FIDPX vs. FHYSX
FIDPX (Federated Hermes International Dividend Strategy Portfolio) and FHYSX (Federated Hermes High-Yield Strategy Portfolio) are both mutual funds - FIDPX is a Foreign Large Cap Equities fund managed by Federated, while FHYSX is a High Yield Bonds fund managed by Federated. Over the past 10 years, FIDPX returned 7.35%/yr vs 5.32%/yr for FHYSX. At a 0.40 correlation, their price movements are largely independent. FIDPX charges 0.00%/yr vs 0.02%/yr for FHYSX.
Performance
FIDPX vs. FHYSX - Performance Comparison
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Returns By Period
In the year-to-date period, FIDPX achieves a 2.10% return, which is significantly higher than FHYSX's 1.36% return. Over the past 10 years, FIDPX has outperformed FHYSX with an annualized return of 7.35%, while FHYSX has yielded a comparatively lower 5.32% annualized return.
FIDPX
- 1D
- -0.27%
- 1M
- -1.24%
- YTD
- 2.10%
- 6M
- 4.43%
- 1Y
- 9.78%
- 3Y*
- 12.09%
- 5Y*
- 8.19%
- 10Y*
- 7.35%
FHYSX
- 1D
- 0.00%
- 1M
- 0.70%
- YTD
- 1.36%
- 6M
- 2.23%
- 1Y
- 7.21%
- 3Y*
- 8.54%
- 5Y*
- 3.48%
- 10Y*
- 5.32%
FIDPX vs. FHYSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDPX Federated Hermes International Dividend Strategy Portfolio | 2.10% | 34.77% | -2.40% | 15.20% | -3.10% | 6.20% | 6.81% | 22.76% | -9.16% | 13.54% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | 1.36% | 9.14% | 6.42% | 12.77% | -13.16% | 4.49% | 6.08% | 15.14% | -2.16% | 8.34% |
Correlation
The correlation between FIDPX and FHYSX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2015 | 0.40 |
Over the past year, the correlation between FIDPX and FHYSX has dropped to 0.18 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
FIDPX vs. FHYSX — Risk / Return Rank
FIDPX
FHYSX
FIDPX vs. FHYSX - 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 High-Yield Strategy Portfolio (FHYSX). 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.
| FIDPX | FHYSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.54 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.96 | -2.10 |
| Martin ratioReturn relative to average drawdown | 2.26 | 15.43 | -13.17 |
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
| FIDPX | FHYSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 2.13 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.67 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.93 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.88 | -0.50 |
Drawdowns
FIDPX vs. FHYSX - Drawdown Comparison
The maximum FIDPX drawdown since its inception was -31.28%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for FIDPX and FHYSX.
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Drawdown Indicators
| FIDPX | FHYSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.28% | -21.45% | -9.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -2.44% | -7.81% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -3.64% | -8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -16.93% | -6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -21.45% | -9.83% |
Current DrawdownCurrent decline from peak | -9.18% | 0.00% | -9.18% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -2.58% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 0.47% | +3.36% |
Volatility
FIDPX vs. FHYSX - Volatility Comparison
Federated Hermes International Dividend Strategy Portfolio (FIDPX) has a higher volatility of 4.47% compared to Federated Hermes High-Yield Strategy Portfolio (FHYSX) at 0.96%. This indicates that FIDPX's price experiences larger fluctuations and is considered to be riskier than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDPX | FHYSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 0.96% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 2.61% | +7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 3.40% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 5.24% | +9.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 5.77% | +9.28% |
FIDPX vs. FHYSX - Expense Ratio Comparison
FIDPX has a 0.00% expense ratio, which is lower than FHYSX's 0.02% 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%.
Dividends
FIDPX vs. FHYSX - Dividend Comparison
FIDPX's dividend yield for the trailing twelve months is around 4.90%, less than FHYSX's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHYSX Federated Hermes High-Yield Strategy Portfolio | 6.29% | 6.28% | 5.84% | 5.30% | 5.27% | 4.54% | 5.74% | 6.18% | 6.61% | 6.98% | 6.45% | 8.45% |
FIDPX Federated Hermes International Dividend Strategy Portfolio | 4.90% | 3.48% | 5.12% | 4.47% | 4.38% | 4.54% | 3.91% | 4.32% | 5.23% | 4.63% | 4.65% | 3.92% |
Frequently Asked Questions
FIDPX and FHYSX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIDPX has higher volatility (4.47%) compared to FHYSX (0.96%). In terms of maximum drawdown, FIDPX dropped -31.28% vs FHYSX's -21.45%.
FHYSX currently has the higher Sharpe Ratio (2.13 vs 0.71), 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.
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