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FHYSX vs. PRHYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHYSX and PRHYX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

FHYSX vs. PRHYX - Performance Comparison

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

170.00%180.00%190.00%200.00%210.00%220.00%NovemberDecember2025FebruaryMarchApril
214.23%
176.95%
FHYSX
PRHYX

Key characteristics

Sharpe Ratio

FHYSX:

2.29

PRHYX:

1.92

Sortino Ratio

FHYSX:

3.34

PRHYX:

2.88

Omega Ratio

FHYSX:

1.53

PRHYX:

1.45

Calmar Ratio

FHYSX:

2.29

PRHYX:

2.03

Martin Ratio

FHYSX:

9.98

PRHYX:

8.85

Ulcer Index

FHYSX:

0.84%

PRHYX:

0.88%

Daily Std Dev

FHYSX:

3.67%

PRHYX:

4.06%

Max Drawdown

FHYSX:

-21.45%

PRHYX:

-30.81%

Current Drawdown

FHYSX:

-1.53%

PRHYX:

-1.83%

Returns By Period

In the year-to-date period, FHYSX achieves a 0.44% return, which is significantly higher than PRHYX's 0.11% return. Over the past 10 years, FHYSX has outperformed PRHYX with an annualized return of 4.94%, while PRHYX has yielded a comparatively lower 4.23% annualized return.


FHYSX

YTD

0.44%

1M

-0.86%

6M

1.23%

1Y

7.99%

5Y*

6.03%

10Y*

4.94%

PRHYX

YTD

0.11%

1M

-1.16%

6M

1.29%

1Y

7.44%

5Y*

5.84%

10Y*

4.23%

*Annualized

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FHYSX vs. PRHYX - Expense Ratio Comparison

FHYSX has a 0.02% expense ratio, which is lower than PRHYX's 0.70% expense ratio.


Expense ratio chart for PRHYX: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRHYX: 0.70%
Expense ratio chart for FHYSX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FHYSX: 0.02%

Risk-Adjusted Performance

FHYSX vs. PRHYX — Risk-Adjusted Performance Rank

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

FHYSX
The Risk-Adjusted Performance Rank of FHYSX is 9494
Overall Rank
The Sharpe Ratio Rank of FHYSX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FHYSX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FHYSX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FHYSX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FHYSX is 9393
Martin Ratio Rank

PRHYX
The Risk-Adjusted Performance Rank of PRHYX is 9292
Overall Rank
The Sharpe Ratio Rank of PRHYX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PRHYX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PRHYX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PRHYX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of PRHYX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHYSX vs. PRHYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes High-Yield Strategy Portfolio (FHYSX) and T. Rowe Price High Yield Fund (PRHYX). 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.


The chart of Sharpe ratio for FHYSX, currently valued at 2.29, compared to the broader market-1.000.001.002.003.00
FHYSX: 2.29
PRHYX: 1.99
The chart of Sortino ratio for FHYSX, currently valued at 3.34, compared to the broader market-2.000.002.004.006.008.00
FHYSX: 3.34
PRHYX: 3.00
The chart of Omega ratio for FHYSX, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.00
FHYSX: 1.53
PRHYX: 1.47
The chart of Calmar ratio for FHYSX, currently valued at 2.29, compared to the broader market0.002.004.006.008.0010.00
FHYSX: 2.29
PRHYX: 2.08
The chart of Martin ratio for FHYSX, currently valued at 9.98, compared to the broader market0.0010.0020.0030.0040.0050.00
FHYSX: 9.98
PRHYX: 9.07

The current FHYSX Sharpe Ratio is 2.29, which is comparable to the PRHYX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FHYSX and PRHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50NovemberDecember2025FebruaryMarchApril
2.29
1.99
FHYSX
PRHYX

Dividends

FHYSX vs. PRHYX - Dividend Comparison

FHYSX's dividend yield for the trailing twelve months is around 5.88%, less than PRHYX's 6.74% yield.


TTM20242023202220212020201920182017201620152014
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.88%6.35%6.33%7.06%5.43%5.73%6.18%6.61%6.98%6.45%8.45%7.95%
PRHYX
T. Rowe Price High Yield Fund
6.74%6.56%6.29%6.13%5.08%5.19%5.49%6.26%5.49%5.73%6.46%6.39%

Drawdowns

FHYSX vs. PRHYX - Drawdown Comparison

The maximum FHYSX drawdown since its inception was -21.45%, smaller than the maximum PRHYX drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for FHYSX and PRHYX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.53%
-1.83%
FHYSX
PRHYX

Volatility

FHYSX vs. PRHYX - Volatility Comparison

The current volatility for Federated Hermes High-Yield Strategy Portfolio (FHYSX) is 2.00%, while T. Rowe Price High Yield Fund (PRHYX) has a volatility of 2.30%. This indicates that FHYSX experiences smaller price fluctuations and is considered to be less risky than PRHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.00%
2.30%
FHYSX
PRHYX