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FIBPX vs. KAUFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIBPX vs. KAUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Bond Strategy Portfolio (FIBPX) and Federated Hermes Kaufmann Fd (KAUFX). The values are adjusted to include any dividend payments, if applicable.

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FIBPX vs. KAUFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIBPX
Federated Hermes International Bond Strategy Portfolio
-2.59%11.18%2.89%8.33%-16.87%-5.25%10.95%9.65%-2.89%9.34%
KAUFX
Federated Hermes Kaufmann Fd
-12.10%12.18%29.84%14.88%-30.30%2.46%28.54%32.56%4.03%27.65%

Returns By Period

In the year-to-date period, FIBPX achieves a -2.59% return, which is significantly higher than KAUFX's -12.10% return. Over the past 10 years, FIBPX has underperformed KAUFX with an annualized return of 2.02%, while KAUFX has yielded a comparatively higher 10.30% annualized return.


FIBPX

1D
-0.16%
1M
-4.53%
YTD
-2.59%
6M
-1.04%
1Y
5.94%
3Y*
5.71%
5Y*
0.03%
10Y*
2.02%

KAUFX

1D
-1.00%
1M
-12.26%
YTD
-12.10%
6M
-12.45%
1Y
8.18%
3Y*
13.08%
5Y*
1.76%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIBPX vs. KAUFX - Expense Ratio Comparison

FIBPX has a 0.00% expense ratio, which is lower than KAUFX's 1.96% expense ratio.


Return for Risk

FIBPX vs. KAUFX — Risk / Return Rank

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

FIBPX
FIBPX Risk / Return Rank: 5757
Overall Rank
FIBPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FIBPX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FIBPX Omega Ratio Rank: 5252
Omega Ratio Rank
FIBPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FIBPX Martin Ratio Rank: 5050
Martin Ratio Rank

KAUFX
KAUFX Risk / Return Rank: 1313
Overall Rank
KAUFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KAUFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
KAUFX Omega Ratio Rank: 1313
Omega Ratio Rank
KAUFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
KAUFX Martin Ratio Rank: 1414
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.

FIBPX vs. KAUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Bond Strategy Portfolio (FIBPX) and Federated Hermes Kaufmann Fd (KAUFX). 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.


FIBPXKAUFXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.29

+0.90

Sortino ratio

Return per unit of downside risk

1.76

0.54

+1.22

Omega ratio

Gain probability vs. loss probability

1.21

1.08

+0.14

Calmar ratio

Return relative to maximum drawdown

1.16

0.33

+0.83

Martin ratio

Return relative to average drawdown

4.98

1.33

+3.65

FIBPX vs. KAUFX - Sharpe Ratio Comparison

The current FIBPX Sharpe Ratio is 1.18, which is higher than the KAUFX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of FIBPX and KAUFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIBPXKAUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.29

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.09

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.50

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.15

Correlation

The correlation between FIBPX and KAUFX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIBPX vs. KAUFX - Dividend Comparison

FIBPX's dividend yield for the trailing twelve months is around 5.40%, less than KAUFX's 12.24% yield.


TTM20252024202320222021202020192018201720162015
FIBPX
Federated Hermes International Bond Strategy Portfolio
5.40%5.26%5.37%3.61%0.00%5.00%2.08%3.45%4.39%2.79%4.61%0.00%
KAUFX
Federated Hermes Kaufmann Fd
12.24%10.76%22.39%1.89%0.00%9.77%6.94%11.75%15.74%11.76%10.48%16.34%

Drawdowns

FIBPX vs. KAUFX - Drawdown Comparison

The maximum FIBPX drawdown since its inception was -29.22%, smaller than the maximum KAUFX drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for FIBPX and KAUFX.


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Drawdown Indicators


FIBPXKAUFXDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-54.66%

+25.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.82%

-14.83%

+10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-28.63%

-40.76%

+12.13%

Max Drawdown (10Y)

Largest decline over 10 years

-29.22%

-40.76%

+11.54%

Current Drawdown

Current decline from peak

-5.09%

-14.83%

+9.74%

Average Drawdown

Average peak-to-trough decline

-5.49%

-11.23%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

3.65%

-2.53%

Volatility

FIBPX vs. KAUFX - Volatility Comparison

The current volatility for Federated Hermes International Bond Strategy Portfolio (FIBPX) is 2.02%, while Federated Hermes Kaufmann Fd (KAUFX) has a volatility of 6.03%. This indicates that FIBPX experiences smaller price fluctuations and is considered to be less risky than KAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIBPXKAUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

6.03%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

12.83%

-9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

19.11%

-13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.50%

20.85%

-14.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

20.73%

-14.78%