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FHYS vs. NEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHYS vs. NEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short Duration High Yield ETF (FHYS) and iShares Short Duration Bond Active ETF (NEAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FHYS achieves a 1.74% return, which is significantly higher than NEAR's 0.63% return.


FHYS

1D
-0.03%
1M
0.43%
YTD
1.74%
6M
2.02%
1Y
6.13%
3Y*
7.79%
5Y*
10Y*

NEAR

1D
-0.10%
1M
0.11%
YTD
0.63%
6M
0.83%
1Y
3.79%
3Y*
5.48%
5Y*
3.84%
10Y*
2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHYS vs. NEAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FHYS
Federated Hermes Short Duration High Yield ETF
1.74%7.72%7.23%10.88%-7.31%0.73%
NEAR
iShares Short Duration Bond Active ETF
0.63%5.90%5.09%7.42%0.41%0.04%

Correlation

The correlation between FHYS and NEAR is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.34

The correlation between FHYS and NEAR shifts across timeframes, from 0.34 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FHYS vs. NEAR — Risk / Return Rank

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

FHYS
FHYS Risk / Return Rank: 8282
Overall Rank
FHYS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FHYS Sortino Ratio Rank: 8484
Sortino Ratio Rank
FHYS Omega Ratio Rank: 8484
Omega Ratio Rank
FHYS Calmar Ratio Rank: 7575
Calmar Ratio Rank
FHYS Martin Ratio Rank: 8989
Martin Ratio Rank

NEAR
NEAR Risk / Return Rank: 8484
Overall Rank
NEAR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9292
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9191
Omega Ratio Rank
NEAR Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8080
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.

FHYS vs. NEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short Duration High Yield ETF (FHYS) and iShares Short Duration Bond Active ETF (NEAR). 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.


FHYSNEARDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.49

1.56

-0.07

Calmar ratioReturn relative to maximum drawdown

3.70

3.36

+0.34

Martin ratioReturn relative to average drawdown

19.00

15.26

+3.74

FHYS vs. NEAR - Sharpe Ratio Comparison

The current FHYS Sharpe Ratio is 2.29, which is comparable to the NEAR Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of FHYS and NEAR, 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

FHYS vs. NEAR - Drawdown Comparison

The maximum FHYS drawdown since its inception was -11.62%, which is greater than NEAR's maximum drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for FHYS and NEAR.


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Drawdown Indicators


FHYSNEARDifference

Max Drawdown

Largest peak-to-trough decline

-11.62%

-9.61%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.66%

-1.13%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-3.16%

-1.16%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-0.03%

-0.24%

+0.21%

Average Drawdown

Average peak-to-trough decline

-2.26%

-0.16%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

0.25%

+0.07%

Volatility

FHYS vs. NEAR - Volatility Comparison

Federated Hermes Short Duration High Yield ETF (FHYS) has a higher volatility of 0.63% compared to iShares Short Duration Bond Active ETF (NEAR) at 0.48%. This indicates that FHYS's price experiences larger fluctuations and is considered to be riskier than NEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHYSNEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.48%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

1.06%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

1.39%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

1.35%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

2.50%

+2.43%

FHYS vs. NEAR - Expense Ratio Comparison

FHYS has a 0.51% expense ratio, which is higher than NEAR's 0.25% expense ratio.


Dividends

FHYS vs. NEAR - Dividend Comparison

FHYS's dividend yield for the trailing twelve months is around 5.75%, more than NEAR's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
FHYS
Federated Hermes Short Duration High Yield ETF
5.75%5.96%6.42%6.76%6.25%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


FHYS and NEAR have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FHYS has higher volatility (0.63%) compared to NEAR (0.48%). In terms of maximum drawdown, FHYS dropped -11.62% vs NEAR's -9.61%.

On 3-year performance, FHYS leads with 7.79% vs 5.48% for NEAR. On fees, NEAR is cheaper at 0.25% per year. On volatility, NEAR has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FHYS has performed better with a 7.79% return vs 5.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NEAR is cheaper with a 0.25% expense ratio, compared with 0.51% for FHYS.

FHYS has the higher dividend yield at 5.75%, compared with 4.44% for NEAR.

FHYS is categorized as High Yield Bonds, while NEAR is Short-Term Bond. They also come from different issuers: Federated and iShares. Their fees differ too: 0.51% for FHYS and 0.25% for NEAR.

NEAR currently has the higher Sharpe Ratio (2.75 vs 2.29), 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

Find the right allocation for FHYS and NEAR

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