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FCSPX vs. FGSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCSPX vs. FGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Corporate Bond Strategy Port (FCSPX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). The values are adjusted to include any dividend payments, if applicable.

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FCSPX vs. FGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCSPX
Federated Hermes Corporate Bond Strategy Port
-1.35%8.13%2.78%8.48%-16.25%-0.95%11.90%16.59%-3.05%8.03%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
-9.53%10.54%32.97%27.05%-24.60%22.39%35.50%27.95%-3.23%24.38%

Returns By Period

In the year-to-date period, FCSPX achieves a -1.35% return, which is significantly higher than FGSAX's -9.53% return. Over the past 10 years, FCSPX has underperformed FGSAX with an annualized return of 3.42%, while FGSAX has yielded a comparatively higher 13.50% annualized return.


FCSPX

1D
0.50%
1M
-2.71%
YTD
-1.35%
6M
-0.42%
1Y
4.32%
3Y*
4.56%
5Y*
0.69%
10Y*
3.42%

FGSAX

1D
-0.79%
1M
-9.34%
YTD
-9.53%
6M
-11.83%
1Y
8.15%
3Y*
15.50%
5Y*
9.26%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCSPX vs. FGSAX - Expense Ratio Comparison

FCSPX has a 0.00% expense ratio, which is lower than FGSAX's 1.15% expense ratio.


Return for Risk

FCSPX vs. FGSAX — Risk / Return Rank

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

FCSPX
FCSPX Risk / Return Rank: 6161
Overall Rank
FCSPX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FCSPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FCSPX Omega Ratio Rank: 6060
Omega Ratio Rank
FCSPX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FCSPX Martin Ratio Rank: 5858
Martin Ratio Rank

FGSAX
FGSAX Risk / Return Rank: 1212
Overall Rank
FGSAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FGSAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FGSAX Omega Ratio Rank: 1313
Omega Ratio Rank
FGSAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FGSAX Martin Ratio Rank: 1212
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.

FCSPX vs. FGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Corporate Bond Strategy Port (FCSPX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). 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.


FCSPXFGSAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.27

+0.80

Sortino ratio

Return per unit of downside risk

1.52

0.54

+0.98

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.16

Calmar ratio

Return relative to maximum drawdown

1.68

0.29

+1.39

Martin ratio

Return relative to average drawdown

5.54

0.89

+4.65

FCSPX vs. FGSAX - Sharpe Ratio Comparison

The current FCSPX Sharpe Ratio is 1.08, which is higher than the FGSAX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FCSPX and FGSAX, 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


FCSPXFGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.27

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.42

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.47

+0.10

Correlation

The correlation between FCSPX and FGSAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FCSPX vs. FGSAX - Dividend Comparison

FCSPX's dividend yield for the trailing twelve months is around 4.38%, less than FGSAX's 5.44% yield.


TTM20252024202320222021202020192018201720162015
FCSPX
Federated Hermes Corporate Bond Strategy Port
4.38%4.59%3.95%3.35%3.28%3.36%3.51%3.95%4.88%4.09%4.30%4.59%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
5.44%4.92%4.32%0.00%2.31%25.75%7.07%8.13%14.46%13.93%0.89%25.34%

Drawdowns

FCSPX vs. FGSAX - Drawdown Comparison

The maximum FCSPX drawdown since its inception was -22.68%, smaller than the maximum FGSAX drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for FCSPX and FGSAX.


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Drawdown Indicators


FCSPXFGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.68%

-66.17%

+43.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-13.73%

+10.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.68%

-35.79%

+13.11%

Max Drawdown (10Y)

Largest decline over 10 years

-22.68%

-37.19%

+14.51%

Current Drawdown

Current decline from peak

-2.71%

-13.73%

+11.02%

Average Drawdown

Average peak-to-trough decline

-4.17%

-16.19%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

4.50%

-3.53%

Volatility

FCSPX vs. FGSAX - Volatility Comparison

The current volatility for Federated Hermes Corporate Bond Strategy Port (FCSPX) is 1.77%, while Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a volatility of 5.44%. This indicates that FCSPX experiences smaller price fluctuations and is considered to be less risky than FGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSPXFGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

5.44%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

13.89%

-10.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

20.42%

-15.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.78%

22.39%

-15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

22.29%

-16.08%