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BEARX vs. HDGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEARX vs. HDGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Prudent Bear Fd (BEARX) and AdvisorShares Ranger Equity Bear ETF (HDGE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BEARX achieves a -7.65% return, which is significantly lower than HDGE's 6.12% return. Both investments have delivered pretty close results over the past 10 years, with BEARX having a -14.72% annualized return and HDGE not far behind at -15.19%.


BEARX

1D
0.29%
1M
0.29%
YTD
-7.65%
6M
-7.74%
1Y
-16.97%
3Y*
-15.79%
5Y*
-11.91%
10Y*
-14.72%

HDGE

1D
-0.47%
1M
0.12%
YTD
6.12%
6M
6.85%
1Y
2.56%
3Y*
-4.06%
5Y*
-1.94%
10Y*
-15.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEARX vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEARX
Federated Hermes Prudent Bear Fd
-7.65%-12.42%-20.34%-18.67%17.78%-23.78%-22.95%-19.95%-5.96%-15.76%
HDGE
AdvisorShares Ranger Equity Bear ETF
6.12%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%

Correlation

The correlation between BEARX and HDGE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2011

0.74

Over the past year, the correlation between BEARX and HDGE has dropped to 0.19 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

BEARX vs. HDGE — Risk / Return Rank

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

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

HDGE
HDGE Risk / Return Rank: 1010
Overall Rank
HDGE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1010
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1010
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1111
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1111
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. HDGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Prudent Bear Fd (BEARX) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BEARXHDGEDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.46

Omega ratioGain probability vs. loss probability

0.74

1.04

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.96

0.21

-1.17

Martin ratioReturn relative to average drawdown

-1.77

0.43

-2.20

BEARX vs. HDGE - Sharpe Ratio Comparison

The current BEARX Sharpe Ratio is -1.46, which is lower than the HDGE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of BEARX and HDGE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BEARX vs. HDGE - Drawdown Comparison

The maximum BEARX drawdown since its inception was -95.75%, roughly equal to the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for BEARX and HDGE.


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Drawdown Indicators


BEARXHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-93.88%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-12.26%

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-44.46%

-29.46%

-15.00%

Max Drawdown (5Y)

Largest decline over 5 years

-52.48%

-42.97%

-9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-80.48%

-83.69%

+3.21%

Current Drawdown

Current decline from peak

-95.66%

-93.03%

-2.63%

Average Drawdown

Average peak-to-trough decline

-61.09%

-70.17%

+9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.03%

5.97%

+5.06%

Volatility

BEARX vs. HDGE - Volatility Comparison

The current volatility for Federated Hermes Prudent Bear Fd (BEARX) is 5.28%, while AdvisorShares Ranger Equity Bear ETF (HDGE) has a volatility of 5.85%. This indicates that BEARX experiences smaller price fluctuations and is considered to be less risky than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEARXHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

5.85%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

12.98%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

18.33%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

24.19%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

23.50%

-6.75%

BEARX vs. HDGE - Expense Ratio Comparison

BEARX has a 1.78% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Dividends

BEARX vs. HDGE - Dividend Comparison

BEARX's dividend yield for the trailing twelve months is around 7.27%, more than HDGE's 3.29% yield.


PositionTTM2025202420232022202120202019
BEARX
Federated Hermes Prudent Bear Fd
7.27%6.71%0.00%13.32%0.00%0.00%0.00%0.62%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.29%3.50%7.83%9.58%0.00%0.00%0.00%0.22%

Frequently Asked Questions


BEARX and HDGE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDGE has higher volatility (5.85%) compared to BEARX (5.28%). In terms of maximum drawdown, BEARX dropped -95.75% vs HDGE's -93.88%.

HDGE currently has the higher Sharpe Ratio (0.14 vs -1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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