BJBHX vs. FHYSX
Compare and contrast key facts about abrdn Global High Income Fund (BJBHX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX).
BJBHX is managed by Aberdeen. It was launched on Dec 17, 2002. FHYSX is managed by Federated. It was launched on Dec 24, 2008.
Performance
BJBHX vs. FHYSX - Performance Comparison
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BJBHX vs. FHYSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BJBHX abrdn Global High Income Fund | -0.45% | 6.99% | 7.69% | 12.32% | -12.63% | 2.98% | 5.32% | 14.32% | -5.59% | 8.68% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | -1.26% | 9.14% | 6.42% | 12.77% | -13.16% | 4.49% | 6.08% | 15.14% | -2.16% | 8.34% |
Returns By Period
In the year-to-date period, BJBHX achieves a -0.45% return, which is significantly higher than FHYSX's -1.26% return. Over the past 10 years, BJBHX has underperformed FHYSX with an annualized return of 4.57%, while FHYSX has yielded a comparatively higher 5.44% annualized return.
BJBHX
- 1D
- 0.53%
- 1M
- -1.56%
- YTD
- -0.45%
- 6M
- 0.15%
- 1Y
- 5.50%
- 3Y*
- 7.62%
- 5Y*
- 2.78%
- 10Y*
- 4.57%
FHYSX
- 1D
- 0.52%
- 1M
- -1.60%
- YTD
- -1.26%
- 6M
- 0.52%
- 1Y
- 6.43%
- 3Y*
- 7.67%
- 5Y*
- 3.19%
- 10Y*
- 5.44%
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BJBHX vs. FHYSX - Expense Ratio Comparison
BJBHX has a 1.03% expense ratio, which is higher than FHYSX's 0.02% expense ratio.
Return for Risk
BJBHX vs. FHYSX — Risk / Return Rank
BJBHX
FHYSX
BJBHX vs. FHYSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global High Income Fund (BJBHX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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.
| BJBHX | FHYSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.71 | -0.13 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.43 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.73 | -1.13 |
Martin ratioReturn relative to average drawdown | 6.12 | 11.03 | -4.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BJBHX | FHYSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.71 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.62 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.95 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 0.86 | +0.47 |
Correlation
The correlation between BJBHX and FHYSX is 0.74, 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
BJBHX vs. FHYSX - Dividend Comparison
BJBHX's dividend yield for the trailing twelve months is around 6.38%, more than FHYSX's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJBHX abrdn Global High Income Fund | 6.38% | 6.36% | 6.08% | 5.02% | 7.45% | 4.60% | 4.35% | 5.37% | 5.62% | 3.69% | 4.97% | 6.16% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | 5.79% | 6.28% | 5.84% | 5.30% | 5.27% | 4.54% | 5.74% | 6.18% | 6.61% | 6.98% | 6.45% | 8.45% |
Drawdowns
BJBHX vs. FHYSX - Drawdown Comparison
The maximum BJBHX drawdown since its inception was -28.45%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for BJBHX and FHYSX.
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Drawdown Indicators
| BJBHX | FHYSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.45% | -21.45% | -7.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -2.50% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.77% | -16.93% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -22.82% | -21.45% | -1.37% |
Current DrawdownCurrent decline from peak | -1.96% | -1.77% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -3.28% | -2.61% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.62% | +0.30% |
Volatility
BJBHX vs. FHYSX - Volatility Comparison
abrdn Global High Income Fund (BJBHX) has a higher volatility of 1.45% compared to Federated Hermes High-Yield Strategy Portfolio (FHYSX) at 1.38%. This indicates that BJBHX's price experiences larger fluctuations and is considered to be riskier than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJBHX | FHYSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.38% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 2.43% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 3.79% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 5.20% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 5.77% | -0.70% |