - Volatility Comparison

Harbor PanAgora Dynamic Large Cap Core ETF (INFO) has a higher volatility of 3.85% compared to PIMCO RAFI ESG U.S. ETF (RAFE) at 2.78%. This indicates that INFO's price experiences larger fluctuations and is considered to be riskier than RAFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INFORAFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

2.78%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

8.59%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

11.34%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

15.07%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

19.33%

-2.01%

INFO vs. RAFE - Expense Ratio Comparison

INFO has a 0.35% expense ratio, which is higher than RAFE's 0.30% expense ratio.


Dividends

INFO vs. RAFE - Dividend Comparison

INFO's dividend yield for the trailing twelve months is around 0.31%, less than RAFE's 1.49% yield.


PositionTTM202520242023202220212020
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
0.31%0.35%0.16%0.00%0.00%0.00%0.00%
RAFE
PIMCO RAFI ESG U.S. ETF
1.49%1.67%1.79%1.81%2.22%1.42%2.36%

Frequently Asked Questions


INFO and RAFE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INFO has higher volatility (3.85%) compared to RAFE (2.78%). In terms of maximum drawdown, INFO dropped -19.60% vs RAFE's -35.74%.

On 1-year performance, RAFE leads with 28.06% vs 24.92% for INFO. On fees, RAFE is cheaper at 0.30% per year. On volatility, RAFE has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RAFE has performed better with a 28.06% return vs 24.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAFE is cheaper with a 0.30% expense ratio, compared with 0.35% for INFO.

RAFE has the higher dividend yield at 1.49%, compared with 0.31% for INFO.

They also come from different issuers: Harbor and PIMCO. Their fees differ too: 0.35% for INFO and 0.30% for RAFE.

RAFE currently has the higher Sharpe Ratio (2.49 vs 1.92), 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 RAFE

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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