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OSEA vs. MAPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSEA vs. MAPP - Performance Comparison

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

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OSEA vs. MAPP - Yearly Performance Comparison


2026 (YTD)202520242023
OSEA
Harbor International Compounders ETF
-4.30%18.49%-0.73%10.48%
MAPP
Harbor Multi-Asset Explorer ETF
-0.04%18.67%14.25%3.86%

Returns By Period

In the year-to-date period, OSEA achieves a -4.30% return, which is significantly lower than MAPP's -0.04% return.


OSEA

1D
3.06%
1M
-7.46%
YTD
-4.30%
6M
-0.87%
1Y
10.47%
3Y*
6.92%
5Y*
10Y*

MAPP

1D
1.46%
1M
-4.59%
YTD
-0.04%
6M
2.72%
1Y
17.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSEA vs. MAPP - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is lower than MAPP's 0.92% expense ratio.


Return for Risk

OSEA vs. MAPP — Risk / Return Rank

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

OSEA
OSEA Risk / Return Rank: 3434
Overall Rank
OSEA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OSEA Sortino Ratio Rank: 3535
Sortino Ratio Rank
OSEA Omega Ratio Rank: 3131
Omega Ratio Rank
OSEA Calmar Ratio Rank: 3636
Calmar Ratio Rank
OSEA Martin Ratio Rank: 3737
Martin Ratio Rank

MAPP
MAPP Risk / Return Rank: 7777
Overall Rank
MAPP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MAPP Sortino Ratio Rank: 7878
Sortino Ratio Rank
MAPP Omega Ratio Rank: 7979
Omega Ratio Rank
MAPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAPP Martin Ratio Rank: 8282
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.

OSEA vs. MAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and Harbor Multi-Asset Explorer ETF (MAPP). 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.


OSEAMAPPDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.41

-0.79

Sortino ratio

Return per unit of downside risk

0.99

2.02

-1.04

Omega ratio

Gain probability vs. loss probability

1.13

1.31

-0.18

Calmar ratio

Return relative to maximum drawdown

0.89

1.80

-0.91

Martin ratio

Return relative to average drawdown

3.33

9.36

-6.03

OSEA vs. MAPP - Sharpe Ratio Comparison

The current OSEA Sharpe Ratio is 0.61, which is lower than the MAPP Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of OSEA and MAPP, 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


OSEAMAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.41

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.34

-0.61

Correlation

The correlation between OSEA and MAPP is 0.82, 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

OSEA vs. MAPP - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 1.30%, less than MAPP's 2.96% yield.


TTM2025202420232022
OSEA
Harbor International Compounders ETF
1.30%1.24%0.51%0.65%0.11%
MAPP
Harbor Multi-Asset Explorer ETF
2.96%2.96%2.41%2.78%0.00%

Drawdowns

OSEA vs. MAPP - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, which is greater than MAPP's maximum drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for OSEA and MAPP.


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Drawdown Indicators


OSEAMAPPDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-12.92%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-9.70%

-1.38%

Current Drawdown

Current decline from peak

-7.86%

-4.80%

-3.06%

Average Drawdown

Average peak-to-trough decline

-3.84%

-1.39%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.87%

+1.09%

Volatility

OSEA vs. MAPP - Volatility Comparison

Harbor International Compounders ETF (OSEA) has a higher volatility of 7.06% compared to Harbor Multi-Asset Explorer ETF (MAPP) at 3.65%. This indicates that OSEA's price experiences larger fluctuations and is considered to be riskier than MAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSEAMAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

3.65%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

7.05%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

12.26%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

10.83%

+5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

10.83%

+5.68%