SPGP vs. HACAX

In the year-to-date period, SPGP achieves a -7.88% return, which is significantly higher than HACAX's -9.19% return. Over the past 10 years, SPGP has outperformed HACAX with an annualized return of 12.15%, while HACAX has yielded a comparatively lower 4.96% annualized return.

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SPGP has a 0.36% expense ratio, which is lower than HACAX's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Harbor Capital Appreciation Fund Class I (HACAX). 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.

The current SPGP Sharpe Ratio is -0.14, which is lower than the HACAX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of SPGP and HACAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPGP's dividend yield for the trailing twelve months is around 1.59%, while HACAX has not paid dividends to shareholders.

The maximum SPGP drawdown since its inception was -42.08%, smaller than the maximum HACAX drawdown of -68.72%. Use the drawdown chart below to compare losses from any high point for SPGP and HACAX. For additional features, visit the drawdowns tool.

Invesco S&P 500 GARP ETF (SPGP) and Harbor Capital Appreciation Fund Class I (HACAX) have volatilities of 15.91% and 16.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.