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BBTBX vs. FMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBTBX vs. FMBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder Core Bond Fund (BBTBX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). The values are adjusted to include any dividend payments, if applicable.

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BBTBX vs. FMBPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBTBX
Bridge Builder Core Bond Fund
-0.65%7.82%1.89%5.41%-13.49%-1.12%8.54%9.15%0.13%4.14%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
-0.06%9.03%1.04%4.44%-12.21%-1.35%4.77%6.30%1.13%2.76%

Returns By Period

In the year-to-date period, BBTBX achieves a -0.65% return, which is significantly lower than FMBPX's -0.06% return. Over the past 10 years, BBTBX has outperformed FMBPX with an annualized return of 1.82%, while FMBPX has yielded a comparatively lower 1.46% annualized return.


BBTBX

1D
0.22%
1M
-1.74%
YTD
-0.65%
6M
0.23%
1Y
3.60%
3Y*
3.66%
5Y*
0.25%
10Y*
1.82%

FMBPX

1D
0.12%
1M
-1.62%
YTD
-0.06%
6M
1.75%
1Y
5.59%
3Y*
3.94%
5Y*
0.21%
10Y*
1.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBTBX vs. FMBPX - Expense Ratio Comparison

BBTBX has a 0.13% expense ratio, which is higher than FMBPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BBTBX vs. FMBPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBTBX
BBTBX Risk / Return Rank: 3939
Overall Rank
BBTBX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BBTBX Sortino Ratio Rank: 3636
Sortino Ratio Rank
BBTBX Omega Ratio Rank: 2727
Omega Ratio Rank
BBTBX Calmar Ratio Rank: 5757
Calmar Ratio Rank
BBTBX Martin Ratio Rank: 3737
Martin Ratio Rank

FMBPX
FMBPX Risk / Return Rank: 5757
Overall Rank
FMBPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 4747
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 5555
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.

BBTBX vs. FMBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Core Bond Fund (BBTBX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BBTBXFMBPXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.06

-0.16

Sortino ratio

Return per unit of downside risk

1.28

1.56

-0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.48

2.19

-0.71

Martin ratio

Return relative to average drawdown

4.21

6.03

-1.83

BBTBX vs. FMBPX - Sharpe Ratio Comparison

The current BBTBX Sharpe Ratio is 0.90, which is comparable to the FMBPX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of BBTBX and FMBPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBTBXFMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.06

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.03

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.29

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.25

+0.12

Correlation

The correlation between BBTBX and FMBPX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBTBX vs. FMBPX - Dividend Comparison

BBTBX's dividend yield for the trailing twelve months is around 3.66%, less than FMBPX's 4.59% yield.


TTM20252024202320222021202020192018201720162015
BBTBX
Bridge Builder Core Bond Fund
3.66%4.58%3.92%2.86%2.26%2.38%4.73%3.39%3.02%2.67%0.95%0.17%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
4.59%4.87%4.29%3.46%2.29%1.96%2.68%3.23%3.14%2.83%2.72%2.65%

Drawdowns

BBTBX vs. FMBPX - Drawdown Comparison

The maximum BBTBX drawdown since its inception was -18.54%, roughly equal to the maximum FMBPX drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for BBTBX and FMBPX.


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Drawdown Indicators


BBTBXFMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-18.34%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-3.15%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

-18.02%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-18.54%

-18.34%

-0.20%

Current Drawdown

Current decline from peak

-2.17%

-2.08%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.94%

-3.28%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.14%

-0.11%

Volatility

BBTBX vs. FMBPX - Volatility Comparison

Bridge Builder Core Bond Fund (BBTBX) has a higher volatility of 1.65% compared to Federated Hermes Mortgage Strategy Portfolio (FMBPX) at 1.50%. This indicates that BBTBX's price experiences larger fluctuations and is considered to be riskier than FMBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBTBXFMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.50%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

3.02%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

5.43%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

6.72%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

5.08%

-0.16%