DDFLX vs. FFRSX
Compare and contrast key facts about Delaware Floating Rate Fund (DDFLX) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX).
DDFLX is managed by Delaware Funds by Macquarie. It was launched on Feb 25, 2010. FFRSX is managed by Federated. It was launched on Dec 2, 2010.
Performance
DDFLX vs. FFRSX - Performance Comparison
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DDFLX vs. FFRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDFLX Delaware Floating Rate Fund | -0.73% | 6.01% | 8.92% | 10.75% | -0.62% | 5.46% | 3.17% | 10.69% | 1.26% | 4.55% |
FFRSX Federated Hermes Floating Rate Strat Inc Fund | -0.72% | 5.61% | 6.71% | 8.04% | -5.85% | 3.73% | 0.45% | 6.71% | 0.38% | 3.54% |
Returns By Period
The year-to-date returns for both investments are quite close, with DDFLX having a -0.73% return and FFRSX slightly higher at -0.72%. Over the past 10 years, DDFLX has outperformed FFRSX with an annualized return of 5.26%, while FFRSX has yielded a comparatively lower 3.41% annualized return.
DDFLX
- 1D
- 0.13%
- 1M
- 0.13%
- YTD
- -0.73%
- 6M
- 0.71%
- 1Y
- 4.86%
- 3Y*
- 7.24%
- 5Y*
- 5.46%
- 10Y*
- 5.26%
FFRSX
- 1D
- 0.00%
- 1M
- 0.12%
- YTD
- -0.72%
- 6M
- 0.69%
- 1Y
- 3.97%
- 3Y*
- 5.64%
- 5Y*
- 3.15%
- 10Y*
- 3.41%
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DDFLX vs. FFRSX - Expense Ratio Comparison
DDFLX has a 0.67% expense ratio, which is lower than FFRSX's 0.68% expense ratio.
Return for Risk
DDFLX vs. FFRSX — Risk / Return Rank
DDFLX
FFRSX
DDFLX vs. FFRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Floating Rate Fund (DDFLX) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX). 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.
| DDFLX | FFRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.64 | +0.23 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.82 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.70 | 1.61 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.06 | -0.18 |
Martin ratioReturn relative to average drawdown | 11.49 | 11.11 | +0.38 |
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
| DDFLX | FFRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.64 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.06 | 1.31 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.51 | 1.06 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 1.19 | +0.13 |
Correlation
The correlation between DDFLX and FFRSX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DDFLX vs. FFRSX - Dividend Comparison
DDFLX's dividend yield for the trailing twelve months is around 6.50%, more than FFRSX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDFLX Delaware Floating Rate Fund | 6.50% | 7.21% | 8.62% | 7.17% | 5.04% | 3.96% | 4.89% | 6.54% | 5.73% | 4.33% | 2.09% | 2.34% |
FFRSX Federated Hermes Floating Rate Strat Inc Fund | 5.61% | 6.38% | 6.95% | 6.88% | 4.15% | 2.92% | 3.37% | 4.62% | 4.41% | 3.68% | 3.76% | 3.71% |
Drawdowns
DDFLX vs. FFRSX - Drawdown Comparison
The maximum DDFLX drawdown since its inception was -18.09%, which is greater than FFRSX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for DDFLX and FFRSX.
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Drawdown Indicators
| DDFLX | FFRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.09% | -17.13% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -1.65% | -1.28% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -5.18% | -7.54% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -18.09% | -17.13% | -0.96% |
Current DrawdownCurrent decline from peak | -0.86% | -0.83% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -0.92% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.39% | +0.05% |
Volatility
DDFLX vs. FFRSX - Volatility Comparison
Delaware Floating Rate Fund (DDFLX) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX) have volatilities of 0.60% and 0.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDFLX | FFRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 0.58% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 1.62% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 2.45% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.67% | 2.42% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.49% | 3.24% | +0.25% |