PortfoliosLab logoPortfoliosLab logo
FHMFX vs. FIIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHMFX vs. FIIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Corporate Bond Fund (FHMFX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHMFX vs. FIIFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHMFX
Fidelity Series Corporate Bond Fund
-1.04%8.18%3.13%9.11%-17.03%-1.41%10.15%14.45%-0.24%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
-1.02%7.62%3.20%5.66%-10.03%-1.61%7.58%9.72%0.19%

Returns By Period

The year-to-date returns for both investments are quite close, with FHMFX having a -1.04% return and FIIFX slightly higher at -1.02%.


FHMFX

1D
0.54%
1M
-2.72%
YTD
-1.04%
6M
-0.17%
1Y
4.34%
3Y*
5.12%
5Y*
0.72%
10Y*

FIIFX

1D
0.35%
1M
-1.94%
YTD
-1.02%
6M
0.24%
1Y
4.17%
3Y*
4.24%
5Y*
1.00%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FHMFX vs. FIIFX - Expense Ratio Comparison

FHMFX has a 0.00% expense ratio, which is lower than FIIFX's 0.58% expense ratio.


Return for Risk

FHMFX vs. FIIFX — Risk / Return Rank

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

FHMFX
FHMFX Risk / Return Rank: 5656
Overall Rank
FHMFX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FHMFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FHMFX Omega Ratio Rank: 4141
Omega Ratio Rank
FHMFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FHMFX Martin Ratio Rank: 5858
Martin Ratio Rank

FIIFX
FIIFX Risk / Return Rank: 8484
Overall Rank
FIIFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIIFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIIFX Omega Ratio Rank: 8282
Omega Ratio Rank
FIIFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIIFX Martin Ratio Rank: 8585
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.

FHMFX vs. FIIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Corporate Bond Fund (FHMFX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). 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.


FHMFXFIIFXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.49

-0.45

Sortino ratio

Return per unit of downside risk

1.48

2.25

-0.77

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.68

2.21

-0.53

Martin ratio

Return relative to average drawdown

5.59

8.69

-3.10

FHMFX vs. FIIFX - Sharpe Ratio Comparison

The current FHMFX Sharpe Ratio is 1.04, which is lower than the FIIFX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of FHMFX and FIIFX, 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 graphics...

Sharpe Ratios by Period


FHMFXFIIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.49

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.24

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.07

-0.63

Correlation

The correlation between FHMFX and FIIFX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FHMFX vs. FIIFX - Dividend Comparison

FHMFX's dividend yield for the trailing twelve months is around 4.40%, more than FIIFX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
FHMFX
Fidelity Series Corporate Bond Fund
4.40%4.70%4.52%4.07%2.65%2.42%3.05%3.90%1.49%0.00%0.00%0.00%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
3.89%4.15%3.39%2.95%1.97%2.69%2.64%2.92%4.02%4.27%3.30%3.79%

Drawdowns

FHMFX vs. FIIFX - Drawdown Comparison

The maximum FHMFX drawdown since its inception was -22.95%, which is greater than FIIFX's maximum drawdown of -14.85%. Use the drawdown chart below to compare losses from any high point for FHMFX and FIIFX.


Loading graphics...

Drawdown Indicators


FHMFXFIIFXDifference

Max Drawdown

Largest peak-to-trough decline

-22.95%

-14.85%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-2.28%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.95%

-14.85%

-8.10%

Max Drawdown (10Y)

Largest decline over 10 years

-14.85%

Current Drawdown

Current decline from peak

-2.72%

-1.94%

-0.78%

Average Drawdown

Average peak-to-trough decline

-6.43%

-1.93%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.58%

+0.41%

Volatility

FHMFX vs. FIIFX - Volatility Comparison

Fidelity Series Corporate Bond Fund (FHMFX) has a higher volatility of 1.82% compared to Federated Hermes Intermediate Corporate Bond Fund (FIIFX) at 1.02%. This indicates that FHMFX's price experiences larger fluctuations and is considered to be riskier than FIIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHMFXFIIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.02%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

1.97%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

3.38%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

4.26%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

3.80%

+2.74%