PortfoliosLab logoPortfoliosLab logo
ISIN
US31420B8880
CUSIP
31420B888
Issuer
Federated
Inception Date
Jul 10, 1997
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FGUSX Performance Chart

Federated Hermes Government Ultrashort Fund (FGUSX) is up 1.5% since the beginning of the year. FGUSX is currently trading at $10 per share.


Loading charts...

S&P 500 Index

Returns By Period

Federated Hermes Government Ultrashort Fund (FGUSX) has returned 1.49% so far this year and 4.69% over the past 12 months.


Federated Hermes Government Ultrashort Fund

1D
0.00%
1M
0.34%
YTD
1.49%
6M
1.97%
1Y
4.69%
3Y*
4.67%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGUSX Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2022, FGUSX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 93% of months were positive and 7% were negative. The best month was Nov 2023 with a return of +0.9%, while the worst month was Oct 2023 at -0.3%. The longest winning streak lasted 23 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FGUSX closed higher 14% of trading days. The best single day was Aug 31, 2023 with a return of +0.6%, while the worst single day was Mar 3, 2023 at -0.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.35%0.43%0.04%0.43%0.34%-0.10%1.49%
20250.42%0.59%0.29%0.29%0.29%0.49%0.40%0.50%0.49%0.39%0.47%0.47%5.22%
20240.37%0.46%0.20%0.27%0.58%0.00%0.67%0.57%0.46%0.14%0.62%0.22%4.67%
20230.45%0.36%0.48%0.42%0.25%0.43%0.25%0.38%0.16%-0.31%0.89%0.78%4.61%
20220.33%0.33%

Benchmark Metrics

Federated Hermes Government Ultrashort Fund has an annualized alpha of 4.68%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 27, 2022.

  • This fund captured 10.01% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -11.79%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.68%
Beta
0.00
0.00
Upside Capture
10.01%
Downside Capture
-11.79%

Expense Ratio

FGUSX has an expense ratio of 0.26%, which is considered low.


Return for Risk

Risk / Return Rank

FGUSX ranks 99 for risk / return — in the top 99% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FGUSX Risk / Return Rank: 9999
Overall Rank
FGUSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FGUSX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FGUSX Omega Ratio Rank: 9999
Omega Ratio Rank
FGUSX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FGUSX Martin Ratio Rank: 9999
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Federated Hermes Government Ultrashort Fund (FGUSX) and compare them to S&P 500 Index.

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.


FGUSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+7.35

Omega ratioGain probability vs. loss probability

3.20

1.37

+1.83

Calmar ratioReturn relative to maximum drawdown

15.83

2.78

+13.05

Martin ratioReturn relative to average drawdown

61.36

12.44

+48.92

Dividends

Dividend History

Federated Hermes Government Ultrashort Fund provided a 4.37% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.43$0.46$0.45$0.46$0.03

Dividend yield

4.37%4.66%4.56%4.70%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes Government Ultrashort Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.17
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.46
2024$0.05$0.05$0.00$0.05$0.05$0.00$0.05$0.05$0.05$0.04$0.04$0.04$0.45
2023$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.00$0.05$0.05$0.46
2022$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Federated Hermes Government Ultrashort Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Federated Hermes Government Ultrashort Fund was 0.31%, occurring on Oct 18, 2023. Recovery took 23 trading sessions.

The current Federated Hermes Government Ultrashort Fund drawdown is 0.10%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-0.31%Oct 2023
16d1mo 3d
1mo 19dOct 2023 - Nov 2023
2023 pullback2023
-0.31%Sep 2023
26d2d
28dSep 2023 - Sep 2023
2023 pullback2023
-0.31%Aug 2023
14d15d
29dAug 2023 - Aug 2023
2024 pullback2024
-0.31%Apr 2024
14d15d
29dApr 2024 - Apr 2024
2025 selloff2025
-0.31%Apr 2025
4d19d
23dApr 2025 - Apr 2025

Drawdown Indicators


FGUSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.31%

-56.78%

+56.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-9.10%

+8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-0.31%

-18.90%

+18.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.10%

-1.80%

+1.70%

Average Drawdown

Average peak-to-trough decline

-0.06%

-10.71%

+10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

2.03%

-1.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FGUSX

Add Federated Hermes Government Ultrashort Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FGUSX