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FIDPX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDPX vs. IVFIX - 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 International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

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FIDPX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, FIDPX achieves a 2.10% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, FIDPX has outperformed IVFIX with an annualized return of 7.50%, while IVFIX has yielded a comparatively lower 7.06% annualized return.


FIDPX

1D
1.07%
1M
-9.17%
YTD
2.10%
6M
6.48%
1Y
21.31%
3Y*
12.26%
5Y*
9.04%
10Y*
7.50%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDPX vs. IVFIX - Expense Ratio Comparison

FIDPX has a 0.00% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

FIDPX vs. IVFIX — 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: 8282
Sharpe Ratio Rank
FIDPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIDPX Omega Ratio Rank: 7979
Omega Ratio Rank
FIDPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FIDPX Martin Ratio Rank: 7979
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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. IVFIX - 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 International Strategic Value Dividend Fund (IVFIX). 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.


FIDPXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.98

-0.46

Sortino ratio

Return per unit of downside risk

1.97

2.58

-0.61

Omega ratio

Gain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratio

Return relative to maximum drawdown

2.09

4.08

-1.99

Martin ratio

Return relative to average drawdown

7.71

17.43

-9.72

FIDPX vs. IVFIX - Sharpe Ratio Comparison

The current FIDPX Sharpe Ratio is 1.52, which is comparable to the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FIDPX and IVFIX, 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


FIDPXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.98

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.83

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.49

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.21

+0.17

Correlation

The correlation between FIDPX and IVFIX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIDPX vs. IVFIX - Dividend Comparison

FIDPX's dividend yield for the trailing twelve months is around 4.18%, more than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
FIDPX
Federated Hermes International Dividend Strategy Portfolio
4.18%3.48%5.12%4.47%4.38%4.54%3.91%4.32%5.23%4.63%4.65%3.92%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

FIDPX vs. IVFIX - Drawdown Comparison

The maximum FIDPX drawdown since its inception was -31.28%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for FIDPX and IVFIX.


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Drawdown Indicators


FIDPXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-51.49%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-8.47%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-21.29%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-31.28%

-33.46%

+2.18%

Current Drawdown

Current decline from peak

-9.17%

-6.58%

-2.59%

Average Drawdown

Average peak-to-trough decline

-6.34%

-11.69%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.98%

+0.80%

Volatility

FIDPX vs. IVFIX - Volatility Comparison

Federated Hermes International Dividend Strategy Portfolio (FIDPX) has a higher volatility of 6.05% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that FIDPX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDPXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.54%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

8.10%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

14.63%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

12.96%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

14.74%

+0.29%