OSEA vs. FAAR
OSEA (Harbor International Compounders ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - OSEA is a Foreign Large Cap Equities fund actively managed by Harbor, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past 3 years, OSEA returned 7.66%/yr vs 10.91%/yr for FAAR. At a correlation of -0.04, they often move in opposite directions. OSEA charges 0.55%/yr vs 0.95%/yr for FAAR.
Performance
OSEA vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, OSEA achieves a 0.66% return, which is significantly lower than FAAR's 20.23% return.
OSEA
- 1D
- -0.13%
- 1M
- 0.36%
- YTD
- 0.66%
- 6M
- 1.06%
- 1Y
- 8.76%
- 3Y*
- 7.66%
- 5Y*
- —
- 10Y*
- —
FAAR
- 1D
- -0.05%
- 1M
- -4.34%
- YTD
- 20.23%
- 6M
- 19.92%
- 1Y
- 26.86%
- 3Y*
- 10.91%
- 5Y*
- 7.89%
- 10Y*
- 4.79%
OSEA vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OSEA Harbor International Compounders ETF | 0.66% | 18.49% | -0.73% | 20.88% | 10.14% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 20.23% | 8.07% | 5.97% | -5.63% | -0.96% |
Correlation
The correlation between OSEA and FAAR is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | -0.04 |
The correlation between OSEA and FAAR shifts across timeframes, from -0.13 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
OSEA vs. FAAR — Risk / Return Rank
OSEA
FAAR
OSEA vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OSEA | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.35 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 4.75 | -3.95 |
| Martin ratioReturn relative to average drawdown | 2.76 | 14.70 | -11.93 |
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Drawdowns
OSEA vs. FAAR - Drawdown Comparison
The maximum OSEA drawdown since its inception was -18.14%, roughly equal to the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for OSEA and FAAR.
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Drawdown Indicators
| OSEA | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.14% | -18.03% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -5.68% | -5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -11.54% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -3.15% | -5.43% | +2.28% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -7.82% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.89% | +1.28% |
Volatility
OSEA vs. FAAR - Volatility Comparison
Harbor International Compounders ETF (OSEA) has a higher volatility of 4.58% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that OSEA's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSEA | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 2.47% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 9.68% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 13.37% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 12.95% | +3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 11.53% | +5.11% |
OSEA vs. FAAR - Expense Ratio Comparison
OSEA has a 0.55% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
OSEA vs. FAAR - Dividend Comparison
OSEA's dividend yield for the trailing twelve months is around 1.23%, less than FAAR's 9.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.57% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
OSEA Harbor International Compounders ETF | 1.23% | 1.24% | 0.51% | 0.65% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OSEA and FAAR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OSEA has higher volatility (4.58%) compared to FAAR (2.47%). In terms of maximum drawdown, OSEA dropped -18.14% vs FAAR's -18.03%.
On 3-year performance, FAAR leads with 10.91% vs 7.66% for OSEA. On fees, OSEA is cheaper at 0.55% per year. On volatility, FAAR has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FAAR has performed better with a 10.91% return vs 7.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OSEA is cheaper with a 0.55% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 9.57%, compared with 1.23% for OSEA.
OSEA is categorized as Foreign Large Cap Equities, while FAAR is Commodities. They also come from different issuers: Harbor and First Trust. Their fees differ too: 0.55% for OSEA and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (2.02 vs 0.57), 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.
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