PortfoliosLab logoPortfoliosLab logo
SIFI vs. HAPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIFI vs. HAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha Income ETF (SIFI) and Harbor Corporate Culture ETF (HAPI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SIFI vs. HAPI - Yearly Performance Comparison


2026 (YTD)2025202420232022
SIFI
Harbor Scientific Alpha Income ETF
-0.51%8.83%5.05%8.75%3.30%
HAPI
Harbor Corporate Culture ETF
-3.35%16.26%27.62%30.29%6.17%

Returns By Period

In the year-to-date period, SIFI achieves a -0.51% return, which is significantly higher than HAPI's -3.35% return.


SIFI

1D
0.75%
1M
-1.81%
YTD
-0.51%
6M
0.91%
1Y
6.27%
3Y*
6.46%
5Y*
10Y*

HAPI

1D
2.69%
1M
-4.81%
YTD
-3.35%
6M
-0.63%
1Y
17.37%
3Y*
19.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SIFI vs. HAPI - Expense Ratio Comparison

SIFI has a 0.50% expense ratio, which is higher than HAPI's 0.35% expense ratio.


Return for Risk

SIFI vs. HAPI — Risk / Return Rank

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

SIFI
SIFI Risk / Return Rank: 7676
Overall Rank
SIFI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SIFI Sortino Ratio Rank: 7878
Sortino Ratio Rank
SIFI Omega Ratio Rank: 7676
Omega Ratio Rank
SIFI Calmar Ratio Rank: 7474
Calmar Ratio Rank
SIFI Martin Ratio Rank: 7474
Martin Ratio Rank

HAPI
HAPI Risk / Return Rank: 6161
Overall Rank
HAPI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HAPI Sortino Ratio Rank: 5858
Sortino Ratio Rank
HAPI Omega Ratio Rank: 6262
Omega Ratio Rank
HAPI Calmar Ratio Rank: 6060
Calmar Ratio Rank
HAPI Martin Ratio Rank: 7171
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.

SIFI vs. HAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) and Harbor Corporate Culture ETF (HAPI). 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.


SIFIHAPIDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.97

+0.45

Sortino ratio

Return per unit of downside risk

2.02

1.49

+0.53

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratio

Return relative to maximum drawdown

1.97

1.48

+0.49

Martin ratio

Return relative to average drawdown

8.02

7.15

+0.87

SIFI vs. HAPI - Sharpe Ratio Comparison

The current SIFI Sharpe Ratio is 1.42, which is higher than the HAPI Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SIFI and HAPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SIFIHAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.97

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.39

-0.99

Correlation

The correlation between SIFI and HAPI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SIFI vs. HAPI - Dividend Comparison

SIFI's dividend yield for the trailing twelve months is around 6.62%, more than HAPI's 0.90% yield.


TTM20252024202320222021
SIFI
Harbor Scientific Alpha Income ETF
6.62%6.57%5.87%5.71%3.88%0.86%
HAPI
Harbor Corporate Culture ETF
0.90%0.87%0.21%1.21%0.29%0.00%

Drawdowns

SIFI vs. HAPI - Drawdown Comparison

The maximum SIFI drawdown since its inception was -14.68%, smaller than the maximum HAPI drawdown of -19.46%. Use the drawdown chart below to compare losses from any high point for SIFI and HAPI.


Loading graphics...

Drawdown Indicators


SIFIHAPIDifference

Max Drawdown

Largest peak-to-trough decline

-14.68%

-19.46%

+4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.20%

-12.18%

+8.98%

Current Drawdown

Current decline from peak

-1.81%

-5.66%

+3.85%

Average Drawdown

Average peak-to-trough decline

-4.99%

-2.08%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.52%

-1.74%

Volatility

SIFI vs. HAPI - Volatility Comparison

The current volatility for Harbor Scientific Alpha Income ETF (SIFI) is 1.67%, while Harbor Corporate Culture ETF (HAPI) has a volatility of 4.82%. This indicates that SIFI experiences smaller price fluctuations and is considered to be less risky than HAPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SIFIHAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

4.82%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

9.12%

-6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

17.98%

-13.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

15.80%

-10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

15.80%

-10.82%