MAPP vs. DYTA

Last updated Jun 3, 2026

MAPP (Harbor Multi-Asset Explorer ETF) and DYTA (SGI Dynamic Tactical ETF) are both Global Allocation funds. Both are actively managed. Over the past year, MAPP returned 22.00% vs 16.37% for DYTA. Their correlation of 0.83 suggests significant overlap in exposure. MAPP charges 0.92%/yr vs 1.04%/yr for DYTA.

Performance

MAPP vs. DYTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Multi-Asset Explorer ETF (MAPP) and SGI Dynamic Tactical ETF (DYTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAPP achieves a 7.96% return, which is significantly lower than DYTA's 8.77% return.

MAPP

• 1D: 0.34%
• 1M: 3.08%
• YTD: 7.96%
• 6M: 9.24%
• 1Y: 22.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DYTA

• 1D: 0.69%
• 1M: 5.13%
• YTD: 8.77%
• 6M: 9.55%
• 1Y: 16.37%
• 3Y*: 12.16%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAPP vs. DYTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MAPP Harbor Multi-Asset Explorer ETF	7.96%	18.67%	14.25%	3.86%
DYTA SGI Dynamic Tactical ETF	8.77%	6.95%	13.59%	5.40%

Correlation

The correlation between MAPP and DYTA is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.83

The correlation between MAPP and DYTA has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

MAPP vs. DYTA — Risk / Return Rank

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

MAPP

MAPP Risk / Return Rank: 74
MAPP Sharpe Ratio Rank: 75
MAPP Sortino Ratio Rank: 76
MAPP Omega Ratio Rank: 74
MAPP Calmar Ratio Rank: 72
MAPP Martin Ratio Rank: 75

DYTA

DYTA Risk / Return Rank: 49
DYTA Sharpe Ratio Rank: 48
DYTA Sortino Ratio Rank: 49
DYTA Omega Ratio Rank: 61
DYTA Calmar Ratio Rank: 36
DYTA Martin Ratio Rank: 53

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.

MAPP vs. DYTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Multi-Asset Explorer ETF (MAPP) and SGI Dynamic Tactical ETF (DYTA). 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.

	MAPP	DYTA	Difference
Sharpe ratio Return per unit of total volatility	2.48	1.69	+0.79
Sortino ratio Return per unit of downside risk	3.50	2.40	+1.10
Omega ratio Gain probability vs. loss probability	1.45	1.38	+0.07
Calmar ratio Return relative to maximum drawdown	3.66	1.78	+1.88
Martin ratio Return relative to average drawdown	14.56	9.24	+5.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAPP vs. DYTA - Sharpe Ratio Comparison

The current MAPP Sharpe Ratio is 2.48, which is higher than the DYTA Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MAPP and DYTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MAPP	DYTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	1.69	+0.79
Sharpe Ratio (All Time) Calculated using the full available price history	1.56	1.12	+0.44

Drawdowns

MAPP vs. DYTA - Drawdown Comparison

The maximum MAPP drawdown since its inception was -12.92%, which is greater than DYTA's maximum drawdown of -9.41%. Use the drawdown chart below to compare losses from any high point for MAPP and DYTA.

Drawdown Indicators

	MAPP	DYTA	Difference
Max Drawdown Largest peak-to-trough decline	-12.92%	-9.41%	-3.51%
Max Drawdown (1Y) Largest decline over 1 year	-6.17%	-9.33%	+3.16%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.41%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.38%	-2.21%	+0.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.55%	1.80%	-0.25%

Volatility

MAPP vs. DYTA - Volatility Comparison

Harbor Multi-Asset Explorer ETF (MAPP) and SGI Dynamic Tactical ETF (DYTA) have volatilities of 2.92% and 2.91%, 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.

Volatility by Period

	MAPP	DYTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.91%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.05%	9.37%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	8.92%	9.72%	-0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.75%	10.85%	-0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.75%	10.85%	-0.10%

MAPP vs. DYTA - Expense Ratio Comparison

MAPP has a 0.92% expense ratio, which is lower than DYTA's 1.04% expense ratio.

Dividends

MAPP vs. DYTA - Dividend Comparison

MAPP's dividend yield for the trailing twelve months is around 2.74%, more than DYTA's 1.51% yield.

Position	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.51%	1.64%	10.80%	0.89%
MAPP Harbor Multi-Asset Explorer ETF	2.74%	2.96%	2.41%	2.78%

Frequently Asked Questions

Can I hold both MAPP and DYTA in my portfolio?

MAPP and DYTA have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAPP or DYTA?

MAPP has higher volatility (2.92%) compared to DYTA (2.91%). In terms of maximum drawdown, MAPP dropped -12.92% vs DYTA's -9.41%.

Which ETF is better, MAPP or DYTA?

On 1-year performance, MAPP leads with 22.00% vs 16.37% for DYTA. On fees, MAPP is cheaper at 0.92% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MAPP or DYTA?

Over the 1-year period, MAPP has performed better with a 22.00% return vs 16.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MAPP or DYTA?

MAPP is cheaper with a 0.92% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, MAPP or DYTA?

MAPP has the higher dividend yield at 2.74%, compared with 1.51% for DYTA.

What is the main difference between MAPP and DYTA?

They also come from different issuers: Harbor and Summit Global Investments. Their fees differ too: 0.92% for MAPP and 1.04% for DYTA.

Which has better risk-adjusted returns?

MAPP currently has the higher Sharpe Ratio (2.48 vs 1.69), 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.