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

Performance

FHYSX vs. BHYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes High-Yield Strategy Portfolio (FHYSX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, FHYSX achieves a -0.92% return, which is significantly lower than BHYIX's -0.61% return. Over the past 10 years, FHYSX has underperformed BHYIX with an annualized return of 5.48%, while BHYIX has yielded a comparatively higher 6.02% annualized return.


FHYSX

1D
0.00%
1M
-1.27%
YTD
-0.92%
6M
0.70%
1Y
7.45%
3Y*
7.66%
5Y*
3.26%
10Y*
5.48%

BHYIX

1D
0.00%
1M
-0.98%
YTD
-0.61%
6M
1.02%
1Y
9.98%
3Y*
8.55%
5Y*
4.30%
10Y*
6.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHYSX vs. BHYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHYSX
Federated Hermes High-Yield Strategy Portfolio
-0.92%9.14%6.42%12.77%-13.16%4.49%6.08%15.14%-2.16%8.34%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
-0.61%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%

Correlation

The correlation between FHYSX and BHYIX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


FHYSX vs. BHYIX - Expense Ratio Comparison

FHYSX has a 0.02% expense ratio, which is lower than BHYIX's 0.59% expense ratio.


Compare stocks, funds, or ETFs

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


Return for Risk

FHYSX vs. BHYIX — Risk / Return Rank

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

FHYSX
FHYSX Risk / Return Rank: 8888
Overall Rank
FHYSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 9393
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8888
Martin Ratio Rank

BHYIX
BHYIX Risk / Return Rank: 8787
Overall Rank
BHYIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 9191
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8686
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. BHYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes High-Yield Strategy Portfolio (FHYSX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). 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.


FHYSXBHYIXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.92

-0.16

Sortino ratio

Return per unit of downside risk

2.50

2.73

-0.23

Omega ratio

Gain probability vs. loss probability

1.47

1.44

+0.03

Calmar ratio

Return relative to maximum drawdown

2.72

2.30

+0.43

Martin ratio

Return relative to average drawdown

10.79

10.24

+0.54

FHYSX vs. BHYIX - Sharpe Ratio Comparison

The current FHYSX Sharpe Ratio is 1.76, which is comparable to the BHYIX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FHYSX and BHYIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


FHYSXBHYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.92

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.83

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

1.02

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.21

-0.35

Drawdowns

FHYSX vs. BHYIX - Drawdown Comparison

The maximum FHYSX drawdown since its inception was -21.45%, smaller than the maximum BHYIX drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for FHYSX and BHYIX.


Loading graphics...

Drawdown Indicators


FHYSXBHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-34.82%

+13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-2.41%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-15.45%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-23.23%

+1.78%

Current Drawdown

Current decline from peak

-1.43%

-1.30%

-0.13%

Average Drawdown

Average peak-to-trough decline

-2.61%

-2.77%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.73%

-0.10%

Volatility

FHYSX vs. BHYIX - Volatility Comparison

Federated Hermes High-Yield Strategy Portfolio (FHYSX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) have volatilities of 1.43% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHYSXBHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.42%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

2.30%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

3.85%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

5.20%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

5.92%

-0.16%

Dividends

FHYSX vs. BHYIX - Dividend Comparison

FHYSX's dividend yield for the trailing twelve months is around 5.77%, less than BHYIX's 6.58% yield.


TTM20252024202320222021202020192018201720162015
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.77%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
6.58%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%