FUSGX's Sortino Ratio of 1.84 indicates that for each unit of downside volatility, it generates 1.84 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FUSGX Sortino Ratio Rank
FUSGX ranks above 22.4% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
FUSGX Sortino Ratio Market Positioning
The chart shows FUSGX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.94 or lower
- Yellow zone (middle 50%): 1.94 to 3.30
- Green zone (top 25%): 3.30 or higher
- Top 1%: 9.06+
- Median: 2.75 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Federated Hermes Fund For US Governent Securities's Sortino Ratio with other mutual funds in the Government Bonds category across multiple time periods, showing how FUSGX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FEUGX | Federated Hermes Adjustable Rate Fund | 11.65 | |||
| GUSTX | GMO U.S. Treasury Fund | 9.30 | |||
| VGIVX | Vanguard Emerging Markets Government Bond Index Fund Institutional Shares | 4.22 | |||
| VGAVX | Vanguard Emerging Markets Government Bond Index Fund Admiral Shares | 4.12 | |||
| MDSIX | Integrity Short Term Government Fund | 4.08 | |||
| VSBIX | Vanguard Short-Term Treasury Index Fund Institutional Shares | 3.93 | |||
| VSBSX | Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.89 | |||
| TWSGX | TransWestern Institutional Short Duration Government Bond Fund | 3.09 | |||
| RFBAX | Davis Government Bond Fund | 3.05 | |||
| NEFLX | Loomis Sayles Limited Term Government And Agency Fund | 3.04 | |||
| FUSGX | Federated Hermes Fund For US Governent Securities | 1.84 |
Historical Sortino Ratio
The chart shows FUSGX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FUSGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does FUSGX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio