TIMVX vs. HNMVX
TIMVX (TIAA-CREF Mid-Cap Value Fund) and HNMVX (Harbor Mid Cap Value Fund Retirement Class) are both Mid Cap Value Equities funds. Over the past 10 years, TIMVX returned 9.37%/yr vs 11.08%/yr for HNMVX. Their correlation of 0.94 means they have usually moved in the same direction. TIMVX charges 0.45%/yr vs 0.77%/yr for HNMVX.
Performance
TIMVX vs. HNMVX - Performance Comparison
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Returns By Period
In the year-to-date period, TIMVX achieves a 19.61% return, which is significantly lower than HNMVX's 23.70% return. Over the past 10 years, TIMVX has underperformed HNMVX with an annualized return of 9.37%, while HNMVX has yielded a comparatively higher 11.08% annualized return.
TIMVX
- 1D
- 0.51%
- 1M
- 0.19%
- 6M
- 14.89%
- YTD
- 19.61%
- 1Y
- 29.29%
- 3Y*
- 16.25%
- 5Y*
- 10.33%
- 10Y*
- 9.37%
- ALL TIME*
- 10.85%
HNMVX
- 1D
- -0.41%
- 1M
- 3.16%
- 6M
- 17.58%
- YTD
- 23.70%
- 1Y
- 40.62%
- 3Y*
- 19.16%
- 5Y*
- 13.21%
- 10Y*
- 11.08%
- ALL TIME*
- 11.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TIMVX vs. HNMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 19.61% | 10.11% | 14.48% | 11.40% | -10.44% | 32.27% | -4.21% | 27.33% | -14.43% | 9.30% |
HNMVX Harbor Mid Cap Value Fund Retirement Class | 23.70% | 16.06% | 12.22% | 16.52% | -5.58% | 30.06% | -3.70% | 23.06% | -17.76% | 12.09% |
Correlation
The correlation between TIMVX and HNMVX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2016 | 0.94 |
The correlation between TIMVX and HNMVX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
TIMVX vs. HNMVX — Risk / Return Rank
TIMVX
HNMVX
TIMVX vs. HNMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Value Fund (TIMVX) and Harbor Mid Cap Value Fund Retirement Class (HNMVX). 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.
| TIMVX | HNMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 5.71 | -1.87 |
| Martin ratioReturn relative to average drawdown | 15.23 | 21.49 | -6.25 |
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Drawdowns
TIMVX vs. HNMVX - Drawdown Comparison
The maximum TIMVX drawdown since its inception was -59.15%, which is greater than HNMVX's maximum drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for TIMVX and HNMVX.
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Drawdown Indicators
| TIMVX | HNMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.15% | -51.33% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -6.84% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.97% | -21.00% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.97% | -21.00% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -52.60% | -51.33% | -1.27% |
Current DrawdownCurrent decline from peak | -1.69% | -1.31% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -7.02% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.82% | +0.02% |
Volatility
TIMVX vs. HNMVX - Volatility Comparison
TIAA-CREF Mid-Cap Value Fund (TIMVX) has a higher volatility of 3.43% compared to Harbor Mid Cap Value Fund Retirement Class (HNMVX) at 2.94%. This indicates that TIMVX's price experiences larger fluctuations and is considered to be riskier than HNMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIMVX | HNMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 2.94% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 8.87% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 13.01% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 18.70% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 21.84% | -0.19% |
TIMVX vs. HNMVX - Expense Ratio Comparison
TIMVX has a 0.45% expense ratio, which is lower than HNMVX's 0.77% expense ratio.
Dividends
TIMVX vs. HNMVX - Dividend Comparison
TIMVX's dividend yield for the trailing twelve months is around 6.88%, less than HNMVX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HNMVX Harbor Mid Cap Value Fund Retirement Class | 7.09% | 8.77% | 5.87% | 7.28% | 8.35% | 1.35% | 2.43% | 3.21% | 8.52% | 3.91% | 3.11% | 0.00% |
TIMVX TIAA-CREF Mid-Cap Value Fund | 6.88% | 8.23% | 7.09% | 1.63% | 15.58% | 14.87% | 1.77% | 20.99% | 18.64% | 7.13% | 4.60% | 10.06% |
Frequently Asked Questions
TIMVX and HNMVX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIMVX has higher volatility (3.43%) compared to HNMVX (2.94%). In terms of maximum drawdown, TIMVX dropped -59.15% vs HNMVX's -51.33%.
HNMVX currently has the higher Sharpe Ratio (3.01 vs 2.04), 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.
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