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Federated Hermes International Bond Strategy Portf...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31421P3082

Issuer

Federated

Inception Date

Dec 23, 2008

Category

Global Bonds

Min. Investment

$0

Asset Class

Bond

Expense Ratio

FIBPX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for FIBPX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FIBPX vs. EELDX
Popular comparisons:
FIBPX vs. EELDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Federated Hermes International Bond Strategy Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
74.21%
535.98%
FIBPX (Federated Hermes International Bond Strategy Portfolio)
Benchmark (^GSPC)

Returns By Period

Federated Hermes International Bond Strategy Portfolio had a return of 3.72% year-to-date (YTD) and 4.75% in the last 12 months. Over the past 10 years, Federated Hermes International Bond Strategy Portfolio had an annualized return of 1.68%, while the S&P 500 had an annualized return of 11.01%, indicating that Federated Hermes International Bond Strategy Portfolio did not perform as well as the benchmark.


FIBPX

YTD

3.72%

1M

0.23%

6M

4.39%

1Y

4.75%

5Y*

-0.19%

10Y*

1.68%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of FIBPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.18%0.50%1.56%-2.18%1.24%-0.49%3.37%2.62%2.32%-2.27%0.46%3.72%
20233.72%-3.67%2.28%-0.41%-1.83%1.01%2.09%-1.72%-2.84%-0.86%5.81%5.05%8.42%
2022-1.76%-3.00%-2.36%-5.44%-0.40%-6.26%1.97%-3.19%-6.07%0.55%7.34%1.11%-16.87%
2021-1.39%-1.54%-2.22%2.27%1.44%-0.58%0.58%0.32%-2.37%-0.72%-1.79%0.76%-5.25%
20201.31%-0.61%-8.76%2.78%3.14%2.34%3.73%1.00%-1.25%-0.27%4.49%3.26%10.95%
20193.00%-0.00%0.99%-0.07%0.56%2.94%-0.41%0.68%-0.41%1.02%-0.74%1.77%9.65%
20181.15%-0.81%0.81%-1.68%-1.78%-0.76%0.91%-1.53%0.63%-1.75%-0.07%2.03%-2.89%
20171.37%0.78%0.71%1.47%1.31%-0.07%1.71%1.14%-0.66%-0.20%1.07%0.35%9.34%
20160.37%2.33%3.27%2.27%-1.28%2.52%1.26%0.52%0.46%-2.14%-3.92%0.08%5.63%
2015-0.85%1.15%-0.28%1.85%-1.54%-0.92%-0.21%-0.65%-1.16%1.75%-1.15%-0.44%-2.49%
20140.42%2.15%0.75%1.01%1.87%0.72%-0.52%0.33%-2.09%0.60%-0.66%-2.29%2.20%
2013-1.58%-1.35%-0.72%2.04%-3.35%-2.77%1.44%-1.76%2.41%1.95%-1.38%-0.27%-5.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIBPX is 36, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FIBPX is 3636
Overall Rank
The Sharpe Ratio Rank of FIBPX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FIBPX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FIBPX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FIBPX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FIBPX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Federated Hermes International Bond Strategy Portfolio (FIBPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FIBPX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.931.90
The chart of Sortino ratio for FIBPX, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.0010.001.362.54
The chart of Omega ratio for FIBPX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.35
The chart of Calmar ratio for FIBPX, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.292.81
The chart of Martin ratio for FIBPX, currently valued at 3.04, compared to the broader market0.0020.0040.0060.003.0412.39
FIBPX
^GSPC

The current Federated Hermes International Bond Strategy Portfolio Sharpe ratio is 0.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Federated Hermes International Bond Strategy Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.93
1.90
FIBPX (Federated Hermes International Bond Strategy Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Federated Hermes International Bond Strategy Portfolio provided a 3.48% dividend yield over the last twelve months, with an annual payout of $0.45 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.45$0.45$0.00$0.71$0.33$0.50$0.60$0.41$0.64$0.00$0.54$0.58

Dividend yield

3.48%3.61%0.00%5.00%2.08%3.45%4.39%2.79%4.62%0.00%3.85%4.07%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.59%
-3.58%
FIBPX (Federated Hermes International Bond Strategy Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Federated Hermes International Bond 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 International Bond Strategy Portfolio was 29.22%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Federated Hermes International Bond Strategy Portfolio drawdown is 11.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.22%Jan 6, 2021452Oct 20, 2022
-15.63%Mar 9, 20209Mar 19, 202089Jul 27, 202098
-9.13%Oct 18, 2012169Jun 24, 2013234May 29, 2014403
-7.81%Aug 19, 201683Dec 15, 2016149Jul 21, 2017232
-7.74%Jul 14, 2014384Jan 20, 201669Apr 28, 2016453

Volatility

Volatility Chart

The current Federated Hermes International Bond Strategy Portfolio volatility is 1.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.39%
3.64%
FIBPX (Federated Hermes International Bond Strategy Portfolio)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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