FISPX vs. BEARX
Compare and contrast key facts about Federated Hermes Max Cap Index Fund (FISPX) and Federated Hermes Prudent Bear Fd (BEARX).
FISPX is managed by Federated. It was launched on Jul 11, 1990. BEARX is managed by Federated. It was launched on Dec 27, 1995.
Performance
FISPX vs. BEARX - Performance Comparison
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FISPX vs. BEARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FISPX Federated Hermes Max Cap Index Fund | -4.25% | 17.57% | 24.47% | 26.27% | -18.87% | 28.57% | 18.27% | 30.73% | -4.68% | 21.61% |
BEARX Federated Hermes Prudent Bear Fd | 5.54% | -12.42% | -20.34% | -18.67% | 17.78% | -23.78% | -22.95% | -19.95% | -5.96% | -15.76% |
Returns By Period
In the year-to-date period, FISPX achieves a -4.25% return, which is significantly lower than BEARX's 5.54% return. Over the past 10 years, FISPX has outperformed BEARX with an annualized return of 13.76%, while BEARX has yielded a comparatively lower -13.59% annualized return.
FISPX
- 1D
- 2.90%
- 1M
- -4.92%
- YTD
- -4.25%
- 6M
- -2.06%
- 1Y
- 17.21%
- 3Y*
- 18.14%
- 5Y*
- 11.43%
- 10Y*
- 13.76%
BEARX
- 1D
- -2.68%
- 1M
- 5.82%
- YTD
- 5.54%
- 6M
- 3.90%
- 1Y
- -12.50%
- 3Y*
- -13.71%
- 5Y*
- -10.19%
- 10Y*
- -13.59%
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FISPX vs. BEARX - Expense Ratio Comparison
FISPX has a 0.37% expense ratio, which is lower than BEARX's 1.78% expense ratio.
Return for Risk
FISPX vs. BEARX — Risk / Return Rank
FISPX
BEARX
FISPX vs. BEARX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) and Federated Hermes Prudent Bear Fd (BEARX). 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.
| FISPX | BEARX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | -0.82 | +1.87 |
Sortino ratioReturn per unit of downside risk | 1.63 | -1.12 | +2.75 |
Omega ratioGain probability vs. loss probability | 1.24 | 0.84 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | -0.44 | +1.18 |
Martin ratioReturn relative to average drawdown | 3.41 | -0.54 | +3.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FISPX | BEARX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | -0.82 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.60 | +1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | -0.82 | +1.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | -0.01 | +0.57 |
Correlation
The correlation between FISPX and BEARX is -0.85. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FISPX vs. BEARX - Dividend Comparison
FISPX's dividend yield for the trailing twelve months is around 8.39%, more than BEARX's 6.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISPX Federated Hermes Max Cap Index Fund | 8.39% | 8.03% | 12.57% | 22.88% | 16.35% | 16.48% | 23.53% | 15.79% | 47.85% | 25.80% | 18.45% | 14.91% |
BEARX Federated Hermes Prudent Bear Fd | 6.36% | 6.71% | 0.00% | 13.32% | 0.00% | 0.00% | 0.00% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FISPX vs. BEARX - Drawdown Comparison
The maximum FISPX drawdown since its inception was -54.64%, smaller than the maximum BEARX drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for FISPX and BEARX.
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Drawdown Indicators
| FISPX | BEARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.64% | -95.38% | +40.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -26.53% | +14.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.02% | -48.32% | +23.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -78.77% | +44.97% |
Current DrawdownCurrent decline from peak | -6.12% | -95.04% | +88.92% |
Average DrawdownAverage peak-to-trough decline | -9.02% | -60.85% | +51.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 21.58% | -18.35% |
Volatility
FISPX vs. BEARX - Volatility Comparison
Federated Hermes Max Cap Index Fund (FISPX) and Federated Hermes Prudent Bear Fd (BEARX) have volatilities of 5.09% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FISPX | BEARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.93% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 9.20% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 15.37% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 17.01% | +4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 16.64% | +3.53% |