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FFRSX vs. OOSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRSX vs. OOSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and Invesco Senior Floating Rate Fund (OOSAX). The values are adjusted to include any dividend payments, if applicable.

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FFRSX vs. OOSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
-0.72%5.61%6.71%8.04%-5.85%3.73%0.45%6.71%0.38%3.54%
OOSAX
Invesco Senior Floating Rate Fund
-2.34%3.78%7.76%10.67%-0.94%8.66%-4.46%2.36%-0.86%3.79%

Returns By Period

In the year-to-date period, FFRSX achieves a -0.72% return, which is significantly higher than OOSAX's -2.34% return. Over the past 10 years, FFRSX has underperformed OOSAX with an annualized return of 3.41%, while OOSAX has yielded a comparatively higher 3.86% annualized return.


FFRSX

1D
0.00%
1M
-0.12%
YTD
-0.72%
6M
0.69%
1Y
3.97%
3Y*
5.64%
5Y*
3.17%
10Y*
3.41%

OOSAX

1D
0.16%
1M
-0.48%
YTD
-2.34%
6M
-3.07%
1Y
1.39%
3Y*
5.79%
5Y*
4.91%
10Y*
3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFRSX vs. OOSAX - Expense Ratio Comparison

FFRSX has a 0.68% expense ratio, which is lower than OOSAX's 1.04% expense ratio.


Return for Risk

FFRSX vs. OOSAX — Risk / Return Rank

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

FFRSX
FFRSX Risk / Return Rank: 9393
Overall Rank
FFRSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FFRSX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FFRSX Omega Ratio Rank: 9797
Omega Ratio Rank
FFRSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FFRSX Martin Ratio Rank: 9292
Martin Ratio Rank

OOSAX
OOSAX Risk / Return Rank: 2525
Overall Rank
OOSAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
OOSAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
OOSAX Omega Ratio Rank: 4545
Omega Ratio Rank
OOSAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
OOSAX Martin Ratio Rank: 1212
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.

FFRSX vs. OOSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and Invesco Senior Floating Rate Fund (OOSAX). 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.


FFRSXOOSAXDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.63

+1.13

Sortino ratio

Return per unit of downside risk

3.04

1.03

+2.01

Omega ratio

Gain probability vs. loss probability

1.66

1.19

+0.46

Calmar ratio

Return relative to maximum drawdown

3.06

0.35

+2.72

Martin ratio

Return relative to average drawdown

11.21

0.89

+10.32

FFRSX vs. OOSAX - Sharpe Ratio Comparison

The current FFRSX Sharpe Ratio is 1.76, which is higher than the OOSAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FFRSX and OOSAX, 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


FFRSXOOSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.63

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

1.41

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.95

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.29

-0.10

Correlation

The correlation between FFRSX and OOSAX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFRSX vs. OOSAX - Dividend Comparison

FFRSX's dividend yield for the trailing twelve months is around 5.61%, more than OOSAX's 4.65% yield.


TTM20252024202320222021202020192018201720162015
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
5.61%6.38%6.95%6.88%4.15%2.92%3.37%4.62%4.41%3.68%3.76%3.71%
OOSAX
Invesco Senior Floating Rate Fund
4.65%6.68%8.38%7.76%7.42%4.37%4.84%5.24%4.65%4.08%4.78%4.65%

Drawdowns

FFRSX vs. OOSAX - Drawdown Comparison

The maximum FFRSX drawdown since its inception was -17.13%, smaller than the maximum OOSAX drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for FFRSX and OOSAX.


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Drawdown Indicators


FFRSXOOSAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-32.12%

+14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-3.23%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

-6.52%

-1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

-23.53%

+6.40%

Current Drawdown

Current decline from peak

-0.83%

-3.07%

+2.24%

Average Drawdown

Average peak-to-trough decline

-0.92%

-2.15%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.24%

-0.86%

Volatility

FFRSX vs. OOSAX - Volatility Comparison

The current volatility for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) is 0.63%, while Invesco Senior Floating Rate Fund (OOSAX) has a volatility of 0.70%. This indicates that FFRSX experiences smaller price fluctuations and is considered to be less risky than OOSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFRSXOOSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.70%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

1.89%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.45%

3.45%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.43%

3.56%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

4.12%

-0.88%