PortfoliosLab logoPortfoliosLab logo
ISIN
US31421P2092
Issuer
Federated
Inception Date
Dec 24, 2008
Min. Investment
$0
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

FHYSX Performance Chart

Federated Hermes High-Yield Strategy Portfolio (FHYSX) is up 1.2% since the beginning of the year. FHYSX is currently trading at $12 per share. Investors who bought $1,000 worth of FHYSX shares 5 years ago would now be looking at an investment worth $1,181.


Loading charts...

S&P 500 Index

Returns By Period

Federated Hermes High-Yield Strategy Portfolio (FHYSX) has returned 1.19% so far this year and 6.48% over the past 12 months. Over the last ten years, FHYSX has returned 5.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Federated Hermes High-Yield Strategy Portfolio

1D
0.00%
1M
0.71%
YTD
1.19%
6M
1.89%
1Y
6.48%
3Y*
8.22%
5Y*
3.38%
10Y*
5.29%

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)

FHYSX Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2009, FHYSX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2009 with a return of +5.3%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FHYSX closed higher 36% of trading days. The best single day was Mar 26, 2020 with a return of +3.7%, while the worst single day was Mar 18, 2020 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.18%0.34%-1.24%1.56%0.53%-0.17%1.19%
20251.43%0.68%-0.84%0.52%1.38%1.80%0.10%1.44%0.50%0.37%0.56%0.86%9.14%
2024-0.14%-0.01%1.21%-1.05%1.05%0.52%1.73%1.57%1.63%-0.65%0.88%-0.46%6.42%
20233.97%-1.42%1.11%0.63%-1.15%1.84%1.63%0.55%-1.22%-2.09%4.71%3.81%12.77%
2022-2.50%-1.00%-0.60%-3.93%-0.05%-7.20%4.65%-2.25%-4.84%3.04%1.89%-0.61%-13.16%
2021-0.30%0.15%0.32%0.92%0.31%1.37%0.37%0.60%-0.08%-0.46%-0.84%2.09%4.49%

Benchmark Metrics

Federated Hermes High-Yield Strategy Portfolio has an annualized alpha of 2.60%, beta of 0.14, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since July 01, 2009.

  • This fund participated in 38.65% of S&P 500 Index downside but only 30.19% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.23 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 0.23 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
2.60%
Beta
0.14
0.23
Upside Capture
30.19%
Downside Capture
38.65%

Expense Ratio

FHYSX has an expense ratio of 0.02%, which is considered low.


Return for Risk

Risk / Return Rank

FHYSX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FHYSX Risk / Return Rank: 6969
Overall Rank
FHYSX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 7979
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8282
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 High-Yield Strategy Portfolio (FHYSX) 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.


FHYSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

2.74

2.78

-0.05

Martin ratioReturn relative to average drawdown

14.14

12.44

+1.70

Dividends

Dividend History

Federated Hermes High-Yield Strategy Portfolio provided a 6.30% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 3 consecutive years.


5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.74$0.75$0.68$0.61$0.57$0.60$0.76$0.82$0.81$0.93$0.85$1.02

Dividend yield

6.30%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes High-Yield Strategy Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.06$0.06$0.06$0.06$0.00$0.31
2025$0.08$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.06$0.75
2024$0.06$0.06$0.06$0.06$0.06$0.00$0.06$0.06$0.06$0.06$0.06$0.08$0.68
2023$0.06$0.06$0.06$0.00$0.06$0.06$0.06$0.06$0.06$0.00$0.06$0.07$0.61
2022$0.06$0.06$0.06$0.06$0.07$0.00$0.00$0.06$0.00$0.06$0.07$0.06$0.57
2021$0.00$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.60

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 High-Yield Strategy Portfolio. 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 High-Yield Strategy Portfolio was 21.45%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Federated Hermes High-Yield Strategy Portfolio drawdown is 0.34%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.45%Mar 2020
1mo 1d4mo 15d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-16.93%Sep 2022
8mo 29d1y 9mo
2y 6moJan 2022 - Jul 2024
2016 correction2016
-11.31%Feb 2016
2y 9mo3mo 26d
3y 28dMay 2013 - Jun 2016
2011 correction2011
-10.99%Oct 2011
4mo 17d11mo 13d
1y 3moMay 2011 - Sep 2012
Rate-hike selloffLate 2018
-5.66%Dec 2018
2mo 23d1mo 6d
3mo 29dOct 2018 - Jan 2019

Drawdown Indicators


FHYSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-56.78%

+35.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-9.10%

+6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-18.90%

+15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-25.43%

+8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-33.92%

+12.47%

Current Drawdown

Current decline from peak

-0.34%

-1.80%

+1.46%

Average Drawdown

Average peak-to-trough decline

-2.58%

-10.71%

+8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

2.03%

-1.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FHYSX

Add Federated Hermes High-Yield Strategy Portfolio 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 FHYSX