FIDPX vs. SVAIX

Last updated Jun 4, 2026

FIDPX (Federated Hermes International Dividend Strategy Portfolio) and SVAIX (Federated Hermes Strategic Value Dividend Fund) are both mutual funds - FIDPX is a Foreign Large Cap Equities fund managed by Federated, while SVAIX is a Large Cap Value Equities fund managed by Federated. Over the past 10 years, FIDPX returned 7.35%/yr vs 8.12%/yr for SVAIX. A 0.65 correlation means they provide meaningful diversification when combined. FIDPX charges 0.00%/yr vs 0.81%/yr for SVAIX.

Performance

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

Returns By Period

In the year-to-date period, FIDPX achieves a 2.10% return, which is significantly lower than SVAIX's 8.76% return. Over the past 10 years, FIDPX has underperformed SVAIX with an annualized return of 7.35%, while SVAIX has yielded a comparatively higher 8.12% 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%

SVAIX

• 1D: 0.44%
• 1M: -0.17%
• YTD: 8.76%
• 6M: 8.67%
• 1Y: 19.00%
• 3Y*: 15.48%
• 5Y*: 10.39%
• 10Y*: 8.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDPX vs. SVAIX - 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%
SVAIX Federated Hermes Strategic Value Dividend Fund	8.76%	15.26%	16.47%	-1.81%	8.47%	21.52%	-7.88%	19.59%	-8.23%	15.10%

Correlation

The correlation between FIDPX and SVAIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Feb 12, 2015	0.65

The correlation between FIDPX and SVAIX shifts across timeframes, from 0.48 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FIDPX vs. SVAIX — Risk / Return Rank

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

FIDPX

FIDPX Risk / Return Rank: 8
FIDPX Sharpe Ratio Rank: 9
FIDPX Sortino Ratio Rank: 8
FIDPX Omega Ratio Rank: 9
FIDPX Calmar Ratio Rank: 9
FIDPX Martin Ratio Rank: 8

SVAIX

SVAIX Risk / Return Rank: 70
SVAIX Sharpe Ratio Rank: 64
SVAIX Sortino Ratio Rank: 67
SVAIX Omega Ratio Rank: 51
SVAIX Calmar Ratio Rank: 93
SVAIX Martin Ratio Rank: 76

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. SVAIX - 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 Strategic Value Dividend Fund (SVAIX). 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	SVAIX	Difference
Sharpe ratio: Return per unit of total volatility	0.71	2.35	-1.64
Sortino ratio: Return per unit of downside risk	1.03	3.42	-2.39
Omega ratio: Gain probability vs. loss probability	1.13	1.39	-0.26
Calmar ratio: Return relative to maximum drawdown	0.86	5.20	-4.34
Martin ratio: Return relative to average drawdown	2.26	14.39	-12.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIDPX vs. SVAIX - Sharpe Ratio Comparison

The current FIDPX Sharpe Ratio is 0.71, which is lower than the SVAIX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FIDPX and SVAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FIDPX	SVAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	2.35	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.80	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.54	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.52	-0.14

Drawdowns

FIDPX vs. SVAIX - Drawdown Comparison

The maximum FIDPX drawdown since its inception was -31.28%, smaller than the maximum SVAIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for FIDPX and SVAIX.

Drawdown Indicators

	FIDPX	SVAIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.28%	-50.62%	+19.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	-4.66%	-5.59%
Max Drawdown (3Y) Largest decline over 3 years	-11.96%	-12.64%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-23.25%	-16.13%	-7.12%
Max Drawdown (10Y) Largest decline over 10 years	-31.28%	-36.53%	+5.25%
Current Drawdown Current decline from peak	-9.18%	-3.25%	-5.93%
Average Drawdown Average peak-to-trough decline	-6.35%	-7.71%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	2.59%	+1.24%

Volatility

FIDPX vs. SVAIX - Volatility Comparison

Federated Hermes International Dividend Strategy Portfolio (FIDPX) has a higher volatility of 4.47% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 3.54%. This indicates that FIDPX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIDPX	SVAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	3.54%	+0.93%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	7.32%	+3.04%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	10.33%	+2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.25%	13.63%	+0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.05%	15.44%	-0.39%

FIDPX vs. SVAIX - Expense Ratio Comparison

FIDPX has a 0.00% expense ratio, which is lower than SVAIX's 0.81% expense ratio.

Dividends

FIDPX vs. SVAIX - Dividend Comparison

FIDPX's dividend yield for the trailing twelve months is around 4.90%, less than SVAIX's 6.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SVAIX Federated Hermes Strategic Value Dividend Fund	6.05%	6.41%	7.58%	4.32%	9.68%	3.72%	4.28%	8.75%	8.54%	10.36%	5.24%	8.67%

Frequently Asked Questions

Can I hold both FIDPX and SVAIX in my portfolio?

FIDPX and SVAIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIDPX or SVAIX?

FIDPX has higher volatility (4.47%) compared to SVAIX (3.54%). In terms of maximum drawdown, FIDPX dropped -31.28% vs SVAIX's -50.62%.

Which has better risk-adjusted returns?

SVAIX currently has the higher Sharpe Ratio (2.35 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.