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FIGTX vs. RFBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGTX vs. RFBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short-Intermediate Government Fund (FIGTX) and Davis Government Bond Fund (RFBAX). The values are adjusted to include any dividend payments, if applicable.

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FIGTX vs. RFBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGTX
Federated Hermes Short-Intermediate Government Fund
-0.58%6.15%1.72%3.93%-9.25%-2.58%5.77%4.57%0.94%0.28%
RFBAX
Davis Government Bond Fund
0.32%4.49%4.33%3.63%-5.29%-1.48%1.69%3.23%0.42%0.21%

Returns By Period

In the year-to-date period, FIGTX achieves a -0.58% return, which is significantly lower than RFBAX's 0.32% return. Over the past 10 years, FIGTX has underperformed RFBAX with an annualized return of 0.89%, while RFBAX has yielded a comparatively higher 1.03% annualized return.


FIGTX

1D
0.31%
1M
-1.62%
YTD
-0.58%
6M
0.65%
1Y
3.00%
3Y*
2.96%
5Y*
0.05%
10Y*
0.89%

RFBAX

1D
0.00%
1M
-0.39%
YTD
0.32%
6M
0.87%
1Y
3.01%
3Y*
3.84%
5Y*
1.21%
10Y*
1.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGTX vs. RFBAX - Expense Ratio Comparison

FIGTX has a 0.59% expense ratio, which is lower than RFBAX's 1.00% expense ratio.


Return for Risk

FIGTX vs. RFBAX — Risk / Return Rank

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

FIGTX
FIGTX Risk / Return Rank: 6969
Overall Rank
FIGTX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FIGTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FIGTX Omega Ratio Rank: 6262
Omega Ratio Rank
FIGTX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FIGTX Martin Ratio Rank: 6262
Martin Ratio Rank

RFBAX
RFBAX Risk / Return Rank: 9494
Overall Rank
RFBAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RFBAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
RFBAX Omega Ratio Rank: 9494
Omega Ratio Rank
RFBAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
RFBAX Martin Ratio Rank: 9696
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.

FIGTX vs. RFBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short-Intermediate Government Fund (FIGTX) and Davis Government Bond Fund (RFBAX). 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.


FIGTXRFBAXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.81

-0.63

Sortino ratio

Return per unit of downside risk

1.92

2.96

-1.04

Omega ratio

Gain probability vs. loss probability

1.24

1.49

-0.25

Calmar ratio

Return relative to maximum drawdown

1.96

4.51

-2.54

Martin ratio

Return relative to average drawdown

5.92

15.32

-9.40

FIGTX vs. RFBAX - Sharpe Ratio Comparison

The current FIGTX Sharpe Ratio is 1.18, which is lower than the RFBAX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FIGTX and RFBAX, 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


FIGTXRFBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.81

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.59

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.58

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.04

-0.35

Correlation

The correlation between FIGTX and RFBAX is 0.64, 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

FIGTX vs. RFBAX - Dividend Comparison

FIGTX's dividend yield for the trailing twelve months is around 3.39%, more than RFBAX's 2.77% yield.


TTM20252024202320222021202020192018201720162015
FIGTX
Federated Hermes Short-Intermediate Government Fund
3.39%3.78%4.00%3.61%1.51%0.89%1.37%2.23%1.95%1.31%1.28%1.24%
RFBAX
Davis Government Bond Fund
2.77%3.01%3.23%2.15%0.80%0.57%0.93%1.67%1.17%0.59%0.68%0.75%

Drawdowns

FIGTX vs. RFBAX - Drawdown Comparison

The maximum FIGTX drawdown since its inception was -14.00%, which is greater than RFBAX's maximum drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for FIGTX and RFBAX.


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Drawdown Indicators


FIGTXRFBAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.00%

-8.03%

-5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-0.77%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

-7.61%

-5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-14.00%

-8.03%

-5.97%

Current Drawdown

Current decline from peak

-1.62%

-0.58%

-1.04%

Average Drawdown

Average peak-to-trough decline

-2.74%

-1.19%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.23%

+0.41%

Volatility

FIGTX vs. RFBAX - Volatility Comparison

Federated Hermes Short-Intermediate Government Fund (FIGTX) has a higher volatility of 0.89% compared to Davis Government Bond Fund (RFBAX) at 0.48%. This indicates that FIGTX's price experiences larger fluctuations and is considered to be riskier than RFBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGTXRFBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.48%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

1.19%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

1.93%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

2.06%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

1.78%

+1.63%