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ISIN
US31420E1064
CUSIP
31420E106
Issuer
Federated
Inception Date
Jul 11, 1990
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FISPX Performance Chart

Federated Hermes Max Cap Index Fund (FISPX) is up 11.7% since the beginning of the year. FISPX is currently trading at $10 per share. Investors who bought $1,000 worth of FISPX shares 5 years ago would now be looking at an investment worth $1,918.


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S&P 500 Index

Returns By Period

Federated Hermes Max Cap Index Fund (FISPX) has returned 11.72% so far this year and 28.88% over the past 12 months. Looking at the last ten years, FISPX has achieved an annualized return of 15.33%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Federated Hermes Max Cap Index Fund

1D
0.11%
1M
5.90%
YTD
11.72%
6M
11.66%
1Y
28.88%
3Y*
22.53%
5Y*
13.91%
10Y*
15.33%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FISPX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 1990, FISPX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FISPX closed higher 52% of trading days. The best single day was Dec 12, 2023 with a return of +19.9%, while the worst single day was Dec 13, 2023 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.88%-0.81%-5.25%10.31%5.34%0.42%11.72%
20253.70%-2.21%-5.67%-0.80%6.33%5.04%2.18%2.84%2.86%2.35%0.22%0.06%17.57%
20241.70%5.29%3.17%-4.24%4.96%3.55%1.11%2.44%2.14%-0.82%5.79%-2.48%24.47%
20236.20%-2.45%3.57%1.62%0.40%6.61%3.23%-1.69%-4.75%-2.06%9.09%4.75%26.27%
2022-5.15%-2.98%3.55%-8.71%0.23%-8.38%9.15%-4.07%-9.47%8.04%5.46%-5.95%-18.87%
2021-0.88%2.68%4.37%5.32%0.69%2.16%2.32%3.02%-4.70%6.94%-0.63%4.68%28.57%

Benchmark Metrics

Federated Hermes Max Cap Index Fund has an annualized alpha of 1.89%, beta of 1.00, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since July 03, 1990.

  • This fund captured 105.31% of S&P 500 Index gains but only 96.81% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.93, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.89%
Beta
1.00
0.93
Upside Capture
105.31%
Downside Capture
96.81%

Expense Ratio

FISPX has an expense ratio of 0.37%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FISPX ranks 82 for risk / return — in the top 82% 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.


FISPX Risk / Return Rank: 8282
Overall Rank
FISPX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FISPX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FISPX Omega Ratio Rank: 7777
Omega Ratio Rank
FISPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FISPX Martin Ratio Rank: 8787
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 Max Cap Index Fund (FISPX) and compare them to S&P 500 Index.


FISPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.50

1.41

+0.10

Calmar ratioReturn relative to maximum drawdown

3.72

2.93

+0.79

Martin ratioReturn relative to average drawdown

16.83

13.52

+3.31

Dividends

Dividend History

Federated Hermes Max Cap Index Fund provided a 7.19% dividend yield over the last twelve months, with an annual payout of $0.68 per share.


10.00%20.00%30.00%40.00%50.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.68$0.69$0.99$1.62$1.13$1.63$2.13$1.50$4.06$3.32$2.46$2.11

Dividend yield

7.19%8.03%12.57%22.88%16.35%16.48%23.53%15.79%47.85%25.80%18.45%14.91%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.02$0.00$0.00$0.00$0.02
2025$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.63$0.69
2024$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.93$0.99
2023$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$1.55$1.62
2022$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$1.09$1.13
2021$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$1.56$1.63

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Federated Hermes Max Cap Index 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 Max Cap Index Fund was 54.64%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.64%Mar 2009
1y 5mo3y 11d
4y 5moOct 2007 - Mar 2012
Dot-com crash2000–2002
-47.96%Oct 2002
2y 6mo4y 1mo
6y 8moMar 2000 - Nov 2006
COVID crash2020
-33.80%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-25.02%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-24.78%Apr 2025
3mo 26d5mo 10d
9mo 6dDec 2024 - Sep 2025

Drawdown Indicators


FISPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.64%

-56.78%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-9.10%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.78%

-18.90%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.02%

-25.43%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-33.92%

+0.12%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-8.98%

-10.72%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.97%

-0.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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