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FIHBX vs. PBHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIHBX vs. PBHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Institutional High Yield Bond Fund (FIHBX) and PGIM High Yield Fund (PBHAX). The values are adjusted to include any dividend payments, if applicable.

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FIHBX vs. PBHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIHBX
Federated Hermes Institutional High Yield Bond Fund
-1.32%8.59%6.40%13.17%-12.64%3.92%5.99%15.01%-2.80%7.19%
PBHAX
PGIM High Yield Fund
-0.83%8.79%6.89%10.75%-12.51%5.63%4.87%15.86%-1.53%7.50%

Returns By Period

In the year-to-date period, FIHBX achieves a -1.32% return, which is significantly lower than PBHAX's -0.83% return. Both investments have delivered pretty close results over the past 10 years, with FIHBX having a 5.15% annualized return and PBHAX not far ahead at 5.22%.


FIHBX

1D
0.57%
1M
-1.45%
YTD
-1.32%
6M
0.31%
1Y
6.07%
3Y*
7.62%
5Y*
3.19%
10Y*
5.15%

PBHAX

1D
0.63%
1M
-1.65%
YTD
-0.83%
6M
0.32%
1Y
6.13%
3Y*
7.45%
5Y*
3.14%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIHBX vs. PBHAX - Expense Ratio Comparison

FIHBX has a 0.50% expense ratio, which is lower than PBHAX's 0.75% expense ratio.


Return for Risk

FIHBX vs. PBHAX — Risk / Return Rank

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

FIHBX
FIHBX Risk / Return Rank: 8888
Overall Rank
FIHBX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIHBX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIHBX Omega Ratio Rank: 9292
Omega Ratio Rank
FIHBX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FIHBX Martin Ratio Rank: 9090
Martin Ratio Rank

PBHAX
PBHAX Risk / Return Rank: 8787
Overall Rank
PBHAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBHAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PBHAX Omega Ratio Rank: 8989
Omega Ratio Rank
PBHAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PBHAX Martin Ratio Rank: 8787
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.

FIHBX vs. PBHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Institutional High Yield Bond Fund (FIHBX) and PGIM High Yield Fund (PBHAX). 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.


FIHBXPBHAXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.68

-0.07

Sortino ratio

Return per unit of downside risk

2.30

2.48

-0.17

Omega ratio

Gain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

2.50

2.30

+0.20

Martin ratio

Return relative to average drawdown

10.29

9.48

+0.81

FIHBX vs. PBHAX - Sharpe Ratio Comparison

The current FIHBX Sharpe Ratio is 1.60, which is comparable to the PBHAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FIHBX and PBHAX, 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


FIHBXPBHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.68

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.63

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.96

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

1.34

+0.01

Correlation

The correlation between FIHBX and PBHAX is 0.76, 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

FIHBX vs. PBHAX - Dividend Comparison

FIHBX's dividend yield for the trailing twelve months is around 6.00%, less than PBHAX's 6.24% yield.


TTM20252024202320222021202020192018201720162015
FIHBX
Federated Hermes Institutional High Yield Bond Fund
6.00%6.29%5.94%5.93%4.58%4.25%5.14%5.79%6.24%5.55%5.75%6.46%
PBHAX
PGIM High Yield Fund
6.24%6.71%6.01%5.73%5.94%5.88%5.70%5.96%6.26%5.98%4.61%6.64%

Drawdowns

FIHBX vs. PBHAX - Drawdown Comparison

The maximum FIHBX drawdown since its inception was -31.05%, which is greater than PBHAX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for FIHBX and PBHAX.


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Drawdown Indicators


FIHBXPBHAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-28.80%

-2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.94%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.35%

-16.22%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-21.14%

-0.53%

Current Drawdown

Current decline from peak

-1.78%

-1.65%

-0.13%

Average Drawdown

Average peak-to-trough decline

-2.31%

-2.88%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.71%

-0.11%

Volatility

FIHBX vs. PBHAX - Volatility Comparison

Federated Hermes Institutional High Yield Bond Fund (FIHBX) has a higher volatility of 1.50% compared to PGIM High Yield Fund (PBHAX) at 1.41%. This indicates that FIHBX's price experiences larger fluctuations and is considered to be riskier than PBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIHBXPBHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.41%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.47%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

3.82%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

5.01%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

5.48%

+0.28%