PortfoliosLab logo
FHI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHI and VOO is 0.56, 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.


Performance

FHI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes, Inc. (FHI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FHI:

1.52

VOO:

0.74

Sortino Ratio

FHI:

2.04

VOO:

1.04

Omega Ratio

FHI:

1.27

VOO:

1.15

Calmar Ratio

FHI:

1.44

VOO:

0.68

Martin Ratio

FHI:

5.23

VOO:

2.58

Ulcer Index

FHI:

6.23%

VOO:

4.93%

Daily Std Dev

FHI:

22.20%

VOO:

19.54%

Max Drawdown

FHI:

-64.89%

VOO:

-33.99%

Current Drawdown

FHI:

-2.63%

VOO:

-3.55%

Returns By Period

In the year-to-date period, FHI achieves a 4.30% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, FHI has underperformed VOO with an annualized return of 6.89%, while VOO has yielded a comparatively higher 12.81% annualized return.


FHI

YTD

4.30%

1M

4.76%

6M

0.30%

1Y

33.56%

3Y*

12.21%

5Y*

19.44%

10Y*

6.89%

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Federated Hermes, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHI vs. VOO — Risk-Adjusted Performance Rank

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

FHI
The Risk-Adjusted Performance Rank of FHI is 8787
Overall Rank
The Sharpe Ratio Rank of FHI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FHI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FHI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FHI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FHI is 8686
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes, Inc. (FHI) and Vanguard S&P 500 ETF (VOO). 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.


The current FHI Sharpe Ratio is 1.52, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FHI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHI vs. VOO - Dividend Comparison

FHI's dividend yield for the trailing twelve months is around 3.01%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FHI
Federated Hermes, Inc.
3.01%5.38%3.38%2.97%2.87%7.20%3.31%3.99%2.77%7.07%3.49%3.04%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FHI vs. VOO - Drawdown Comparison

The maximum FHI drawdown since its inception was -64.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FHI and VOO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHI vs. VOO - Volatility Comparison

The current volatility for Federated Hermes, Inc. (FHI) is 4.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that FHI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...