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FCSPX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCSPX and FNILX is -0.95. 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.


Performance

FCSPX vs. FNILX - Performance Comparison

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

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Key characteristics

Daily Std Dev

FCSPX:

5.60%

FNILX:

11.71%

Max Drawdown

FCSPX:

-22.68%

FNILX:

-0.74%

Current Drawdown

FCSPX:

-6.27%

FNILX:

0.00%

Returns By Period


FCSPX

YTD

0.74%

1M

1.43%

6M

-0.31%

1Y

5.09%

5Y*

1.35%

10Y*

3.13%

FNILX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FCSPX vs. FNILX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FCSPX vs. FNILX — Risk-Adjusted Performance Rank

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

FCSPX
The Risk-Adjusted Performance Rank of FCSPX is 7676
Overall Rank
The Sharpe Ratio Rank of FCSPX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FCSPX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FCSPX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FCSPX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FCSPX is 7777
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 6565
Overall Rank
The Sharpe Ratio Rank of FNILX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCSPX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Corporate Bond Strategy Port (FCSPX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.



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Dividends

FCSPX vs. FNILX - Dividend Comparison

FCSPX's dividend yield for the trailing twelve months is around 4.11%, more than FNILX's 1.13% yield.


TTM20242023202220212020201920182017201620152014
FCSPX
Federated Hermes Corporate Bond Strategy Port
4.11%4.33%4.00%3.91%3.24%3.47%3.94%4.44%4.11%4.32%4.60%0.55%
FNILX
Fidelity ZERO Large Cap Index Fund
1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCSPX vs. FNILX - Drawdown Comparison

The maximum FCSPX drawdown since its inception was -22.68%, which is greater than FNILX's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for FCSPX and FNILX. For additional features, visit the drawdowns tool.


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Volatility

FCSPX vs. FNILX - Volatility Comparison


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