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OSEA vs. HAINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OSEA and HAINX 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.


Performance

OSEA vs. HAINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Compounders ETF (OSEA) and Harbor International Fund (HAINX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OSEA:

0.10

HAINX:

0.62

Sortino Ratio

OSEA:

0.38

HAINX:

1.04

Omega Ratio

OSEA:

1.05

HAINX:

1.14

Calmar Ratio

OSEA:

0.17

HAINX:

0.38

Martin Ratio

OSEA:

0.47

HAINX:

2.40

Ulcer Index

OSEA:

6.59%

HAINX:

4.85%

Daily Std Dev

OSEA:

17.87%

HAINX:

17.04%

Max Drawdown

OSEA:

-18.14%

HAINX:

-62.61%

Current Drawdown

OSEA:

-3.81%

HAINX:

-17.49%

Returns By Period

In the year-to-date period, OSEA achieves a 8.55% return, which is significantly lower than HAINX's 13.58% return.


OSEA

YTD

8.55%

1M

8.84%

6M

3.43%

1Y

1.70%

5Y*

N/A

10Y*

N/A

HAINX

YTD

13.58%

1M

9.59%

6M

9.53%

1Y

10.43%

5Y*

12.98%

10Y*

-1.43%

*Annualized

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OSEA vs. HAINX - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is lower than HAINX's 0.77% expense ratio.


Risk-Adjusted Performance

OSEA vs. HAINX — Risk-Adjusted Performance Rank

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

OSEA
The Risk-Adjusted Performance Rank of OSEA is 2323
Overall Rank
The Sharpe Ratio Rank of OSEA is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of OSEA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of OSEA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of OSEA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of OSEA is 2222
Martin Ratio Rank

HAINX
The Risk-Adjusted Performance Rank of HAINX is 5959
Overall Rank
The Sharpe Ratio Rank of HAINX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of HAINX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of HAINX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of HAINX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of HAINX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OSEA vs. HAINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and Harbor International Fund (HAINX). 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.


The current OSEA Sharpe Ratio is 0.10, which is lower than the HAINX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of OSEA and HAINX, 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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Dividends

OSEA vs. HAINX - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 0.47%, less than HAINX's 3.40% yield.


TTM20242023202220212020201920182017201620152014
OSEA
Harbor International Compounders ETF
0.47%0.51%0.65%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HAINX
Harbor International Fund
3.40%3.86%3.55%3.32%2.15%1.05%3.12%2.46%1.84%1.99%1.82%2.19%

Drawdowns

OSEA vs. HAINX - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, smaller than the maximum HAINX drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for OSEA and HAINX. For additional features, visit the drawdowns tool.


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Volatility

OSEA vs. HAINX - Volatility Comparison

Harbor International Compounders ETF (OSEA) has a higher volatility of 4.30% compared to Harbor International Fund (HAINX) at 3.53%. This indicates that OSEA's price experiences larger fluctuations and is considered to be riskier than HAINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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