FEUGX vs. DFFGX
Compare and contrast key facts about Federated Hermes Adjustable Rate Fund (FEUGX) and DFA Short-Term Government Portfolio (DFFGX).
FEUGX is managed by Federated. It was launched on Dec 2, 1985. DFFGX is managed by Dimensional. It was launched on May 31, 1987.
Performance
FEUGX vs. DFFGX - Performance Comparison
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FEUGX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FEUGX
DFFGX
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.
| FEUGX | DFFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.33 | 1.55 | +1.78 |
Sortino ratioReturn per unit of downside risk | 9.08 | 1.70 | +7.38 |
Omega ratioGain probability vs. loss probability | 3.05 | 2.20 | +0.84 |
Calmar ratioReturn relative to maximum drawdown | 9.65 | 3.09 | +6.56 |
Martin ratioReturn relative to average drawdown | 33.30 | 9.14 | +24.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEUGX | DFFGX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FEUGX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -0.86% | -0.29% |
Ulcer IndexDepth 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
| FEUGX | DFFGX | Difference | |
|---|---|---|---|
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% |