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Federated Hermes Total Return Bond Fund (FTRFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Federated Hermes Total Return Bond Fund (FTRFX)

Mutual Fund · Currency in USD · Last updated May 31, 2025

The fund pursues its investment objective by investing primarily in U.S. dollar denominated, investment-grade, fixed-income securities. In addition, it may invest in high-yield, non-U.S. dollar denominated, and emerging market fixed- income securities. The amount of any unhedged non-U.S. dollar denominated fixed-income securities and foreign currencies in the fund's portfolio will normally not exceed 10% of the fund's total assets. The maximum amount that the fund may invest in non-U.S. dollar denominated fixed-income securities and foreign currencies is 20% of the fund's total assets.

Fund Info

ISIN

US31428Q5071

CUSIP

31428Q507

Issuer

Federated

Inception Date

Oct 1, 1996

Category

Intermediate Core-Plus Bond

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

FTRFX has an expense ratio of 0.69%, placing it in the medium range.

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.

Federated Hermes Total Return Bond Fund

Performance

Performance Chart

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S&P 500

Returns By Period

Federated Hermes Total Return Bond Fund (FTRFX) returned 1.79% year-to-date (YTD) and 5.82% over the past 12 months. Over the past 10 years, FTRFX returned 1.89% annually, underperforming the S&P 500 benchmark at 10.85%.

FTRFX

YTD

1.79%

1M

-1.05%

6M

0.62%

1Y

5.82%

3Y*

1.19%

5Y*

-0.14%

10Y*

1.89%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.45%2.04%0.01%0.35%-1.05%1.79%
20240.30%-1.55%0.64%-2.10%1.56%0.54%2.77%1.16%1.83%-2.47%0.63%-1.15%2.04%
20233.33%-2.61%2.40%0.31%-0.86%-0.65%0.10%-0.66%-2.78%-1.48%4.74%3.23%4.85%
2022-2.05%-1.09%-2.30%-3.81%0.43%-1.78%2.32%-2.44%-4.04%-1.35%3.52%-0.96%-12.99%
2021-0.60%-0.95%-0.76%0.84%0.18%1.01%0.70%0.19%-0.67%-0.09%-0.06%0.13%-0.11%
20201.68%1.11%-2.84%2.69%1.53%1.14%2.02%-0.38%-0.05%-0.42%1.73%0.83%9.27%
20191.71%0.15%1.79%0.29%1.05%1.57%0.27%1.90%-0.38%0.33%0.06%0.34%9.42%
2018-0.78%-0.97%0.25%-0.58%0.44%-0.21%0.37%0.36%-0.22%-0.97%0.08%1.10%-1.13%
20170.43%0.80%-0.03%0.70%0.61%0.14%0.50%0.69%-0.32%0.16%-0.11%0.48%4.11%
20160.37%0.44%1.77%1.19%-0.10%1.74%1.07%0.34%0.04%-0.59%-2.11%0.47%4.67%
20151.88%-0.48%0.23%-0.12%-0.29%-1.11%0.54%-0.66%0.16%0.63%-0.48%-0.70%-0.43%
20141.11%0.74%0.11%0.83%1.01%0.19%-0.17%0.82%-0.72%0.72%0.45%-0.21%4.98%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTRFX is 64, 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 FTRFX is 6464
Overall Rank
The Sharpe Ratio Rank of FTRFX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FTRFX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FTRFX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FTRFX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FTRFX is 5353
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 Total Return Bond Fund (FTRFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Federated Hermes Total Return Bond Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.12
  • 5-Year: -0.02
  • 10-Year: 0.41
  • All Time: 1.03

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Federated Hermes Total Return Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Federated Hermes Total Return Bond Fund provided a 4.18% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 2 consecutive years.

3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.39$0.39$0.34$0.28$0.40$0.51$0.34$0.33$0.32$0.37$0.35$0.39

Dividend yield

4.18%4.17%3.53%2.92%3.54%4.43%3.09%3.20%2.92%3.39%3.24%3.50%

Monthly Dividends

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.03$0.00$0.13
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.39
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.04$0.28
2021$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.13$0.40
2020$0.03$0.02$0.03$0.03$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.26$0.51
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2018$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2017$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.06$0.37
2015$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.35
2014$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.05$0.39

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 Total Return Bond 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 Total Return Bond Fund was 17.16%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Federated Hermes Total Return Bond Fund drawdown is 6.16%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.16%Sep 15, 2021534Oct 19, 2023———
-9.16%Mar 9, 20209Mar 19, 202049May 29, 202058
-8.14%Sep 10, 200854Nov 24, 200896Apr 15, 2009150
-5.01%Apr 1, 200444Jun 3, 200461Aug 31, 2004105
-4.93%Jun 16, 200342Aug 14, 2003101Jan 8, 2004143
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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