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SIHY vs. FLRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIHY vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha High-Yield ETF (SIHY) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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SIHY vs. FLRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SIHY
Harbor Scientific Alpha High-Yield ETF
-0.73%8.13%8.67%13.31%-7.73%-0.00%
FLRT
Pacific Global Senior Loan ETF
-0.20%6.24%9.18%14.59%-2.72%0.63%

Returns By Period

In the year-to-date period, SIHY achieves a -0.73% return, which is significantly lower than FLRT's -0.20% return.


SIHY

1D
0.22%
1M
-0.57%
YTD
-0.73%
6M
0.35%
1Y
6.86%
3Y*
8.45%
5Y*
10Y*

FLRT

1D
0.04%
1M
0.58%
YTD
-0.20%
6M
1.29%
1Y
5.44%
3Y*
8.83%
5Y*
5.70%
10Y*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIHY vs. FLRT - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Return for Risk

SIHY vs. FLRT — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6464
Overall Rank
SIHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 5858
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6464
Omega Ratio Rank
SIHY Calmar Ratio Rank: 6868
Calmar Ratio Rank
SIHY Martin Ratio Rank: 7171
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8484
Overall Rank
FLRT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8484
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLRT 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.

SIHY vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) and Pacific Global Senior Loan ETF (FLRT). 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.


SIHYFLRTDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.80

-0.69

Sortino ratio

Return per unit of downside risk

1.59

2.31

-0.72

Omega ratio

Gain probability vs. loss probability

1.25

1.56

-0.31

Calmar ratio

Return relative to maximum drawdown

1.90

2.15

-0.25

Martin ratio

Return relative to average drawdown

8.11

8.63

-0.52

SIHY vs. FLRT - Sharpe Ratio Comparison

The current SIHY Sharpe Ratio is 1.11, which is lower than the FLRT Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SIHY and FLRT, 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


SIHYFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.80

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.73

-0.14

Correlation

The correlation between SIHY and FLRT is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SIHY vs. FLRT - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.54%, more than FLRT's 6.92% yield.


TTM20252024202320222021202020192018201720162015
SIHY
Harbor Scientific Alpha High-Yield ETF
7.54%7.61%7.54%7.06%6.31%1.30%0.00%0.00%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Drawdowns

SIHY vs. FLRT - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for SIHY and FLRT.


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Drawdown Indicators


SIHYFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-20.96%

+7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-2.47%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-1.82%

-0.88%

-0.94%

Average Drawdown

Average peak-to-trough decline

-2.87%

-1.43%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.62%

+0.39%

Volatility

SIHY vs. FLRT - Volatility Comparison

Harbor Scientific Alpha High-Yield ETF (SIHY) has a higher volatility of 2.22% compared to Pacific Global Senior Loan ETF (FLRT) at 0.46%. This indicates that SIHY's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIHYFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

0.46%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

1.22%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

3.04%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.67%

2.32%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.67%

6.24%

+1.43%