SIFI vs. XAGG
SIFI (Harbor Scientific Alpha Income ETF) and XAGG (Eaton Vance Income Opportunities ETF) are both Multisector Bonds funds. Both are actively managed. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.50% expense ratio.
Performance
SIFI vs. XAGG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SIFI achieves a 1.26% return, which is significantly lower than XAGG's 2.01% return.
SIFI
- 1D
- -0.00%
- 1M
- 0.47%
- YTD
- 1.26%
- 6M
- 1.45%
- 1Y
- 6.31%
- 3Y*
- 7.51%
- 5Y*
- —
- 10Y*
- —
XAGG
- 1D
- -0.21%
- 1M
- 0.45%
- YTD
- 2.01%
- 6M
- 2.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIFI vs. XAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIFI Harbor Scientific Alpha Income ETF | 1.26% | 1.26% |
XAGG Eaton Vance Income Opportunities ETF | 2.01% | 1.75% |
Correlation
The correlation between SIFI and XAGG is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 10, 2025 | 0.64 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SIFI vs. XAGG — Risk / Return Rank
SIFI
XAGG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SIFI vs. XAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) and Eaton Vance Income Opportunities ETF (XAGG). 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.
| SIFI | XAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | — | — |
| Martin ratioReturn relative to average drawdown | 9.55 | — | — |
Loading charts...
Drawdowns
SIFI vs. XAGG - Drawdown Comparison
The maximum SIFI drawdown since its inception was -14.68%, which is greater than XAGG's maximum drawdown of -2.88%. Use the drawdown chart below to compare losses from any high point for SIFI and XAGG.
Loading charts...
Drawdown Indicators
| SIFI | XAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.68% | -2.88% | -11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -3.46% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.60% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -0.56% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | — | — |
Volatility
SIFI vs. XAGG - Volatility Comparison
Loading charts...
Volatility by Period
| SIFI | XAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 3.51% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 3.51% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.91% | 3.51% | +1.40% |
SIFI vs. XAGG - Expense Ratio Comparison
Both SIFI and XAGG have an expense ratio of 0.50%.
Dividends
SIFI vs. XAGG - Dividend Comparison
SIFI's dividend yield for the trailing twelve months is around 6.44%, more than XAGG's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SIFI Harbor Scientific Alpha Income ETF | 6.44% | 6.57% | 5.87% | 5.71% | 3.88% | 0.86% |
XAGG Eaton Vance Income Opportunities ETF | 3.86% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIFI and XAGG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SIFI and XAGG have the same expense ratio: 0.50% per year.
SIFI has the higher dividend yield at 6.44%, compared with 3.86% for XAGG.
They also come from different issuers: Harbor and Eaton Vance.
Find the right allocation for SIFI and XAGG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer