PortfoliosLab logoPortfoliosLab logo
FHYSX vs. APHFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHYSX vs. APHFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes High-Yield Strategy Portfolio (FHYSX) and Artisan High Income Fund Class I (APHFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHYSX vs. APHFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHYSX
Federated Hermes High-Yield Strategy Portfolio
-1.76%9.14%6.42%12.77%-13.16%4.49%6.08%15.14%-2.16%8.18%
APHFX
Artisan High Income Fund Class I
-1.94%8.43%8.60%13.77%-10.93%4.09%10.22%14.26%-1.32%8.85%

Returns By Period

In the year-to-date period, FHYSX achieves a -1.76% return, which is significantly higher than APHFX's -1.94% return.


FHYSX

1D
0.17%
1M
-2.27%
YTD
-1.76%
6M
0.01%
1Y
5.88%
3Y*
7.48%
5Y*
3.11%
10Y*
5.39%

APHFX

1D
0.11%
1M
-2.09%
YTD
-1.94%
6M
-0.84%
1Y
5.13%
3Y*
7.78%
5Y*
3.53%
10Y*
*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.


FHYSX vs. APHFX - Expense Ratio Comparison

FHYSX has a 0.02% expense ratio, which is lower than APHFX's 0.71% expense ratio.


Return for Risk

FHYSX vs. APHFX — Risk / Return Rank

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

FHYSX
FHYSX Risk / Return Rank: 8989
Overall Rank
FHYSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 9393
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8989
Martin Ratio Rank

APHFX
APHFX Risk / Return Rank: 8484
Overall Rank
APHFX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
APHFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
APHFX Omega Ratio Rank: 9090
Omega Ratio Rank
APHFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
APHFX Martin Ratio Rank: 7575
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.

FHYSX vs. APHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes High-Yield Strategy Portfolio (FHYSX) and Artisan High Income Fund Class I (APHFX). 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.


FHYSXAPHFXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.66

+0.02

Sortino ratio

Return per unit of downside risk

2.37

2.50

-0.13

Omega ratio

Gain probability vs. loss probability

1.45

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

2.36

1.86

+0.50

Martin ratio

Return relative to average drawdown

9.71

7.17

+2.55

FHYSX vs. APHFX - Sharpe Ratio Comparison

The current FHYSX Sharpe Ratio is 1.67, which is comparable to the APHFX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FHYSX and APHFX, 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


FHYSXAPHFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.66

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.73

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.05

-0.19

Correlation

The correlation between FHYSX and APHFX is 0.78, 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

FHYSX vs. APHFX - Dividend Comparison

FHYSX's dividend yield for the trailing twelve months is around 5.82%, less than APHFX's 6.62% yield.


TTM20252024202320222021202020192018201720162015
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.82%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%
APHFX
Artisan High Income Fund Class I
6.62%6.96%7.39%5.56%5.83%5.50%6.01%6.44%7.25%7.96%0.00%0.00%

Drawdowns

FHYSX vs. APHFX - Drawdown Comparison

The maximum FHYSX drawdown since its inception was -21.45%, roughly equal to the maximum APHFX drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for FHYSX and APHFX.


Loading graphics...

Drawdown Indicators


FHYSXAPHFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-21.51%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.76%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-14.80%

-2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-2.27%

-2.63%

+0.36%

Average Drawdown

Average peak-to-trough decline

-2.61%

-2.54%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.71%

-0.10%

Volatility

FHYSX vs. APHFX - Volatility Comparison

Federated Hermes High-Yield Strategy Portfolio (FHYSX) has a higher volatility of 1.24% compared to Artisan High Income Fund Class I (APHFX) at 1.07%. This indicates that FHYSX's price experiences larger fluctuations and is considered to be riskier than APHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHYSXAPHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.07%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

2.01%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.40%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

4.87%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

5.33%

+0.43%