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SIFI vs. INFO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIFI vs. INFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha Income ETF (SIFI) and Harbor PanAgora Dynamic Large Cap Core ETF (INFO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIFI achieves a 1.26% return, which is significantly lower than INFO's 10.47% return.


SIFI

1D
-0.00%
1M
0.47%
YTD
1.26%
6M
1.45%
1Y
6.31%
3Y*
7.51%
5Y*
10Y*

INFO

1D
-0.16%
1M
0.70%
YTD
10.47%
6M
10.00%
1Y
29.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIFI vs. INFO - Yearly Performance Comparison


2026 (YTD)20252024
SIFI
Harbor Scientific Alpha Income ETF
1.26%8.83%-0.39%
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
10.47%19.75%2.05%

Correlation

The correlation between SIFI and INFO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.44

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Return for Risk

SIFI vs. INFO — Risk / Return Rank

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

SIFI
SIFI Risk / Return Rank: 6262
Overall Rank
SIFI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SIFI Sortino Ratio Rank: 7171
Sortino Ratio Rank
SIFI Omega Ratio Rank: 6666
Omega Ratio Rank
SIFI Calmar Ratio Rank: 5151
Calmar Ratio Rank
SIFI Martin Ratio Rank: 5858
Martin Ratio Rank

INFO
INFO Risk / Return Rank: 7272
Overall Rank
INFO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
INFO Sortino Ratio Rank: 7171
Sortino Ratio Rank
INFO Omega Ratio Rank: 7171
Omega Ratio Rank
INFO Calmar Ratio Rank: 6868
Calmar Ratio Rank
INFO Martin Ratio Rank: 7777
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. INFO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) and Harbor PanAgora Dynamic Large Cap Core ETF (INFO). 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.


SIFIINFODifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratioReturn relative to maximum drawdown

2.33

3.27

-0.94

Martin ratioReturn relative to average drawdown

9.55

14.45

-4.91

SIFI vs. INFO - Sharpe Ratio Comparison

The current SIFI Sharpe Ratio is 1.90, which is comparable to the INFO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SIFI and INFO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SIFI vs. INFO - Drawdown Comparison

The maximum SIFI drawdown since its inception was -14.68%, smaller than the maximum INFO drawdown of -19.60%. Use the drawdown chart below to compare losses from any high point for SIFI and INFO.


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Drawdown Indicators


SIFIINFODifference

Max Drawdown

Largest peak-to-trough decline

-14.68%

-19.60%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-8.98%

+6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.46%

Current Drawdown

Current decline from peak

-0.27%

-1.57%

+1.30%

Average Drawdown

Average peak-to-trough decline

-4.77%

-2.32%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

2.03%

-1.37%

Volatility

SIFI vs. INFO - Volatility Comparison

The current volatility for Harbor Scientific Alpha Income ETF (SIFI) is 0.79%, while Harbor PanAgora Dynamic Large Cap Core ETF (INFO) has a volatility of 4.65%. This indicates that SIFI experiences smaller price fluctuations and is considered to be less risky than INFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIFIINFODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

4.65%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

10.12%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

13.05%

-9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

17.50%

-12.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

17.50%

-12.59%

SIFI vs. INFO - Expense Ratio Comparison

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


Dividends

SIFI vs. INFO - Dividend Comparison

SIFI's dividend yield for the trailing twelve months is around 6.44%, more than INFO's 0.32% yield.


PositionTTM20252024202320222021
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
0.32%0.35%0.16%0.00%0.00%0.00%
SIFI
Harbor Scientific Alpha Income ETF
6.44%6.57%5.87%5.71%3.88%0.86%

Frequently Asked Questions


SIFI and INFO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INFO has higher volatility (4.65%) compared to SIFI (0.79%). In terms of maximum drawdown, SIFI dropped -14.68% vs INFO's -19.60%.

On 1-year performance, INFO leads with 29.28% vs 6.31% for SIFI. On fees, INFO is cheaper at 0.35% per year. On volatility, SIFI has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, INFO has performed better with a 29.28% return vs 6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INFO is cheaper with a 0.35% expense ratio, compared with 0.50% for SIFI.

SIFI has the higher dividend yield at 6.44%, compared with 0.32% for INFO.

SIFI is categorized as Multisector Bonds, while INFO is Large Cap Blend Equities. Their fees differ too: 0.50% for SIFI and 0.35% for INFO.

INFO currently has the higher Sharpe Ratio (2.26 vs 1.90), 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.

Portfolio Optimizer

Find the right allocation for SIFI and INFO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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