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FHYSX vs. RSIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHYSX vs. RSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes High-Yield Strategy Portfolio (FHYSX) and RiverPark Strategic Income Fund (RSIIX). 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 lower than RSIIX's 0.59% return. Both investments have delivered pretty close results over the past 10 years, with FHYSX having a 5.48% annualized return and RSIIX not far ahead at 5.52%.


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%

RSIIX

1D
0.00%
1M
-0.59%
YTD
0.59%
6M
1.06%
1Y
6.00%
3Y*
7.48%
5Y*
5.24%
10Y*
5.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHYSX vs. RSIIX - 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%
RSIIX
RiverPark Strategic Income Fund
0.59%6.04%8.44%9.59%-3.31%11.60%3.42%3.50%1.36%4.84%

Correlation

The correlation between FHYSX and RSIIX is 0.35, 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. RSIIX - Expense Ratio Comparison

FHYSX has a 0.02% expense ratio, which is lower than RSIIX's 1.18% expense ratio.


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Return for Risk

FHYSX vs. RSIIX — 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

RSIIX
RSIIX Risk / Return Rank: 9595
Overall Rank
RSIIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RSIIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
RSIIX Omega Ratio Rank: 9797
Omega Ratio Rank
RSIIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RSIIX Martin Ratio Rank: 9696
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. RSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes High-Yield Strategy Portfolio (FHYSX) and RiverPark Strategic Income Fund (RSIIX). 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.


FHYSXRSIIXDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.39

-0.64

Sortino ratio

Return per unit of downside risk

2.50

3.05

-0.56

Omega ratio

Gain probability vs. loss probability

1.47

1.65

-0.18

Calmar ratio

Return relative to maximum drawdown

2.72

3.67

-0.95

Martin ratio

Return relative to average drawdown

10.79

15.25

-4.46

FHYSX vs. RSIIX - Sharpe Ratio Comparison

The current FHYSX Sharpe Ratio is 1.76, which is comparable to the RSIIX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FHYSX and RSIIX, 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


FHYSXRSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.39

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

2.29

-1.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

1.99

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.71

-0.85

Drawdowns

FHYSX vs. RSIIX - Drawdown Comparison

The maximum FHYSX drawdown since its inception was -21.45%, which is greater than RSIIX's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for FHYSX and RSIIX.


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Drawdown Indicators


FHYSXRSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-15.55%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-1.04%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-5.61%

-11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-15.55%

-5.90%

Current Drawdown

Current decline from peak

-1.43%

-0.64%

-0.79%

Average Drawdown

Average peak-to-trough decline

-2.61%

-1.17%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.36%

+0.27%

Volatility

FHYSX vs. RSIIX - Volatility Comparison

Federated Hermes High-Yield Strategy Portfolio (FHYSX) has a higher volatility of 1.43% compared to RiverPark Strategic Income Fund (RSIIX) at 1.14%. This indicates that FHYSX's price experiences larger fluctuations and is considered to be riskier than RSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHYSXRSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.14%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

1.62%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

2.31%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

2.30%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

2.78%

+2.98%

Dividends

FHYSX vs. RSIIX - Dividend Comparison

FHYSX's dividend yield for the trailing twelve months is around 5.77%, less than RSIIX's 7.61% 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%
RSIIX
RiverPark Strategic Income Fund
7.61%7.75%7.67%7.61%6.58%5.12%5.77%4.84%4.59%4.98%5.10%6.57%