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FCSH vs. LDUR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCSH vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short Duration Corporate ETF (FCSH) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

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FCSH vs. LDUR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCSH
Federated Hermes Short Duration Corporate ETF
0.43%6.42%4.66%5.45%-5.87%0.24%
LDUR
PIMCO Enhanced Low Duration Active ETF
0.52%5.76%5.14%4.78%-4.23%-0.14%

Returns By Period

In the year-to-date period, FCSH achieves a 0.43% return, which is significantly lower than LDUR's 0.52% return.


FCSH

1D
0.17%
1M
-0.71%
YTD
0.43%
6M
1.60%
1Y
4.90%
3Y*
5.00%
5Y*
10Y*

LDUR

1D
0.18%
1M
-0.36%
YTD
0.52%
6M
1.83%
1Y
4.39%
3Y*
4.99%
5Y*
2.18%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCSH vs. LDUR - Expense Ratio Comparison

FCSH has a 0.30% expense ratio, which is lower than LDUR's 0.54% expense ratio.


Return for Risk

FCSH vs. LDUR — Risk / Return Rank

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

FCSH
FCSH Risk / Return Rank: 9595
Overall Rank
FCSH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FCSH Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCSH Omega Ratio Rank: 9595
Omega Ratio Rank
FCSH Calmar Ratio Rank: 9595
Calmar Ratio Rank
FCSH Martin Ratio Rank: 9595
Martin Ratio Rank

LDUR
LDUR Risk / Return Rank: 9696
Overall Rank
LDUR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LDUR Sortino Ratio Rank: 9797
Sortino Ratio Rank
LDUR Omega Ratio Rank: 9595
Omega Ratio Rank
LDUR Calmar Ratio Rank: 9494
Calmar Ratio Rank
LDUR Martin Ratio Rank: 9696
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. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short Duration Corporate ETF (FCSH) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.


FCSHLDURDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.38

-0.13

Sortino ratio

Return per unit of downside risk

3.42

3.58

-0.17

Omega ratio

Gain probability vs. loss probability

1.46

1.47

-0.01

Calmar ratio

Return relative to maximum drawdown

3.99

3.72

+0.27

Martin ratio

Return relative to average drawdown

15.82

17.85

-2.03

FCSH vs. LDUR - Sharpe Ratio Comparison

The current FCSH Sharpe Ratio is 2.24, which is comparable to the LDUR Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of FCSH and LDUR, 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


FCSHLDURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.38

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.86

+0.01

Correlation

The correlation between FCSH and LDUR is 0.63, 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

FCSH vs. LDUR - Dividend Comparison

FCSH's dividend yield for the trailing twelve months is around 4.11%, less than LDUR's 4.47% yield.


TTM20252024202320222021202020192018201720162015
FCSH
Federated Hermes Short Duration Corporate ETF
4.11%4.14%4.44%2.31%1.76%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
LDUR
PIMCO Enhanced Low Duration Active ETF
4.47%4.60%4.77%4.11%2.22%0.90%2.15%3.14%2.66%2.08%1.85%2.92%

Drawdowns

FCSH vs. LDUR - Drawdown Comparison

The maximum FCSH drawdown since its inception was -8.47%, roughly equal to the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for FCSH and LDUR.


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Drawdown Indicators


FCSHLDURDifference

Max Drawdown

Largest peak-to-trough decline

-8.47%

-8.68%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-1.17%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-8.68%

Current Drawdown

Current decline from peak

-0.71%

-0.36%

-0.35%

Average Drawdown

Average peak-to-trough decline

-2.28%

-0.86%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.24%

+0.07%

Volatility

FCSH vs. LDUR - Volatility Comparison

Federated Hermes Short Duration Corporate ETF (FCSH) has a higher volatility of 1.02% compared to PIMCO Enhanced Low Duration Active ETF (LDUR) at 0.75%. This indicates that FCSH's price experiences larger fluctuations and is considered to be riskier than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSHLDURDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.75%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

1.12%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.19%

1.86%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.92%

2.02%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.92%

2.79%

+0.13%