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UMCVX vs. HAMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMCVX vs. HAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco V.I. American Value Fund (UMCVX) and Harbor Mid Cap Value Fund (HAMVX). The values are adjusted to include any dividend payments, if applicable.

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UMCVX vs. HAMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMCVX
Invesco V.I. American Value Fund
3.20%21.17%30.42%15.70%-2.53%27.96%1.15%24.95%-12.56%9.97%
HAMVX
Harbor Mid Cap Value Fund
2.65%16.00%12.10%16.42%-5.63%29.93%-3.77%22.93%-17.82%12.01%

Returns By Period

In the year-to-date period, UMCVX achieves a 3.20% return, which is significantly higher than HAMVX's 2.65% return. Over the past 10 years, UMCVX has outperformed HAMVX with an annualized return of 12.80%, while HAMVX has yielded a comparatively lower 9.17% annualized return.


UMCVX

1D
-1.94%
1M
-8.86%
YTD
3.20%
6M
9.65%
1Y
32.55%
3Y*
25.16%
5Y*
15.60%
10Y*
12.80%

HAMVX

1D
-0.42%
1M
-5.24%
YTD
2.65%
6M
6.88%
1Y
22.26%
3Y*
15.51%
5Y*
9.83%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMCVX vs. HAMVX - Expense Ratio Comparison

UMCVX has a 0.89% expense ratio, which is higher than HAMVX's 0.85% expense ratio.


Return for Risk

UMCVX vs. HAMVX — Risk / Return Rank

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

UMCVX
UMCVX Risk / Return Rank: 7878
Overall Rank
UMCVX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
UMCVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
UMCVX Omega Ratio Rank: 7575
Omega Ratio Rank
UMCVX Calmar Ratio Rank: 7979
Calmar Ratio Rank
UMCVX Martin Ratio Rank: 8282
Martin Ratio Rank

HAMVX
HAMVX Risk / Return Rank: 7070
Overall Rank
HAMVX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HAMVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
HAMVX Omega Ratio Rank: 6868
Omega Ratio Rank
HAMVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HAMVX Martin Ratio Rank: 7373
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.

UMCVX vs. HAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco V.I. American Value Fund (UMCVX) and Harbor Mid Cap Value Fund (HAMVX). 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.


UMCVXHAMVXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.22

+0.17

Sortino ratio

Return per unit of downside risk

1.90

1.80

+0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

1.92

1.53

+0.38

Martin ratio

Return relative to average drawdown

8.22

6.94

+1.28

UMCVX vs. HAMVX - Sharpe Ratio Comparison

The current UMCVX Sharpe Ratio is 1.39, which is comparable to the HAMVX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of UMCVX and HAMVX, 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


UMCVXHAMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.22

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.52

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.42

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.37

+0.04

Correlation

The correlation between UMCVX and HAMVX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UMCVX vs. HAMVX - Dividend Comparison

UMCVX's dividend yield for the trailing twelve months is around 16.24%, more than HAMVX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
UMCVX
Invesco V.I. American Value Fund
16.24%16.76%3.11%25.58%23.66%0.42%1.65%8.19%19.87%1.91%5.79%15.77%
HAMVX
Harbor Mid Cap Value Fund
8.45%8.67%5.77%7.20%8.24%1.27%2.35%3.10%8.41%3.84%3.06%3.30%

Drawdowns

UMCVX vs. HAMVX - Drawdown Comparison

The maximum UMCVX drawdown since its inception was -59.30%, smaller than the maximum HAMVX drawdown of -64.17%. Use the drawdown chart below to compare losses from any high point for UMCVX and HAMVX.


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Drawdown Indicators


UMCVXHAMVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.30%

-64.17%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-13.67%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-21.04%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-45.77%

-51.44%

+5.67%

Current Drawdown

Current decline from peak

-9.69%

-6.31%

-3.38%

Average Drawdown

Average peak-to-trough decline

-10.11%

-10.05%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.02%

+0.62%

Volatility

UMCVX vs. HAMVX - Volatility Comparison

Invesco V.I. American Value Fund (UMCVX) has a higher volatility of 6.93% compared to Harbor Mid Cap Value Fund (HAMVX) at 4.05%. This indicates that UMCVX's price experiences larger fluctuations and is considered to be riskier than HAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMCVXHAMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

4.05%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

9.89%

+4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.49%

19.00%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.13%

18.92%

+8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

21.89%

+3.19%