PortfoliosLab logoPortfoliosLab logo
INFO vs. SIHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INFO vs. SIHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and Harbor Scientific Alpha High-Yield ETF (SIHY). 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 higher than SIHY's 1.74% return.


INFO

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

SIHY

1D
-0.13%
1M
0.88%
YTD
1.74%
6M
2.22%
1Y
8.47%
3Y*
9.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFO vs. SIHY - Yearly Performance Comparison


2026 (YTD)20252024
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
11.55%19.75%2.19%
SIHY
Harbor Scientific Alpha High-Yield ETF
1.74%8.13%0.76%

Correlation

The correlation between INFO and SIHY is 0.59, 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

0.59

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

0.59

The correlation between INFO and SIHY has been stable across timeframes, ranging from 0.59 to 0.59 - a consistent structural relationship.

INFO vs. SIHY - Sectors Allocation Comparison


Sectors
INFO
SIHY

Technology

36.0%
8.8%

Financial Services

11.6%
6.3%

Communication Services

10.2%
3.0%

Consumer Cyclical

9.8%
13.9%

Industrials

8.6%
14.8%

Healthcare

8.1%
1.5%

Consumer Defensive

5.2%
2.0%

Energy

4.1%
11.9%

Utilities

2.9%
3.0%

Basic Materials

2.0%
3.2%

Real Estate

1.7%
5.3%

Technology

INFO
36.0%
SIHY
8.8%

Financial Services

INFO
11.6%
SIHY
6.3%

Communication Services

INFO
10.2%
SIHY
3.0%

Consumer Cyclical

INFO
9.8%
SIHY
13.9%

Industrials

INFO
8.6%
SIHY
14.8%

Healthcare

INFO
8.1%
SIHY
1.5%

Consumer Defensive

INFO
5.2%
SIHY
2.0%

Energy

INFO
4.1%
SIHY
11.9%

Utilities

INFO
2.9%
SIHY
3.0%

Basic Materials

INFO
2.0%
SIHY
3.2%

Real Estate

INFO
1.7%
SIHY
5.3%

Compare stocks, funds, or ETFs

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


Return for Risk

INFO vs. SIHY — 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

SIHY
SIHY Risk / Return Rank: 6363
Overall Rank
SIHY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 6969
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6666
Omega Ratio Rank
SIHY Calmar Ratio Rank: 5555
Calmar Ratio Rank
SIHY Martin Ratio Rank: 6262
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. SIHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and Harbor Scientific Alpha High-Yield ETF (SIHY). 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.


INFOSIHYDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.43

1.40

+0.04

Calmar ratioReturn relative to maximum drawdown

3.36

2.69

+0.68

Martin ratioReturn relative to average drawdown

15.36

11.10

+4.26

INFO vs. SIHY - Sharpe Ratio Comparison

The current INFO Sharpe Ratio is 2.42, which is comparable to the SIHY Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of INFO and SIHY, 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


INFOSIHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.04

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.64

+0.56

Drawdowns

INFO vs. SIHY - Drawdown Comparison

The maximum INFO drawdown since its inception was -19.60%, which is greater than SIHY's maximum drawdown of -13.30%. Use the drawdown chart below to compare losses from any high point for INFO and SIHY.


Loading charts...

Drawdown Indicators


INFOSIHYDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-13.30%

-6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-3.17%

-5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

Current Drawdown

Current decline from peak

-0.62%

-0.13%

-0.49%

Average Drawdown

Average peak-to-trough decline

-2.33%

-2.78%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.76%

+1.20%

Volatility

INFO vs. SIHY - Volatility Comparison

Harbor PanAgora Dynamic Large Cap Core ETF (INFO) has a higher volatility of 3.03% compared to Harbor Scientific Alpha High-Yield ETF (SIHY) at 1.16%. This indicates that INFO's price experiences larger fluctuations and is considered to be riskier than SIHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


INFOSIHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

1.16%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

3.09%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

4.18%

+8.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

7.58%

+9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

7.58%

+9.86%

INFO vs. SIHY - Expense Ratio Comparison

INFO has a 0.35% expense ratio, which is lower than SIHY's 0.48% expense ratio.


Dividends

INFO vs. SIHY - Dividend Comparison

INFO's dividend yield for the trailing twelve months is around 0.31%, less than SIHY's 7.26% yield.


PositionTTM20252024202320222021
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
0.31%0.35%0.16%0.00%0.00%0.00%
SIHY
Harbor Scientific Alpha High-Yield ETF
7.26%7.61%7.54%7.06%6.31%1.30%

Frequently Asked Questions


INFO and SIHY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INFO has higher volatility (3.03%) compared to SIHY (1.16%). In terms of maximum drawdown, INFO dropped -19.60% vs SIHY's -13.30%.

On 1-year performance, INFO leads with 30.07% vs 8.47% for SIHY. On fees, INFO is cheaper at 0.35% per year. On volatility, SIHY has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, INFO has performed better with a 30.07% return vs 8.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INFO is cheaper with a 0.35% expense ratio, compared with 0.48% for SIHY.

SIHY has the higher dividend yield at 7.26%, compared with 0.31% for INFO.

INFO is categorized as Large Cap Blend Equities, while SIHY is High Yield Bonds. Their fees differ too: 0.35% for INFO and 0.48% for SIHY.

INFO currently has the higher Sharpe Ratio (2.42 vs 2.04), 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 SIHY

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