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FCSH vs. ISTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCSH vs. ISTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short Duration Corporate ETF (FCSH) and iShares Core 1-5 Year USD Bond ETF (ISTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCSH achieves a 0.67% return, which is significantly higher than ISTB's 0.49% return.


FCSH

1D
0.02%
1M
0.33%
YTD
0.67%
6M
0.92%
1Y
4.30%
3Y*
5.11%
5Y*
10Y*

ISTB

1D
-0.08%
1M
0.15%
YTD
0.49%
6M
0.71%
1Y
4.19%
3Y*
4.95%
5Y*
1.85%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCSH vs. ISTB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCSH
Federated Hermes Short Duration Corporate ETF
0.67%6.42%4.66%5.45%-5.87%0.24%
ISTB
iShares Core 1-5 Year USD Bond ETF
0.49%6.36%4.37%5.56%-6.08%-0.04%

Correlation

The correlation between FCSH and ISTB is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2021

0.91

The correlation between FCSH and ISTB has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

FCSH vs. ISTB - Sectors Allocation Comparison


Sectors
FCSH
ISTB

Energy

100.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

0.6%

Technology

-

-

Utilities

-

99.4%

Energy

FCSH
100.0%
ISTB

-

Basic Materials

FCSH

-

ISTB

-

Communication Services

FCSH

-

ISTB

-

Consumer Cyclical

FCSH

-

ISTB

-

Consumer Defensive

FCSH

-

ISTB

-

Financial Services

FCSH

-

ISTB

-

Healthcare

FCSH

-

ISTB

-

Industrials

FCSH

-

ISTB

-

Real Estate

FCSH

-

ISTB
0.6%

Technology

FCSH

-

ISTB

-

Utilities

FCSH

-

ISTB
99.4%

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Return for Risk

FCSH vs. ISTB — Risk / Return Rank

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

FCSH
FCSH Risk / Return Rank: 7171
Overall Rank
FCSH Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FCSH Sortino Ratio Rank: 7777
Sortino Ratio Rank
FCSH Omega Ratio Rank: 7373
Omega Ratio Rank
FCSH Calmar Ratio Rank: 7171
Calmar Ratio Rank
FCSH Martin Ratio Rank: 6868
Martin Ratio Rank

ISTB
ISTB Risk / Return Rank: 7373
Overall Rank
ISTB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 8181
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7777
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6868
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.

FCSH vs. ISTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short Duration Corporate ETF (FCSH) and iShares Core 1-5 Year USD Bond ETF (ISTB). 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.


FCSHISTBDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.44

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

3.48

3.34

+0.13

Martin ratioReturn relative to average drawdown

12.31

12.72

-0.41

FCSH vs. ISTB - Sharpe Ratio Comparison

The current FCSH Sharpe Ratio is 2.21, which is comparable to the ISTB Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of FCSH and ISTB, 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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Sharpe Ratios by Period


FCSHISTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.37

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.84

+0.02

Drawdowns

FCSH vs. ISTB - Drawdown Comparison

The maximum FCSH drawdown since its inception was -8.47%, smaller than the maximum ISTB drawdown of -9.34%. Use the drawdown chart below to compare losses from any high point for FCSH and ISTB.


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Drawdown Indicators


FCSHISTBDifference

Max Drawdown

Largest peak-to-trough decline

-8.47%

-9.34%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-1.26%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-1.36%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

Current Drawdown

Current decline from peak

-0.47%

-0.42%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.21%

-1.22%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.33%

+0.02%

Volatility

FCSH vs. ISTB - Volatility Comparison

Federated Hermes Short Duration Corporate ETF (FCSH) has a higher volatility of 0.60% compared to iShares Core 1-5 Year USD Bond ETF (ISTB) at 0.54%. This indicates that FCSH's price experiences larger fluctuations and is considered to be riskier than ISTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSHISTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.54%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

1.28%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

1.77%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

2.79%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.89%

2.51%

+0.38%

FCSH vs. ISTB - Expense Ratio Comparison

FCSH has a 0.30% expense ratio, which is higher than ISTB's 0.06% expense ratio.


Dividends

FCSH vs. ISTB - Dividend Comparison

FCSH's dividend yield for the trailing twelve months is around 4.08%, less than ISTB's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FCSH
Federated Hermes Short Duration Corporate ETF
4.08%4.14%4.44%2.31%1.76%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
ISTB
iShares Core 1-5 Year USD Bond ETF
4.25%4.12%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%

Frequently Asked Questions


FCSH and ISTB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCSH has higher volatility (0.60%) compared to ISTB (0.54%). In terms of maximum drawdown, FCSH dropped -8.47% vs ISTB's -9.34%.

On 3-year performance, FCSH leads with 5.11% vs 4.95% for ISTB. On fees, ISTB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FCSH has performed better with a 5.11% return vs 4.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISTB is cheaper with a 0.06% expense ratio, compared with 0.30% for FCSH.

ISTB has the higher dividend yield at 4.25%, compared with 4.08% for FCSH.

They also come from different issuers: Federated and iShares. Their fees differ too: 0.30% for FCSH and 0.06% for ISTB.

ISTB currently has the higher Sharpe Ratio (2.37 vs 2.21), 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.

Portfolio Optimizer

Find the right allocation for FCSH and ISTB

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