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FHI vs. GDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHI vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes, Inc. (FHI) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FHI achieves a 9.44% return, which is significantly higher than GDE's -2.79% return.


FHI

1D
-0.28%
1M
0.54%
YTD
9.44%
6M
4.89%
1Y
32.82%
3Y*
21.19%
5Y*
14.44%
10Y*
12.78%

GDE

1D
0.60%
1M
-12.14%
YTD
-2.79%
6M
-7.27%
1Y
34.15%
3Y*
40.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHI vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FHI
Federated Hermes, Inc.
9.44%30.45%29.60%-3.72%7.77%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
-2.79%73.76%44.79%33.85%-8.58%

Correlation

The correlation between FHI and GDE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.28

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Return for Risk

FHI vs. GDE — Risk / Return Rank

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

FHI
FHI Risk / Return Rank: 8080
Overall Rank
FHI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FHI Sortino Ratio Rank: 7676
Sortino Ratio Rank
FHI Omega Ratio Rank: 7575
Omega Ratio Rank
FHI Calmar Ratio Rank: 8282
Calmar Ratio Rank
FHI Martin Ratio Rank: 8585
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 3333
Overall Rank
GDE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDE Omega Ratio Rank: 3636
Omega Ratio Rank
GDE Calmar Ratio Rank: 3333
Calmar Ratio Rank
GDE Martin Ratio Rank: 3131
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.

FHI vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes, Inc. (FHI) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FHIGDEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

2.62

1.51

+1.11

Martin ratioReturn relative to average drawdown

8.08

4.10

+3.97

FHI vs. GDE - Sharpe Ratio Comparison

The current FHI Sharpe Ratio is 1.44, which is comparable to the GDE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FHI and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FHI vs. GDE - Drawdown Comparison

The maximum FHI drawdown since its inception was -64.89%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for FHI and GDE.


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Drawdown Indicators


FHIGDEDifference

Max Drawdown

Largest peak-to-trough decline

-64.89%

-32.01%

-32.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-22.66%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

-22.66%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.61%

Max Drawdown (10Y)

Largest decline over 10 years

-64.89%

Current Drawdown

Current decline from peak

-6.36%

-21.35%

+14.99%

Average Drawdown

Average peak-to-trough decline

-15.76%

-8.00%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

8.34%

-4.27%

Volatility

FHI vs. GDE - Volatility Comparison

The current volatility for Federated Hermes, Inc. (FHI) is 7.12%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 11.71%. This indicates that FHI experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHIGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

11.71%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

18.22%

26.56%

-8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

30.44%

-7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

27.16%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.38%

27.16%

+5.22%

Dividends

FHI vs. GDE - Dividend Comparison

FHI's dividend yield for the trailing twelve months is around 2.49%, less than GDE's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
FHI
Federated Hermes, Inc.
2.49%2.55%5.38%3.38%2.97%2.87%7.20%3.31%3.99%2.77%7.07%3.49%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.44%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FHI and GDE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDE has higher volatility (11.71%) compared to FHI (7.12%). In terms of maximum drawdown, FHI dropped -64.89% vs GDE's -32.01%.

FHI currently has the higher Sharpe Ratio (1.44 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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