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FEUGX vs. MDSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEUGX vs. MDSIX - Performance Comparison

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

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FEUGX vs. MDSIX - 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%
MDSIX
Integrity Short Term Government Fund
0.36%6.91%6.90%4.30%-7.23%-1.14%2.76%3.54%2.21%1.19%

Returns By Period

In the year-to-date period, FEUGX achieves a 0.90% return, which is significantly higher than MDSIX's 0.36% return. Both investments have delivered pretty close results over the past 10 years, with FEUGX having a 1.89% annualized return and MDSIX not far behind at 1.87%.


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%

MDSIX

1D
0.34%
1M
-0.89%
YTD
0.36%
6M
1.92%
1Y
5.21%
3Y*
5.51%
5Y*
1.95%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEUGX vs. MDSIX - Expense Ratio Comparison

Both FEUGX and MDSIX have an expense ratio of 0.55%.


Return for Risk

FEUGX vs. MDSIX — 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

MDSIX
MDSIX Risk / Return Rank: 9696
Overall Rank
MDSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MDSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
MDSIX Omega Ratio Rank: 9494
Omega Ratio Rank
MDSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MDSIX Martin Ratio Rank: 9797
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. MDSIX - Risk-Adjusted Trends Comparison

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


FEUGXMDSIXDifference

Sharpe ratio

Return per unit of total volatility

3.33

2.34

+0.99

Sortino ratio

Return per unit of downside risk

9.08

3.77

+5.31

Omega ratio

Gain probability vs. loss probability

3.05

1.48

+1.57

Calmar ratio

Return relative to maximum drawdown

9.65

4.35

+5.30

Martin ratio

Return relative to average drawdown

33.30

17.55

+15.75

FEUGX vs. MDSIX - Sharpe Ratio Comparison

The current FEUGX Sharpe Ratio is 3.33, which is higher than the MDSIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of FEUGX and MDSIX, 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


FEUGXMDSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

2.34

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.69

0.59

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.52

0.60

+0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.59

+0.38

Correlation

The correlation between FEUGX and MDSIX 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. MDSIX - Dividend Comparison

FEUGX's dividend yield for the trailing twelve months is around 4.08%, more than MDSIX's 3.13% 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%
MDSIX
Integrity Short Term Government Fund
3.13%2.54%3.91%1.51%0.93%1.90%4.41%3.50%3.70%3.01%2.50%2.44%

Drawdowns

FEUGX vs. MDSIX - Drawdown Comparison

The maximum FEUGX drawdown since its inception was -18.32%, which is greater than MDSIX's maximum drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for FEUGX and MDSIX.


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Drawdown Indicators


FEUGXMDSIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.32%

-11.28%

-7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.53%

-1.22%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-3.05%

-11.11%

+8.06%

Max Drawdown (10Y)

Largest decline over 10 years

-3.17%

-11.28%

+8.11%

Current Drawdown

Current decline from peak

-0.21%

-0.89%

+0.68%

Average Drawdown

Average peak-to-trough decline

-1.15%

-1.26%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

0.30%

-0.15%

Volatility

FEUGX vs. MDSIX - Volatility Comparison

The current volatility for Federated Hermes Adjustable Rate Fund (FEUGX) is 0.21%, while Integrity Short Term Government Fund (MDSIX) has a volatility of 0.90%. This indicates that FEUGX experiences smaller price fluctuations and is considered to be less risky than MDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUGXMDSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.90%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

1.52%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

1.56%

2.30%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.48%

3.30%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.25%

3.13%

-1.88%