FIBPX vs. VTIIX
Compare and contrast key facts about Federated Hermes International Bond Strategy Portfolio (FIBPX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX).
FIBPX is managed by Federated. It was launched on Dec 23, 2008. VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021.
Performance
FIBPX vs. VTIIX - Performance Comparison
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FIBPX vs. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FIBPX Federated Hermes International Bond Strategy Portfolio | -2.59% | 11.18% | 2.89% | 8.33% | -16.87% | -2.91% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Returns By Period
In the year-to-date period, FIBPX achieves a -2.59% return, which is significantly lower than VTIIX's -0.72% 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%
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
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FIBPX vs. VTIIX - Expense Ratio Comparison
FIBPX has a 0.00% expense ratio, which is lower than VTIIX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FIBPX vs. VTIIX — Risk / Return Rank
FIBPX
VTIIX
FIBPX vs. VTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Bond Strategy Portfolio (FIBPX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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.
| FIBPX | VTIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.75 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.06 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.89 | +0.27 |
Martin ratioReturn relative to average drawdown | 4.98 | 3.81 | +1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIBPX | VTIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.75 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.02 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | -0.01 | +0.72 |
Correlation
The correlation between FIBPX and VTIIX is 0.58, 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.
Dividends
FIBPX vs. VTIIX - Dividend Comparison
FIBPX's dividend yield for the trailing twelve months is around 5.40%, more than VTIIX's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.07% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIBPX vs. VTIIX - Drawdown Comparison
The maximum FIBPX drawdown since its inception was -29.22%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for FIBPX and VTIIX.
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Drawdown Indicators
| FIBPX | VTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.22% | -15.95% | -13.27% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -2.94% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -15.95% | -12.68% |
Max Drawdown (10Y)Largest decline over 10 years | -29.22% | — | — |
Current DrawdownCurrent decline from peak | -5.09% | -2.60% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -6.19% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 0.69% | +0.43% |
Volatility
FIBPX vs. VTIIX - Volatility Comparison
Federated Hermes International Bond Strategy Portfolio (FIBPX) has a higher volatility of 2.02% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 1.50%. This indicates that FIBPX's price experiences larger fluctuations and is considered to be riskier than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIBPX | VTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 1.50% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 2.13% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 3.20% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 4.47% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.95% | 4.45% | +1.50% |