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FCSPX vs. ISCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCSPX vs. ISCAX - 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 International Small-Mid Company Fund (ISCAX). The values are adjusted to include any dividend payments, if applicable.

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FCSPX vs. ISCAX - 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%
ISCAX
Federated Hermes International Small-Mid Company Fund
-3.05%34.01%5.67%12.61%-23.62%5.98%31.26%31.76%-18.88%34.73%

Returns By Period

In the year-to-date period, FCSPX achieves a -1.35% return, which is significantly higher than ISCAX's -3.05% return. Over the past 10 years, FCSPX has underperformed ISCAX with an annualized return of 3.42%, while ISCAX has yielded a comparatively higher 8.69% 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%

ISCAX

1D
-1.61%
1M
-11.91%
YTD
-3.05%
6M
-2.49%
1Y
20.20%
3Y*
13.19%
5Y*
4.79%
10Y*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCSPX vs. ISCAX - Expense Ratio Comparison

FCSPX has a 0.00% expense ratio, which is lower than ISCAX's 1.24% expense ratio.


Return for Risk

FCSPX vs. ISCAX — 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

ISCAX
ISCAX Risk / Return Rank: 7575
Overall Rank
ISCAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISCAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISCAX Omega Ratio Rank: 6868
Omega Ratio Rank
ISCAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
ISCAX Martin Ratio Rank: 8484
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. ISCAX - 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 International Small-Mid Company Fund (ISCAX). 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.


FCSPXISCAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.25

-0.17

Sortino ratio

Return per unit of downside risk

1.52

1.77

-0.25

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.68

1.93

-0.26

Martin ratio

Return relative to average drawdown

5.54

8.49

-2.95

FCSPX vs. ISCAX - Sharpe Ratio Comparison

The current FCSPX Sharpe Ratio is 1.08, which is comparable to the ISCAX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FCSPX and ISCAX, 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


FCSPXISCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.25

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.29

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.51

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.48

+0.08

Correlation

The correlation between FCSPX and ISCAX is -0.00. 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. ISCAX - Dividend Comparison

FCSPX's dividend yield for the trailing twelve months is around 4.38%, less than ISCAX's 7.68% 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%
ISCAX
Federated Hermes International Small-Mid Company Fund
7.68%7.45%0.00%0.84%0.79%7.79%5.80%4.89%15.53%6.51%0.92%12.23%

Drawdowns

FCSPX vs. ISCAX - Drawdown Comparison

The maximum FCSPX drawdown since its inception was -22.68%, smaller than the maximum ISCAX drawdown of -71.55%. Use the drawdown chart below to compare losses from any high point for FCSPX and ISCAX.


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Drawdown Indicators


FCSPXISCAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.68%

-71.55%

+48.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-11.91%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-22.68%

-40.33%

+17.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.68%

-40.33%

+17.65%

Current Drawdown

Current decline from peak

-2.71%

-11.91%

+9.20%

Average Drawdown

Average peak-to-trough decline

-4.17%

-22.33%

+18.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

3.00%

-2.03%

Volatility

FCSPX vs. ISCAX - Volatility Comparison

The current volatility for Federated Hermes Corporate Bond Strategy Port (FCSPX) is 1.77%, while Federated Hermes International Small-Mid Company Fund (ISCAX) has a volatility of 4.86%. This indicates that FCSPX experiences smaller price fluctuations and is considered to be less risky than ISCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSPXISCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

4.86%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

10.44%

-7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

17.22%

-12.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.78%

17.28%

-10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

17.29%

-11.08%