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

Correlation

The correlation between FCSPX and FNILX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.60%
4.27%
FCSPX
FNILX

Key characteristics

Sharpe Ratio

FCSPX:

0.43

FNILX:

1.89

Sortino Ratio

FCSPX:

0.64

FNILX:

2.52

Omega Ratio

FCSPX:

1.08

FNILX:

1.35

Calmar Ratio

FCSPX:

0.19

FNILX:

2.83

Martin Ratio

FCSPX:

1.30

FNILX:

11.90

Ulcer Index

FCSPX:

1.88%

FNILX:

2.05%

Daily Std Dev

FCSPX:

5.69%

FNILX:

12.98%

Max Drawdown

FCSPX:

-22.68%

FNILX:

-33.75%

Current Drawdown

FCSPX:

-8.61%

FNILX:

-4.06%

Returns By Period

In the year-to-date period, FCSPX achieves a -1.40% return, which is significantly lower than FNILX's -0.53% return.


FCSPX

YTD

-1.40%

1M

-2.48%

6M

-0.60%

1Y

1.43%

5Y*

0.47%

10Y*

2.76%

FNILX

YTD

-0.53%

1M

-3.39%

6M

4.27%

1Y

24.37%

5Y*

13.92%

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%.


FCSPX
Federated Hermes Corporate Bond Strategy Port
Expense ratio chart for FCSPX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%
Expense ratio chart for FNILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

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 3434
Overall Rank
The Sharpe Ratio Rank of FCSPX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FCSPX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FCSPX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FCSPX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FCSPX is 3333
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 9191
Overall Rank
The Sharpe Ratio Rank of FNILX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 9393
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.


Sharpe ratio
The chart of Sharpe ratio for FCSPX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.000.431.98
The chart of Sortino ratio for FCSPX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.000.642.63
The chart of Omega ratio for FCSPX, currently valued at 1.08, compared to the broader market1.002.003.001.081.36
The chart of Calmar ratio for FCSPX, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.192.96
The chart of Martin ratio for FCSPX, currently valued at 1.30, compared to the broader market0.0020.0040.0060.001.3012.45
FCSPX
FNILX

The current FCSPX Sharpe Ratio is 0.43, which is lower than the FNILX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FCSPX and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.43
1.98
FCSPX
FNILX

Dividends

FCSPX vs. FNILX - Dividend Comparison

FCSPX's dividend yield for the trailing twelve months is around 4.00%, more than FNILX's 1.10% yield.


TTM20242023202220212020201920182017201620152014
FCSPX
Federated Hermes Corporate Bond Strategy Port
4.00%3.94%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
1.10%1.09%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%0.00%

Drawdowns

FCSPX vs. FNILX - Drawdown Comparison

The maximum FCSPX drawdown since its inception was -22.68%, smaller than the maximum FNILX drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for FCSPX and FNILX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.61%
-4.06%
FCSPX
FNILX

Volatility

FCSPX vs. FNILX - Volatility Comparison

The current volatility for Federated Hermes Corporate Bond Strategy Port (FCSPX) is 1.31%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.69%. This indicates that FCSPX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
1.31%
4.69%
FCSPX
FNILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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