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FIBPX vs. TPINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIBPX vs. TPINX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FIBPX achieves a 1.10% return, which is significantly lower than TPINX's 1.28% return. Over the past 10 years, FIBPX has outperformed TPINX with an annualized return of 2.08%, while TPINX has yielded a comparatively lower 0.20% annualized return.


FIBPX

1D
-0.08%
1M
1.26%
YTD
1.10%
6M
1.55%
1Y
5.25%
3Y*
7.32%
5Y*
0.11%
10Y*
2.08%

TPINX

1D
-0.42%
1M
0.17%
YTD
1.28%
6M
1.92%
1Y
5.74%
3Y*
1.61%
5Y*
-0.77%
10Y*
0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIBPX vs. TPINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIBPX
Federated Hermes International Bond Strategy Portfolio
1.10%11.18%2.89%8.33%-16.87%-5.25%10.95%9.65%-2.89%9.34%
TPINX
Templeton Global Bond Fund
1.28%15.02%-11.95%2.45%-6.17%-5.06%-4.41%0.63%1.26%2.36%

Correlation

The correlation between FIBPX and TPINX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2009

0.37

Over the past year, FIBPX and TPINX have become more correlated (0.83) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

FIBPX vs. TPINX — Risk / Return Rank

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

FIBPX
FIBPX Risk / Return Rank: 1414
Overall Rank
FIBPX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FIBPX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FIBPX Omega Ratio Rank: 1414
Omega Ratio Rank
FIBPX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FIBPX Martin Ratio Rank: 1414
Martin Ratio Rank

TPINX
TPINX Risk / Return Rank: 99
Overall Rank
TPINX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TPINX Sortino Ratio Rank: 99
Sortino Ratio Rank
TPINX Omega Ratio Rank: 99
Omega Ratio Rank
TPINX Calmar Ratio Rank: 99
Calmar Ratio Rank
TPINX Martin Ratio Rank: 1010
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. TPINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Bond Strategy Portfolio (FIBPX) and Templeton Global Bond Fund (TPINX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIBPXTPINXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

1.13

0.86

+0.27

Martin ratioReturn relative to average drawdown

3.63

2.65

+0.98

FIBPX vs. TPINX - Sharpe Ratio Comparison

The current FIBPX Sharpe Ratio is 1.01, which is higher than the TPINX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FIBPX and TPINX, 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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Drawdowns

FIBPX vs. TPINX - Drawdown Comparison

The maximum FIBPX drawdown since its inception was -29.22%, which is greater than TPINX's maximum drawdown of -26.45%. Use the drawdown chart below to compare losses from any high point for FIBPX and TPINX.


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Drawdown Indicators


FIBPXTPINXDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-26.45%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.82%

-6.36%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-13.03%

+6.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-18.19%

-10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-29.22%

-26.45%

-2.77%

Current Drawdown

Current decline from peak

-1.50%

-13.78%

+12.28%

Average Drawdown

Average peak-to-trough decline

-5.45%

-4.85%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

2.06%

-0.58%

Volatility

FIBPX vs. TPINX - Volatility Comparison

The current volatility for Federated Hermes International Bond Strategy Portfolio (FIBPX) is 1.34%, while Templeton Global Bond Fund (TPINX) has a volatility of 2.11%. This indicates that FIBPX experiences smaller price fluctuations and is considered to be less risky than TPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIBPXTPINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.11%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

6.11%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

7.36%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

8.15%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

7.26%

-1.28%

FIBPX vs. TPINX - Expense Ratio Comparison

FIBPX has a 0.00% expense ratio, which is lower than TPINX's 0.94% expense ratio.


Dividends

FIBPX vs. TPINX - Dividend Comparison

FIBPX's dividend yield for the trailing twelve months is around 5.20%, more than TPINX's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FIBPX
Federated Hermes International Bond Strategy Portfolio
5.20%5.26%5.37%3.61%0.00%5.00%2.08%3.45%4.39%2.79%4.61%0.00%
TPINX
Templeton Global Bond Fund
5.07%4.29%5.77%3.87%5.17%5.38%4.59%6.12%6.53%3.34%2.33%3.11%

Frequently Asked Questions


FIBPX and TPINX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPINX has higher volatility (2.11%) compared to FIBPX (1.34%). In terms of maximum drawdown, FIBPX dropped -29.22% vs TPINX's -26.45%.

FIBPX currently has the higher Sharpe Ratio (1.01 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIBPX and TPINX

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