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FIDPX vs. BEARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDPX vs. BEARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Dividend Strategy Portfolio (FIDPX) and Federated Hermes Prudent Bear Fd (BEARX). The values are adjusted to include any dividend payments, if applicable.

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FIDPX vs. BEARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDPX
Federated Hermes International Dividend Strategy Portfolio
3.54%34.77%-2.40%15.20%-3.10%6.20%6.81%22.76%-9.16%13.54%
BEARX
Federated Hermes Prudent Bear Fd
5.54%-12.42%-20.34%-18.67%17.78%-23.78%-22.95%-19.95%-5.96%-15.76%

Returns By Period

In the year-to-date period, FIDPX achieves a 3.54% return, which is significantly lower than BEARX's 5.54% return. Over the past 10 years, FIDPX has outperformed BEARX with an annualized return of 7.65%, while BEARX has yielded a comparatively lower -13.59% annualized return.


FIDPX

1D
1.41%
1M
-5.95%
YTD
3.54%
6M
7.88%
1Y
22.64%
3Y*
12.79%
5Y*
9.17%
10Y*
7.65%

BEARX

1D
-2.68%
1M
5.82%
YTD
5.54%
6M
3.90%
1Y
-12.50%
3Y*
-13.71%
5Y*
-10.19%
10Y*
-13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDPX vs. BEARX - Expense Ratio Comparison

FIDPX has a 0.00% expense ratio, which is lower than BEARX's 1.78% expense ratio.


Return for Risk

FIDPX vs. BEARX — Risk / Return Rank

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

FIDPX
FIDPX Risk / Return Rank: 8181
Overall Rank
FIDPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIDPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIDPX Omega Ratio Rank: 8080
Omega Ratio Rank
FIDPX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIDPX Martin Ratio Rank: 7979
Martin Ratio Rank

BEARX
BEARX Risk / Return Rank: 11
Overall Rank
BEARX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BEARX Sortino Ratio Rank: 00
Sortino Ratio Rank
BEARX Omega Ratio Rank: 00
Omega Ratio Rank
BEARX Calmar Ratio Rank: 22
Calmar Ratio Rank
BEARX Martin Ratio Rank: 33
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.

FIDPX vs. BEARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Dividend Strategy Portfolio (FIDPX) and Federated Hermes Prudent Bear Fd (BEARX). 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.


FIDPXBEARXDifference

Sharpe ratio

Return per unit of total volatility

1.64

-0.82

+2.46

Sortino ratio

Return per unit of downside risk

2.11

-1.12

+3.24

Omega ratio

Gain probability vs. loss probability

1.33

0.84

+0.49

Calmar ratio

Return relative to maximum drawdown

2.32

-0.44

+2.76

Martin ratio

Return relative to average drawdown

8.42

-0.54

+8.96

FIDPX vs. BEARX - Sharpe Ratio Comparison

The current FIDPX Sharpe Ratio is 1.64, which is higher than the BEARX Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of FIDPX and BEARX, 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


FIDPXBEARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

-0.82

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

-0.60

+1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

-0.82

+1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.01

+0.41

Correlation

The correlation between FIDPX and BEARX is -0.52. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FIDPX vs. BEARX - Dividend Comparison

FIDPX's dividend yield for the trailing twelve months is around 4.13%, less than BEARX's 6.36% yield.


TTM20252024202320222021202020192018201720162015
FIDPX
Federated Hermes International Dividend Strategy Portfolio
4.13%3.48%5.12%4.47%4.38%4.54%3.91%4.32%5.23%4.63%4.65%3.92%
BEARX
Federated Hermes Prudent Bear Fd
6.36%6.71%0.00%13.32%0.00%0.00%0.00%0.62%0.00%0.00%0.00%0.00%

Drawdowns

FIDPX vs. BEARX - Drawdown Comparison

The maximum FIDPX drawdown since its inception was -31.28%, smaller than the maximum BEARX drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for FIDPX and BEARX.


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Drawdown Indicators


FIDPXBEARXDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-95.38%

+64.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-26.53%

+16.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-48.32%

+25.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.28%

-78.77%

+47.49%

Current Drawdown

Current decline from peak

-7.89%

-95.04%

+87.15%

Average Drawdown

Average peak-to-trough decline

-6.34%

-60.85%

+54.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

21.58%

-18.76%

Volatility

FIDPX vs. BEARX - Volatility Comparison

Federated Hermes International Dividend Strategy Portfolio (FIDPX) has a higher volatility of 6.07% compared to Federated Hermes Prudent Bear Fd (BEARX) at 4.93%. This indicates that FIDPX's price experiences larger fluctuations and is considered to be riskier than BEARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDPXBEARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

4.93%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

9.20%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

15.37%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

17.01%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

16.64%

-1.61%