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FCSPX vs. FHYSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCSPX vs. FHYSX - 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 High-Yield Strategy Portfolio (FHYSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCSPX achieves a 0.87% return, which is significantly lower than FHYSX's 1.36% return. Over the past 10 years, FCSPX has underperformed FHYSX with an annualized return of 3.39%, while FHYSX has yielded a comparatively higher 5.32% annualized return.


FCSPX

1D
0.10%
1M
1.11%
YTD
0.87%
6M
1.23%
1Y
6.91%
3Y*
5.83%
5Y*
0.81%
10Y*
3.39%

FHYSX

1D
0.00%
1M
0.70%
YTD
1.36%
6M
2.23%
1Y
7.21%
3Y*
8.54%
5Y*
3.48%
10Y*
5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCSPX vs. FHYSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCSPX
Federated Hermes Corporate Bond Strategy Port
0.87%8.13%2.78%8.48%-16.25%-0.95%11.90%16.59%-3.05%8.03%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
1.36%9.14%6.42%12.77%-13.16%4.49%6.08%15.14%-2.16%8.34%

Correlation

The correlation between FCSPX and FHYSX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2009

0.30

Over the past year, FCSPX and FHYSX have become more correlated (0.55) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

FCSPX vs. FHYSX — Risk / Return Rank

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

FCSPX
FCSPX Risk / Return Rank: 3232
Overall Rank
FCSPX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FCSPX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FCSPX Omega Ratio Rank: 3636
Omega Ratio Rank
FCSPX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FCSPX Martin Ratio Rank: 3333
Martin Ratio Rank

FHYSX
FHYSX Risk / Return Rank: 7171
Overall Rank
FHYSX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 8181
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8282
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. FHYSX - 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 High-Yield Strategy Portfolio (FHYSX). 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.


FCSPXFHYSXDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.32

1.54

-0.22

Calmar ratioReturn relative to maximum drawdown

2.18

2.96

-0.79

Martin ratioReturn relative to average drawdown

7.52

15.43

-7.91

FCSPX vs. FHYSX - Sharpe Ratio Comparison

The current FCSPX Sharpe Ratio is 1.54, which is comparable to the FHYSX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FCSPX and FHYSX, 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


FCSPXFHYSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.13

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.67

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.93

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.88

-0.30

Drawdowns

FCSPX vs. FHYSX - Drawdown Comparison

The maximum FCSPX drawdown since its inception was -22.68%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for FCSPX and FHYSX.


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Drawdown Indicators


FCSPXFHYSXDifference

Max Drawdown

Largest peak-to-trough decline

-22.68%

-21.45%

-1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-2.44%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-6.14%

-3.64%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.68%

-16.93%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-22.68%

-21.45%

-1.23%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-4.15%

-2.58%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.47%

+0.45%

Volatility

FCSPX vs. FHYSX - Volatility Comparison

Federated Hermes Corporate Bond Strategy Port (FCSPX) has a higher volatility of 1.51% compared to Federated Hermes High-Yield Strategy Portfolio (FHYSX) at 0.96%. This indicates that FCSPX's price experiences larger fluctuations and is considered to be riskier than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSPXFHYSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

0.96%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

2.61%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

3.40%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

5.24%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.23%

5.77%

+0.46%

FCSPX vs. FHYSX - Expense Ratio Comparison

FCSPX has a 0.00% expense ratio, which is lower than FHYSX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FCSPX vs. FHYSX - Dividend Comparison

FCSPX's dividend yield for the trailing twelve months is around 4.81%, less than FHYSX's 6.29% yield.


PositionTTM20252024202320222021202020192018201720162015
FCSPX
Federated Hermes Corporate Bond Strategy Port
4.81%4.59%3.95%3.35%3.28%3.36%3.51%3.95%4.88%4.09%4.30%4.59%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
6.29%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%

Frequently Asked Questions


FCSPX and FHYSX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCSPX has higher volatility (1.51%) compared to FHYSX (0.96%). In terms of maximum drawdown, FCSPX dropped -22.68% vs FHYSX's -21.45%.

FHYSX currently has the higher Sharpe Ratio (2.13 vs 1.54), 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

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