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MEDI vs. PPH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MEDI and PPH is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MEDI vs. PPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Health Care ETF (MEDI) and VanEck Vectors Pharmaceutical ETF (PPH). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.77%
-4.70%
MEDI
PPH

Key characteristics

Sharpe Ratio

MEDI:

0.05

PPH:

0.60

Sortino Ratio

MEDI:

0.18

PPH:

0.90

Omega Ratio

MEDI:

1.02

PPH:

1.11

Calmar Ratio

MEDI:

0.06

PPH:

0.51

Martin Ratio

MEDI:

0.14

PPH:

1.32

Ulcer Index

MEDI:

5.44%

PPH:

4.91%

Daily Std Dev

MEDI:

15.56%

PPH:

10.79%

Max Drawdown

MEDI:

-12.29%

PPH:

-46.49%

Current Drawdown

MEDI:

-11.39%

PPH:

-12.38%

Returns By Period

In the year-to-date period, MEDI achieves a 0.86% return, which is significantly higher than PPH's 0.07% return.


MEDI

YTD

0.86%

1M

-5.52%

6M

0.16%

1Y

2.00%

5Y*

N/A

10Y*

N/A

PPH

YTD

0.07%

1M

-4.13%

6M

-3.83%

1Y

5.44%

5Y*

8.27%

10Y*

5.06%

*Annualized

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MEDI vs. PPH - Expense Ratio Comparison

MEDI has a 0.80% expense ratio, which is higher than PPH's 0.36% expense ratio.


MEDI
Harbor Health Care ETF
Expense ratio chart for MEDI: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for PPH: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

MEDI vs. PPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Health Care ETF (MEDI) and VanEck Vectors Pharmaceutical ETF (PPH). 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.


Sharpe ratio
The chart of Sharpe ratio for MEDI, currently valued at 0.05, compared to the broader market0.002.004.000.050.60
The chart of Sortino ratio for MEDI, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.0010.000.180.90
The chart of Omega ratio for MEDI, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.11
The chart of Calmar ratio for MEDI, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.060.51
The chart of Martin ratio for MEDI, currently valued at 0.14, compared to the broader market0.0020.0040.0060.0080.00100.000.141.32
MEDI
PPH

The current MEDI Sharpe Ratio is 0.05, which is lower than the PPH Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of MEDI and PPH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.05
0.60
MEDI
PPH

Dividends

MEDI vs. PPH - Dividend Comparison

MEDI's dividend yield for the trailing twelve months is around 0.54%, less than PPH's 1.98% yield.


TTM20242023202220212020201920182017201620152014
MEDI
Harbor Health Care ETF
0.54%0.54%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPH
VanEck Vectors Pharmaceutical ETF
1.98%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%1.71%

Drawdowns

MEDI vs. PPH - Drawdown Comparison

The maximum MEDI drawdown since its inception was -12.29%, smaller than the maximum PPH drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for MEDI and PPH. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.39%
-12.38%
MEDI
PPH

Volatility

MEDI vs. PPH - Volatility Comparison

Harbor Health Care ETF (MEDI) has a higher volatility of 4.65% compared to VanEck Vectors Pharmaceutical ETF (PPH) at 3.74%. This indicates that MEDI's price experiences larger fluctuations and is considered to be riskier than PPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.65%
3.74%
MEDI
PPH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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