PortfoliosLab logoPortfoliosLab logo
FHYTX vs. BGHSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHYTX vs. BGHSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Opportunistic High Yield Bond Fund (FHYTX) and BrandywineGLOBAL - High Yield Fund (BGHSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHYTX vs. BGHSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FHYTX
Federated Hermes Opportunistic High Yield Bond Fund
-1.62%8.40%6.24%13.22%-13.45%1.63%
BGHSX
BrandywineGLOBAL - High Yield Fund
-1.56%5.55%9.90%13.21%-10.23%1.12%

Returns By Period

The year-to-date returns for both investments are quite close, with FHYTX having a -1.62% return and BGHSX slightly higher at -1.56%.


FHYTX

1D
0.63%
1M
-1.85%
YTD
-1.62%
6M
-0.15%
1Y
6.15%
3Y*
7.40%
5Y*
3.00%
10Y*
6.38%

BGHSX

1D
0.41%
1M
-1.20%
YTD
-1.56%
6M
-0.96%
1Y
3.40%
3Y*
7.83%
5Y*
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.


FHYTX vs. BGHSX - Expense Ratio Comparison

FHYTX has a 0.98% expense ratio, which is higher than BGHSX's 0.54% expense ratio.


Return for Risk

FHYTX vs. BGHSX — Risk / Return Rank

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

FHYTX
FHYTX Risk / Return Rank: 7979
Overall Rank
FHYTX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FHYTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FHYTX Omega Ratio Rank: 8585
Omega Ratio Rank
FHYTX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FHYTX Martin Ratio Rank: 8181
Martin Ratio Rank

BGHSX
BGHSX Risk / Return Rank: 4040
Overall Rank
BGHSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BGHSX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BGHSX Omega Ratio Rank: 4444
Omega Ratio Rank
BGHSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
BGHSX Martin Ratio Rank: 3737
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.

FHYTX vs. BGHSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Opportunistic High Yield Bond Fund (FHYTX) and BrandywineGLOBAL - High Yield Fund (BGHSX). 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.


FHYTXBGHSXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.91

+0.52

Sortino ratio

Return per unit of downside risk

1.96

1.29

+0.67

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.15

Calmar ratio

Return relative to maximum drawdown

1.98

1.11

+0.87

Martin ratio

Return relative to average drawdown

8.39

4.19

+4.20

FHYTX vs. BGHSX - Sharpe Ratio Comparison

The current FHYTX Sharpe Ratio is 1.42, which is higher than the BGHSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FHYTX and BGHSX, 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


FHYTXBGHSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.91

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.78

+0.29

Correlation

The correlation between FHYTX and BGHSX is 0.77, 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

FHYTX vs. BGHSX - Dividend Comparison

FHYTX's dividend yield for the trailing twelve months is around 4.93%, less than BGHSX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
FHYTX
Federated Hermes Opportunistic High Yield Bond Fund
4.93%5.19%4.91%5.42%4.40%3.95%4.67%5.01%6.71%4.68%14.56%5.28%
BGHSX
BrandywineGLOBAL - High Yield Fund
6.48%7.08%7.49%5.23%5.32%4.71%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FHYTX vs. BGHSX - Drawdown Comparison

The maximum FHYTX drawdown since its inception was -34.98%, which is greater than BGHSX's maximum drawdown of -14.30%. Use the drawdown chart below to compare losses from any high point for FHYTX and BGHSX.


Loading graphics...

Drawdown Indicators


FHYTXBGHSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-14.30%

-20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.43%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.04%

Max Drawdown (10Y)

Largest decline over 10 years

-24.18%

Current Drawdown

Current decline from peak

-2.15%

-1.60%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.33%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.91%

-0.16%

Volatility

FHYTX vs. BGHSX - Volatility Comparison

Federated Hermes Opportunistic High Yield Bond Fund (FHYTX) has a higher volatility of 1.61% compared to BrandywineGLOBAL - High Yield Fund (BGHSX) at 1.17%. This indicates that FHYTX's price experiences larger fluctuations and is considered to be riskier than BGHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHYTXBGHSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.17%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

2.16%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

3.89%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

4.50%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

4.50%

+2.78%