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MAPP vs. NTSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAPP vs. NTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Multi-Asset Explorer ETF (MAPP) and WisdomTree International Efficient Core Fund (NTSI). The values are adjusted to include any dividend payments, if applicable.

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MAPP vs. NTSI - Yearly Performance Comparison


2026 (YTD)202520242023
MAPP
Harbor Multi-Asset Explorer ETF
-0.04%18.67%14.25%3.86%
NTSI
WisdomTree International Efficient Core Fund
0.20%30.37%1.11%7.41%

Returns By Period

In the year-to-date period, MAPP achieves a -0.04% return, which is significantly lower than NTSI's 0.20% return.


MAPP

1D
1.46%
1M
-4.59%
YTD
-0.04%
6M
2.72%
1Y
17.17%
3Y*
5Y*
10Y*

NTSI

1D
2.97%
1M
-8.50%
YTD
0.20%
6M
5.05%
1Y
20.43%
3Y*
11.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAPP vs. NTSI - Expense Ratio Comparison

MAPP has a 0.92% expense ratio, which is higher than NTSI's 0.26% expense ratio.


Return for Risk

MAPP vs. NTSI — Risk / Return Rank

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

MAPP
MAPP Risk / Return Rank: 7777
Overall Rank
MAPP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MAPP Sortino Ratio Rank: 7878
Sortino Ratio Rank
MAPP Omega Ratio Rank: 7979
Omega Ratio Rank
MAPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAPP Martin Ratio Rank: 8282
Martin Ratio Rank

NTSI
NTSI Risk / Return Rank: 6868
Overall Rank
NTSI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NTSI Sortino Ratio Rank: 7070
Sortino Ratio Rank
NTSI Omega Ratio Rank: 6767
Omega Ratio Rank
NTSI Calmar Ratio Rank: 6666
Calmar Ratio Rank
NTSI Martin Ratio Rank: 6767
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.

MAPP vs. NTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Multi-Asset Explorer ETF (MAPP) and WisdomTree International Efficient Core Fund (NTSI). 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.


MAPPNTSIDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.24

+0.17

Sortino ratio

Return per unit of downside risk

2.02

1.72

+0.30

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

1.80

1.61

+0.19

Martin ratio

Return relative to average drawdown

9.36

6.51

+2.85

MAPP vs. NTSI - Sharpe Ratio Comparison

The current MAPP Sharpe Ratio is 1.41, which is comparable to the NTSI Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MAPP and NTSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAPPNTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.24

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.31

+1.03

Correlation

The correlation between MAPP and NTSI is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MAPP vs. NTSI - Dividend Comparison

MAPP's dividend yield for the trailing twelve months is around 2.96%, less than NTSI's 3.75% yield.


TTM20252024202320222021
MAPP
Harbor Multi-Asset Explorer ETF
2.96%2.96%2.41%2.78%0.00%0.00%
NTSI
WisdomTree International Efficient Core Fund
3.75%3.65%2.92%2.35%2.66%0.97%

Drawdowns

MAPP vs. NTSI - Drawdown Comparison

The maximum MAPP drawdown since its inception was -12.92%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for MAPP and NTSI.


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Drawdown Indicators


MAPPNTSIDifference

Max Drawdown

Largest peak-to-trough decline

-12.92%

-34.01%

+21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-12.33%

+2.63%

Current Drawdown

Current decline from peak

-4.80%

-8.73%

+3.93%

Average Drawdown

Average peak-to-trough decline

-1.39%

-9.36%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.06%

-1.19%

Volatility

MAPP vs. NTSI - Volatility Comparison

The current volatility for Harbor Multi-Asset Explorer ETF (MAPP) is 3.65%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 8.08%. This indicates that MAPP experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAPPNTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

8.08%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.05%

11.28%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

16.58%

-4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.83%

15.55%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.83%

15.55%

-4.72%