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FIHBX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIHBX vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Institutional High Yield Bond Fund (FIHBX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). The values are adjusted to include any dividend payments, if applicable.

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FIHBX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIHBX
Federated Hermes Institutional High Yield Bond Fund
-1.88%8.59%6.40%13.17%-12.64%3.92%5.99%15.01%-2.80%7.19%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-2.23%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%

Returns By Period

In the year-to-date period, FIHBX achieves a -1.88% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, FIHBX has outperformed PFORX with an annualized return of 5.09%, while PFORX has yielded a comparatively lower 2.77% annualized return.


FIHBX

1D
0.11%
1M
-2.34%
YTD
-1.88%
6M
-0.37%
1Y
5.47%
3Y*
7.42%
5Y*
3.11%
10Y*
5.09%

PFORX

1D
0.31%
1M
-3.69%
YTD
-2.23%
6M
-1.20%
1Y
1.73%
3Y*
4.71%
5Y*
1.08%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIHBX vs. PFORX - Expense Ratio Comparison

Both FIHBX and PFORX have an expense ratio of 0.50%.


Return for Risk

FIHBX vs. PFORX — Risk / Return Rank

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

FIHBX
FIHBX Risk / Return Rank: 8686
Overall Rank
FIHBX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIHBX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FIHBX Omega Ratio Rank: 9191
Omega Ratio Rank
FIHBX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIHBX Martin Ratio Rank: 8787
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 2424
Overall Rank
PFORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFORX Omega Ratio Rank: 2121
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
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. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Institutional High Yield Bond Fund (FIHBX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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.


FIHBXPFORXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.64

+0.86

Sortino ratio

Return per unit of downside risk

2.14

0.89

+1.25

Omega ratio

Gain probability vs. loss probability

1.41

1.12

+0.29

Calmar ratio

Return relative to maximum drawdown

2.21

0.61

+1.60

Martin ratio

Return relative to average drawdown

9.25

2.82

+6.44

FIHBX vs. PFORX - Sharpe Ratio Comparison

The current FIHBX Sharpe Ratio is 1.50, which is higher than the PFORX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FIHBX and PFORX, 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


FIHBXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.64

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.31

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.90

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

1.25

+0.09

Correlation

The correlation between FIHBX and PFORX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIHBX vs. PFORX - Dividend Comparison

FIHBX's dividend yield for the trailing twelve months is around 6.03%, more than PFORX's 3.88% yield.


TTM20252024202320222021202020192018201720162015
FIHBX
Federated Hermes Institutional High Yield Bond Fund
6.03%6.29%5.94%5.93%4.58%4.25%5.14%5.79%6.24%5.55%5.75%6.46%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.88%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%

Drawdowns

FIHBX vs. PFORX - Drawdown Comparison

The maximum FIHBX drawdown since its inception was -31.05%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for FIHBX and PFORX.


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Drawdown Indicators


FIHBXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-13.87%

-17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-3.99%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-16.35%

-13.71%

-2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-13.87%

-7.80%

Current Drawdown

Current decline from peak

-2.34%

-3.69%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.31%

-1.95%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.87%

-0.28%

Volatility

FIHBX vs. PFORX - Volatility Comparison

The current volatility for Federated Hermes Institutional High Yield Bond Fund (FIHBX) is 1.36%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 1.93%. This indicates that FIHBX experiences smaller price fluctuations and is considered to be less risky than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIHBXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.93%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

2.53%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.38%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

3.46%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

3.08%

+2.68%