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DDFLX vs. FFRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDFLX vs. FFRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Floating Rate Fund (DDFLX) and Federated Hermes Floating Rate Strat Inc Fund (FFRSX). The values are adjusted to include any dividend payments, if applicable.

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DDFLX vs. FFRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DDFLX
DDFLX Risk / Return Rank: 9393
Overall Rank
DDFLX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DDFLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DDFLX Omega Ratio Rank: 9797
Omega Ratio Rank
DDFLX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DDFLX Martin Ratio Rank: 9292
Martin Ratio Rank

FFRSX
FFRSX Risk / Return Rank: 9191
Overall Rank
FFRSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFRSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FFRSX Omega Ratio Rank: 9696
Omega Ratio Rank
FFRSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FFRSX Martin Ratio Rank: 9090
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.

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.


DDFLXFFRSXDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.64

+0.23

Sortino ratio

Return per unit of downside risk

3.02

2.82

+0.20

Omega ratio

Gain probability vs. loss probability

1.70

1.61

+0.10

Calmar ratio

Return relative to maximum drawdown

2.88

3.06

-0.18

Martin ratio

Return relative to average drawdown

11.49

11.11

+0.38

DDFLX vs. FFRSX - Sharpe Ratio Comparison

The current DDFLX Sharpe Ratio is 1.87, which is comparable to the FFRSX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DDFLX and FFRSX, 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


DDFLXFFRSXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DDFLXFFRSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.86%

-0.83%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.68%

-0.92%

+0.24%

Ulcer Index

Depth 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


DDFLXFFRSXDifference

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%