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FHYSX vs. NHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHYSX vs. NHS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FHYSX achieves a -0.92% return, which is significantly higher than NHS's -9.33% return. Over the past 10 years, FHYSX has underperformed NHS with an annualized return of 5.48%, while NHS has yielded a comparatively higher 6.21% 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%

NHS

1D
0.15%
1M
-13.23%
YTD
-9.33%
6M
-5.41%
1Y
3.94%
3Y*
5.43%
5Y*
-0.73%
10Y*
6.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHYSX vs. NHS - 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%
NHS
Neuberger Berman High Yield Strategies Fund
-9.33%14.81%11.04%6.12%-22.99%15.78%4.57%39.03%-11.45%8.64%

Correlation

The correlation between FHYSX and NHS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


FHYSX vs. NHS - Expense Ratio Comparison

FHYSX has a 0.02% expense ratio, which is lower than NHS's 4.14% expense ratio.


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Return for Risk

FHYSX vs. NHS — 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

NHS
NHS Risk / Return Rank: 33
Overall Rank
NHS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
NHS Sortino Ratio Rank: 33
Sortino Ratio Rank
NHS Omega Ratio Rank: 33
Omega Ratio Rank
NHS Calmar Ratio Rank: 33
Calmar Ratio Rank
NHS Martin Ratio Rank: 33
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. NHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes High-Yield Strategy Portfolio (FHYSX) and Neuberger Berman High Yield Strategies Fund (NHS). 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.


FHYSXNHSDifference

Sharpe ratio

Return per unit of total volatility

1.76

-0.11

+1.87

Sortino ratio

Return per unit of downside risk

2.50

-0.05

+2.54

Omega ratio

Gain probability vs. loss probability

1.47

0.99

+0.48

Calmar ratio

Return relative to maximum drawdown

2.72

-0.09

+2.82

Martin ratio

Return relative to average drawdown

10.79

-0.40

+11.18

FHYSX vs. NHS - Sharpe Ratio Comparison

The current FHYSX Sharpe Ratio is 1.76, which is higher than the NHS Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of FHYSX and NHS, 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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Sharpe Ratios by Period


FHYSXNHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

-0.11

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

-0.05

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.37

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.35

+0.51

Drawdowns

FHYSX vs. NHS - Drawdown Comparison

The maximum FHYSX drawdown since its inception was -21.45%, smaller than the maximum NHS drawdown of -64.67%. Use the drawdown chart below to compare losses from any high point for FHYSX and NHS.


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Drawdown Indicators


FHYSXNHSDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-64.67%

+43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-17.43%

+14.99%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-37.43%

+20.50%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-42.97%

+21.52%

Current Drawdown

Current decline from peak

-1.43%

-14.80%

+13.37%

Average Drawdown

Average peak-to-trough decline

-2.61%

-8.82%

+6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

4.11%

-3.48%

Volatility

FHYSX vs. NHS - Volatility Comparison

The current volatility for Federated Hermes High-Yield Strategy Portfolio (FHYSX) is 1.43%, while Neuberger Berman High Yield Strategies Fund (NHS) has a volatility of 6.28%. This indicates that FHYSX experiences smaller price fluctuations and is considered to be less risky than NHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHYSXNHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

6.28%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

10.99%

-8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

16.03%

-12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

16.16%

-10.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

16.67%

-10.91%

Dividends

FHYSX vs. NHS - Dividend Comparison

FHYSX's dividend yield for the trailing twelve months is around 5.77%, less than NHS's 16.71% 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%
NHS
Neuberger Berman High Yield Strategies Fund
16.71%14.60%14.50%13.94%12.75%8.74%9.29%7.99%8.37%7.59%8.23%9.81%