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FHTFX vs. HIMFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHTFX vs. HIMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Municipal High Yield Advtg Fd (FHTFX) and American High-Income Municipal Bond Fund Class F-3 (HIMFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FHTFX achieves a 1.36% return, which is significantly lower than HIMFX's 1.52% return.


FHTFX

1D
-0.25%
1M
-1.63%
6M
0.76%
YTD
1.36%
1Y
7.39%
3Y*
4.08%
5Y*
0.25%
10Y*
2.24%
ALL TIME*
3.96%

HIMFX

1D
-0.26%
1M
-1.87%
6M
0.85%
YTD
1.52%
1Y
6.78%
3Y*
5.31%
5Y*
1.30%
10Y*
ALL TIME*
3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FHTFX vs. HIMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHTFX
Federated Hermes Municipal High Yield Advtg Fd
1.36%2.09%5.67%6.91%-13.36%5.47%2.91%9.76%0.76%6.88%
HIMFX
American High-Income Municipal Bond Fund Class F-3
1.52%4.69%6.23%7.89%-12.36%5.60%4.74%8.92%1.91%8.22%

Correlation

The correlation between FHTFX and HIMFX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.81

The correlation between FHTFX and HIMFX shifts across timeframes, from 0.72 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FHTFX vs. HIMFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FHTFX
FHTFX Risk / Return Rank: 9595
Overall Rank
FHTFX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FHTFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
FHTFX Omega Ratio Rank: 9797
Omega Ratio Rank
FHTFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FHTFX Martin Ratio Rank: 9393
Martin Ratio Rank

HIMFX
HIMFX Risk / Return Rank: 9090
Overall Rank
HIMFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HIMFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HIMFX Omega Ratio Rank: 9595
Omega Ratio Rank
HIMFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
HIMFX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FHTFX vs. HIMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Municipal High Yield Advtg Fd (FHTFX) and American High-Income Municipal Bond Fund Class F-3 (HIMFX). 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.


FHTFXHIMFXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.68

1.61

+0.07

Calmar ratioReturn relative to maximum drawdown

3.77

2.88

+0.89

Martin ratioReturn relative to average drawdown

14.41

10.12

+4.29

FHTFX vs. HIMFX - Sharpe Ratio Comparison

The current FHTFX Sharpe Ratio is 2.81, which is comparable to the HIMFX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of FHTFX and HIMFX, 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

FHTFX vs. HIMFX - Drawdown Comparison

The maximum FHTFX drawdown since its inception was -27.61%, which is greater than HIMFX's maximum drawdown of -17.57%. Use the drawdown chart below to compare losses from any high point for FHTFX and HIMFX.


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Drawdown Indicators


FHTFXHIMFXDifference

Max Drawdown

Largest peak-to-trough decline

-27.61%

-17.57%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.76%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-7.25%

-6.14%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-17.57%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-17.77%

Current Drawdown

Current decline from peak

-1.63%

-1.87%

+0.24%

Average Drawdown

Average peak-to-trough decline

-2.65%

-3.13%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.79%

-0.07%

Volatility

FHTFX vs. HIMFX - Volatility Comparison

Federated Hermes Municipal High Yield Advtg Fd (FHTFX) has a higher volatility of 0.98% compared to American High-Income Municipal Bond Fund Class F-3 (HIMFX) at 0.92%. This indicates that FHTFX's price experiences larger fluctuations and is considered to be riskier than HIMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHTFXHIMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.92%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

2.39%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

3.09%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

4.85%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

4.57%

+0.29%

FHTFX vs. HIMFX - Expense Ratio Comparison

FHTFX has a 0.89% expense ratio, which is higher than HIMFX's 0.31% expense ratio.


Dividends

FHTFX vs. HIMFX - Dividend Comparison

FHTFX's dividend yield for the trailing twelve months is around 3.43%, less than HIMFX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
FHTFX
Federated Hermes Municipal High Yield Advtg Fd
3.43%3.02%4.53%3.81%3.65%3.14%3.52%3.88%3.85%3.88%4.11%4.02%
HIMFX
American High-Income Municipal Bond Fund Class F-3
3.91%4.32%3.83%3.71%2.80%3.54%3.73%3.49%3.99%3.61%0.00%0.00%

Frequently Asked Questions


FHTFX and HIMFX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FHTFX has higher volatility (0.98%) compared to HIMFX (0.92%). In terms of maximum drawdown, FHTFX dropped -27.61% vs HIMFX's -17.57%.

FHTFX currently has the higher Sharpe Ratio (2.81 vs 2.58), 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.

Portfolio Optimizer

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