FHI vs. VTV
Compare and contrast key facts about Federated Hermes, Inc. (FHI) and Vanguard Value ETF (VTV).
VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FHI or VTV.
Key characteristics
| FHI | VTV | |
|---|---|---|
| YTD Return | 32.44% | 20.35% |
| 1Y Return | 37.09% | 28.81% |
| 3Y Return (Ann) | 10.27% | 9.49% |
| 5Y Return (Ann) | 10.09% | 11.51% |
| 10Y Return (Ann) | 8.20% | 10.56% |
| Sharpe Ratio | 1.89 | 2.89 |
| Sortino Ratio | 2.61 | 4.05 |
| Omega Ratio | 1.32 | 1.53 |
| Calmar Ratio | 1.36 | 5.78 |
| Martin Ratio | 8.31 | 18.59 |
| Ulcer Index | 4.47% | 1.58% |
| Daily Std Dev | 19.66% | 10.17% |
| Max Drawdown | -64.89% | -59.27% |
| Current Drawdown | -0.45% | -1.36% |
Correlation
The correlation between FHI and VTV is 0.63, 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. VTV - Performance Comparison
In the year-to-date period, FHI achieves a 32.44% return, which is significantly higher than VTV's 20.35% return. Over the past 10 years, FHI has underperformed VTV with an annualized return of 8.20%, while VTV has yielded a comparatively higher 10.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FHI vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes, Inc. (FHI) and Vanguard Value ETF (VTV). 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.
Dividends
FHI vs. VTV - Dividend Comparison
FHI's dividend yield for the trailing twelve months is around 5.26%, more than VTV's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHI Federated Hermes, Inc. | 5.26% | 3.38% | 2.97% | 2.87% | 7.20% | 3.31% | 3.99% | 2.77% | 7.07% | 3.49% | 3.04% | 3.40% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
FHI vs. VTV - Drawdown Comparison
The maximum FHI drawdown since its inception was -64.89%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for FHI and VTV. For additional features, visit the drawdowns tool.
Volatility
FHI vs. VTV - Volatility Comparison
Federated Hermes, Inc. (FHI) has a higher volatility of 6.35% compared to Vanguard Value ETF (VTV) at 3.64%. This indicates that FHI's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.