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FEUGX vs. DFFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEUGX vs. DFFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Adjustable Rate Fund (FEUGX) and DFA Short-Term Government Portfolio (DFFGX). The values are adjusted to include any dividend payments, if applicable.

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FEUGX vs. DFFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEUGX
Federated Hermes Adjustable Rate Fund
0.90%5.26%4.81%4.20%-2.36%-0.29%0.96%2.95%1.66%0.67%
DFFGX
DFA Short-Term Government Portfolio
0.87%3.12%5.29%5.01%-4.41%-1.27%0.39%2.52%1.17%0.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with FEUGX having a 0.90% return and DFFGX slightly lower at 0.87%. Over the past 10 years, FEUGX has outperformed DFFGX with an annualized return of 1.89%, while DFFGX has yielded a comparatively lower 1.18% annualized return.


FEUGX

1D
0.11%
1M
-0.21%
YTD
0.90%
6M
2.15%
1Y
4.63%
3Y*
4.56%
5Y*
2.50%
10Y*
1.89%

DFFGX

1D
0.06%
1M
0.26%
YTD
0.87%
6M
1.92%
1Y
2.99%
3Y*
4.36%
5Y*
1.83%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEUGX vs. DFFGX - Expense Ratio Comparison

FEUGX has a 0.55% expense ratio, which is higher than DFFGX's 0.18% expense ratio.


Return for Risk

FEUGX vs. DFFGX — Risk / Return Rank

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

FEUGX
FEUGX Risk / Return Rank: 9999
Overall Rank
FEUGX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FEUGX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FEUGX Omega Ratio Rank: 9999
Omega Ratio Rank
FEUGX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FEUGX Martin Ratio Rank: 9999
Martin Ratio Rank

DFFGX
DFFGX Risk / Return Rank: 8686
Overall Rank
DFFGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DFFGX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DFFGX Omega Ratio Rank: 9999
Omega Ratio Rank
DFFGX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DFFGX Martin Ratio Rank: 8686
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.

FEUGX vs. DFFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Adjustable Rate Fund (FEUGX) and DFA Short-Term Government Portfolio (DFFGX). 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.


FEUGXDFFGXDifference

Sharpe ratio

Return per unit of total volatility

3.33

1.55

+1.78

Sortino ratio

Return per unit of downside risk

9.08

1.70

+7.38

Omega ratio

Gain probability vs. loss probability

3.05

2.20

+0.84

Calmar ratio

Return relative to maximum drawdown

9.65

3.09

+6.56

Martin ratio

Return relative to average drawdown

33.30

9.14

+24.16

FEUGX vs. DFFGX - Sharpe Ratio Comparison

The current FEUGX Sharpe Ratio is 3.33, which is higher than the DFFGX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FEUGX and DFFGX, 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


FEUGXDFFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

1.55

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.69

0.99

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.52

0.76

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.49

+0.48

Correlation

The correlation between FEUGX and DFFGX is 0.30, 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.


Dividends

FEUGX vs. DFFGX - Dividend Comparison

FEUGX's dividend yield for the trailing twelve months is around 4.08%, more than DFFGX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
FEUGX
Federated Hermes Adjustable Rate Fund
4.08%4.57%4.36%3.88%1.11%0.12%1.06%2.70%1.75%0.98%0.67%0.50%
DFFGX
DFA Short-Term Government Portfolio
2.86%2.98%4.87%3.57%1.85%0.15%0.29%1.83%1.53%1.18%0.99%1.27%

Drawdowns

FEUGX vs. DFFGX - Drawdown Comparison

The maximum FEUGX drawdown since its inception was -18.32%, which is greater than DFFGX's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for FEUGX and DFFGX.


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Drawdown Indicators


FEUGXDFFGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.32%

-10.09%

-8.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.53%

-1.00%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-3.05%

-6.49%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-3.17%

-6.49%

+3.32%

Current Drawdown

Current decline from peak

-0.21%

0.00%

-0.21%

Average Drawdown

Average peak-to-trough decline

-1.15%

-0.86%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

0.34%

-0.19%

Volatility

FEUGX vs. DFFGX - Volatility Comparison

Federated Hermes Adjustable Rate Fund (FEUGX) has a higher volatility of 0.21% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that FEUGX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUGXDFFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.15%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

0.40%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.56%

1.43%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.48%

1.85%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.25%

1.57%

-0.32%