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FIIFX vs. SCCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIIFX vs. SCCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Intermediate Corporate Bond Fund (FIIFX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). The values are adjusted to include any dividend payments, if applicable.

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FIIFX vs. SCCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
-0.79%7.62%3.20%5.66%-10.03%-1.61%7.58%9.72%-0.48%4.32%
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
-1.68%6.37%-1.68%9.20%-23.65%-0.01%625.95%10.78%-0.95%4.22%

Returns By Period

In the year-to-date period, FIIFX achieves a -0.79% return, which is significantly higher than SCCPX's -1.68% return. Over the past 10 years, FIIFX has underperformed SCCPX with an annualized return of 2.49%, while SCCPX has yielded a comparatively higher 21.97% annualized return.


FIIFX

1D
0.23%
1M
-1.49%
YTD
-0.79%
6M
0.48%
1Y
4.41%
3Y*
4.32%
5Y*
1.01%
10Y*
2.49%

SCCPX

1D
0.45%
1M
-3.04%
YTD
-1.68%
6M
-2.43%
1Y
1.95%
3Y*
2.21%
5Y*
-2.74%
10Y*
21.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIIFX vs. SCCPX - Expense Ratio Comparison

FIIFX has a 0.58% expense ratio, which is higher than SCCPX's 0.45% expense ratio.


Return for Risk

FIIFX vs. SCCPX — Risk / Return Rank

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

FIIFX
FIIFX Risk / Return Rank: 7272
Overall Rank
FIIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FIIFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FIIFX Omega Ratio Rank: 7272
Omega Ratio Rank
FIIFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FIIFX Martin Ratio Rank: 7070
Martin Ratio Rank

SCCPX
SCCPX Risk / Return Rank: 1111
Overall Rank
SCCPX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SCCPX Sortino Ratio Rank: 88
Sortino Ratio Rank
SCCPX Omega Ratio Rank: 77
Omega Ratio Rank
SCCPX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCCPX Martin Ratio Rank: 1313
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.

FIIFX vs. SCCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Intermediate Corporate Bond Fund (FIIFX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). 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.


FIIFXSCCPXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.27

+1.07

Sortino ratio

Return per unit of downside risk

1.98

0.43

+1.55

Omega ratio

Gain probability vs. loss probability

1.29

1.05

+0.24

Calmar ratio

Return relative to maximum drawdown

1.93

0.63

+1.31

Martin ratio

Return relative to average drawdown

7.49

1.48

+6.01

FIIFX vs. SCCPX - Sharpe Ratio Comparison

The current FIIFX Sharpe Ratio is 1.34, which is higher than the SCCPX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FIIFX and SCCPX, 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


FIIFXSCCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.27

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.25

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.12

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.11

+0.96

Correlation

The correlation between FIIFX and SCCPX 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

FIIFX vs. SCCPX - Dividend Comparison

FIIFX's dividend yield for the trailing twelve months is around 3.88%, less than SCCPX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
3.88%4.15%3.39%2.95%1.97%2.69%2.64%2.92%4.02%4.27%3.30%3.79%
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
4.69%4.99%4.84%3.54%4.11%13.93%88.30%3.01%3.31%3.76%3.41%3.16%

Drawdowns

FIIFX vs. SCCPX - Drawdown Comparison

The maximum FIIFX drawdown since its inception was -14.85%, smaller than the maximum SCCPX drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for FIIFX and SCCPX.


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Drawdown Indicators


FIIFXSCCPXDifference

Max Drawdown

Largest peak-to-trough decline

-14.85%

-31.88%

+17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.28%

-5.49%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.85%

-31.88%

+17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-14.85%

-31.88%

+17.03%

Current Drawdown

Current decline from peak

-1.71%

-15.29%

+13.58%

Average Drawdown

Average peak-to-trough decline

-1.93%

-6.30%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

2.32%

-1.73%

Volatility

FIIFX vs. SCCPX - Volatility Comparison

The current volatility for Federated Hermes Intermediate Corporate Bond Fund (FIIFX) is 1.06%, while Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a volatility of 3.28%. This indicates that FIIFX experiences smaller price fluctuations and is considered to be less risky than SCCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIIFXSCCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

3.28%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

5.17%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

8.84%

-5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

11.11%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.80%

182.21%

-178.41%