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BEARX vs. FGUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEARX vs. FGUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Prudent Bear Fd (BEARX) and Federated Hermes Government Ultrashort Fund (FGUSX). The values are adjusted to include any dividend payments, if applicable.

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BEARX vs. FGUSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
BEARX
Federated Hermes Prudent Bear Fd
5.54%-12.42%-20.34%-18.67%-0.12%
FGUSX
Federated Hermes Government Ultrashort Fund
0.48%5.22%4.67%4.61%0.33%

Returns By Period

In the year-to-date period, BEARX achieves a 5.54% return, which is significantly higher than FGUSX's 0.48% return.


BEARX

1D
-2.68%
1M
5.82%
YTD
5.54%
6M
3.90%
1Y
-12.50%
3Y*
-13.71%
5Y*
-10.19%
10Y*
-13.59%

FGUSX

1D
0.00%
1M
-0.30%
YTD
0.48%
6M
1.82%
1Y
4.36%
3Y*
4.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEARX vs. FGUSX - Expense Ratio Comparison

BEARX has a 1.78% expense ratio, which is higher than FGUSX's 0.26% expense ratio.


Return for Risk

BEARX vs. FGUSX — Risk / Return Rank

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

BEARX
BEARX Risk / Return Rank: 11
Overall Rank
BEARX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BEARX Sortino Ratio Rank: 00
Sortino Ratio Rank
BEARX Omega Ratio Rank: 00
Omega Ratio Rank
BEARX Calmar Ratio Rank: 22
Calmar Ratio Rank
BEARX Martin Ratio Rank: 33
Martin Ratio Rank

FGUSX
FGUSX Risk / Return Rank: 9999
Overall Rank
FGUSX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FGUSX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FGUSX Omega Ratio Rank: 9999
Omega Ratio Rank
FGUSX Calmar Ratio Rank: 100100
Calmar Ratio Rank
FGUSX Martin Ratio Rank: 9999
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.

BEARX vs. FGUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Prudent Bear Fd (BEARX) and Federated Hermes Government Ultrashort Fund (FGUSX). 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.


BEARXFGUSXDifference

Sharpe ratio

Return per unit of total volatility

-0.82

3.06

-3.88

Sortino ratio

Return per unit of downside risk

-1.12

9.18

-10.31

Omega ratio

Gain probability vs. loss probability

0.84

3.00

-2.16

Calmar ratio

Return relative to maximum drawdown

-0.44

15.63

-16.07

Martin ratio

Return relative to average drawdown

-0.54

47.02

-47.56

BEARX vs. FGUSX - Sharpe Ratio Comparison

The current BEARX Sharpe Ratio is -0.82, which is lower than the FGUSX Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of BEARX and FGUSX, 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


BEARXFGUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

3.06

-3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

3.02

-3.03

Correlation

The correlation between BEARX and FGUSX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BEARX vs. FGUSX - Dividend Comparison

BEARX's dividend yield for the trailing twelve months is around 6.36%, more than FGUSX's 4.15% yield.


TTM2025202420232022202120202019
BEARX
Federated Hermes Prudent Bear Fd
6.36%6.71%0.00%13.32%0.00%0.00%0.00%0.62%
FGUSX
Federated Hermes Government Ultrashort Fund
4.15%4.66%4.56%4.70%0.33%0.00%0.00%0.00%

Drawdowns

BEARX vs. FGUSX - Drawdown Comparison

The maximum BEARX drawdown since its inception was -95.38%, which is greater than FGUSX's maximum drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for BEARX and FGUSX.


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Drawdown Indicators


BEARXFGUSXDifference

Max Drawdown

Largest peak-to-trough decline

-95.38%

-0.31%

-95.07%

Max Drawdown (1Y)

Largest decline over 1 year

-26.53%

-0.31%

-26.22%

Max Drawdown (5Y)

Largest decline over 5 years

-48.32%

Max Drawdown (10Y)

Largest decline over 10 years

-78.77%

Current Drawdown

Current decline from peak

-95.04%

-0.30%

-94.74%

Average Drawdown

Average peak-to-trough decline

-60.85%

-0.07%

-60.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.58%

0.10%

+21.48%

Volatility

BEARX vs. FGUSX - Volatility Comparison

Federated Hermes Prudent Bear Fd (BEARX) has a higher volatility of 4.93% compared to Federated Hermes Government Ultrashort Fund (FGUSX) at 0.22%. This indicates that BEARX's price experiences larger fluctuations and is considered to be riskier than FGUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEARXFGUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

0.22%

+4.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

1.02%

+8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

1.48%

+13.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

1.57%

+15.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

1.57%

+15.07%