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OIGAX vs. HNACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIGAX vs. HNACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Oppenheimer International Growth Fund Class A (OIGAX) and Harbor Capital Appreciation Fund Retirement Class (HNACX). The values are adjusted to include any dividend payments, if applicable.

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OIGAX vs. HNACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIGAX
Invesco Oppenheimer International Growth Fund Class A
-7.58%15.86%-1.85%20.93%-27.31%10.38%22.11%28.62%-19.53%26.61%
HNACX
Harbor Capital Appreciation Fund Retirement Class
-10.93%14.04%46.43%53.86%-37.67%15.43%54.82%33.53%-1.24%35.33%

Returns By Period

In the year-to-date period, OIGAX achieves a -7.58% return, which is significantly higher than HNACX's -10.93% return.


OIGAX

1D
3.14%
1M
-7.10%
YTD
-7.58%
6M
-6.98%
1Y
6.48%
3Y*
4.71%
5Y*
-0.03%
10Y*
4.75%

HNACX

1D
3.72%
1M
-5.54%
YTD
-10.93%
6M
-10.65%
1Y
12.16%
3Y*
24.59%
5Y*
10.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIGAX vs. HNACX - Expense Ratio Comparison

OIGAX has a 1.10% expense ratio, which is higher than HNACX's 0.57% expense ratio.


Return for Risk

OIGAX vs. HNACX — Risk / Return Rank

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

OIGAX
OIGAX Risk / Return Rank: 1111
Overall Rank
OIGAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OIGAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
OIGAX Omega Ratio Rank: 1111
Omega Ratio Rank
OIGAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
OIGAX Martin Ratio Rank: 1212
Martin Ratio Rank

HNACX
HNACX Risk / Return Rank: 2323
Overall Rank
HNACX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HNACX Sortino Ratio Rank: 2323
Sortino Ratio Rank
HNACX Omega Ratio Rank: 2323
Omega Ratio Rank
HNACX Calmar Ratio Rank: 2323
Calmar Ratio Rank
HNACX Martin Ratio Rank: 2121
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.

OIGAX vs. HNACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Oppenheimer International Growth Fund Class A (OIGAX) and Harbor Capital Appreciation Fund Retirement Class (HNACX). 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.


OIGAXHNACXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.64

-0.28

Sortino ratio

Return per unit of downside risk

0.63

0.99

-0.36

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

0.31

0.71

-0.40

Martin ratio

Return relative to average drawdown

1.19

2.34

-1.15

OIGAX vs. HNACX - Sharpe Ratio Comparison

The current OIGAX Sharpe Ratio is 0.36, which is lower than the HNACX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of OIGAX and HNACX, 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


OIGAXHNACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.64

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.42

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.71

-0.34

Correlation

The correlation between OIGAX and HNACX is 0.72, 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

OIGAX vs. HNACX - Dividend Comparison

OIGAX's dividend yield for the trailing twelve months is around 47.65%, more than HNACX's 12.57% yield.


TTM20252024202320222021202020192018201720162015
OIGAX
Invesco Oppenheimer International Growth Fund Class A
47.65%44.04%11.27%11.59%0.00%13.52%14.72%0.84%1.08%0.59%1.02%0.87%
HNACX
Harbor Capital Appreciation Fund Retirement Class
12.57%11.19%21.66%0.00%0.00%18.62%12.25%8.97%11.07%11.64%0.00%0.00%

Drawdowns

OIGAX vs. HNACX - Drawdown Comparison

The maximum OIGAX drawdown since its inception was -67.43%, which is greater than HNACX's maximum drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for OIGAX and HNACX.


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Drawdown Indicators


OIGAXHNACXDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-43.46%

-23.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-17.94%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-40.41%

-43.46%

+3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

Current Drawdown

Current decline from peak

-12.47%

-14.89%

+2.42%

Average Drawdown

Average peak-to-trough decline

-17.37%

-9.67%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

5.44%

-1.63%

Volatility

OIGAX vs. HNACX - Volatility Comparison

Invesco Oppenheimer International Growth Fund Class A (OIGAX) has a higher volatility of 7.80% compared to Harbor Capital Appreciation Fund Retirement Class (HNACX) at 6.99%. This indicates that OIGAX's price experiences larger fluctuations and is considered to be riskier than HNACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIGAXHNACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

6.99%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

13.12%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

20.42%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

25.91%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

25.02%

-6.63%