OSEA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Harbor International Compounders ETF (OSEA) and S&P 500 Index (^GSPC).

OSEA is an actively managed fund by Harbor. It was launched on Sep 6, 2022.

Performance

OSEA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Compounders ETF (OSEA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

OSEA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OSEA Harbor International Compounders ETF	-2.63%	18.49%	-0.73%	20.88%	9.77%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-4.16%

Returns By Period

In the year-to-date period, OSEA achieves a -2.63% return, which is significantly higher than ^GSPC's -3.95% return.

OSEA

• 1D: 1.74%
• 1M: -4.43%
• YTD: -2.63%
• 6M: -0.29%
• 1Y: 12.29%
• 3Y*: 7.54%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

OSEA vs. ^GSPC — Risk / Return Rank

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

OSEA

OSEA Risk / Return Rank: 37
OSEA Sharpe Ratio Rank: 36
OSEA Sortino Ratio Rank: 37
OSEA Omega Ratio Rank: 33
OSEA Calmar Ratio Rank: 40
OSEA Martin Ratio Rank: 41

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

OSEA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and S&P 500 Index (^GSPC). 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.

	OSEA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.72	0.92	-0.20
Sortino ratio Return per unit of downside risk	1.13	1.41	-0.29
Omega ratio Gain probability vs. loss probability	1.14	1.21	-0.07
Calmar ratio Return relative to maximum drawdown	1.12	1.41	-0.30
Martin ratio Return relative to average drawdown	4.15	6.61	-2.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OSEA vs. ^GSPC - Sharpe Ratio Comparison

The current OSEA Sharpe Ratio is 0.72, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of OSEA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OSEA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	0.92	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.46	+0.30

Correlation

The correlation between OSEA and ^GSPC is 0.74, 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.

Drawdowns

OSEA vs. ^GSPC - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for OSEA and ^GSPC.

Drawdown Indicators

	OSEA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-56.78%	+38.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-12.14%	+1.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.26%	-5.78%	-0.48%
Average Drawdown Average peak-to-trough decline	-3.85%	-10.75%	+6.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.60%	+0.38%

Volatility

OSEA vs. ^GSPC - Volatility Comparison

Harbor International Compounders ETF (OSEA) has a higher volatility of 7.00% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that OSEA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OSEA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	5.37%	+1.63%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	9.55%	+1.35%
Volatility (1Y) Calculated over the trailing 1-year period	17.24%	18.33%	-1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	16.90%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.53%	18.05%	-1.52%