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FISPX vs. JENHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FISPX and JENHX is 0.94, 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.


-0.50.00.51.00.9

Performance

FISPX vs. JENHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Max Cap Index Fund (FISPX) and Johnson Enhanced Return Fund (JENHX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-23.46%
458.76%
FISPX
JENHX

Key characteristics

Sharpe Ratio

FISPX:

0.88

JENHX:

2.02

Sortino Ratio

FISPX:

1.10

JENHX:

2.70

Omega Ratio

FISPX:

1.21

JENHX:

1.37

Calmar Ratio

FISPX:

0.21

JENHX:

3.34

Martin Ratio

FISPX:

5.26

JENHX:

12.88

Ulcer Index

FISPX:

2.75%

JENHX:

1.99%

Daily Std Dev

FISPX:

16.40%

JENHX:

12.74%

Max Drawdown

FISPX:

-72.44%

JENHX:

-36.15%

Current Drawdown

FISPX:

-63.72%

JENHX:

-3.09%

Returns By Period

In the year-to-date period, FISPX achieves a 12.67% return, which is significantly lower than JENHX's 23.50% return. Over the past 10 years, FISPX has underperformed JENHX with an annualized return of -5.64%, while JENHX has yielded a comparatively higher 10.19% annualized return.


FISPX

YTD

12.67%

1M

-10.01%

6M

-2.00%

1Y

13.31%

5Y*

-2.43%

10Y*

-5.64%

JENHX

YTD

23.50%

1M

0.17%

6M

8.78%

1Y

24.44%

5Y*

12.30%

10Y*

10.19%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FISPX vs. JENHX - Expense Ratio Comparison

FISPX has a 0.37% expense ratio, which is higher than JENHX's 0.35% expense ratio.


FISPX
Federated Hermes Max Cap Index Fund
Expense ratio chart for FISPX: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%
Expense ratio chart for JENHX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

FISPX vs. JENHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) and Johnson Enhanced Return Fund (JENHX). 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.


Sharpe ratio
The chart of Sharpe ratio for FISPX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.882.02
The chart of Sortino ratio for FISPX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.102.70
The chart of Omega ratio for FISPX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.37
The chart of Calmar ratio for FISPX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.0014.000.263.34
The chart of Martin ratio for FISPX, currently valued at 5.26, compared to the broader market0.0020.0040.0060.005.2612.88
FISPX
JENHX

The current FISPX Sharpe Ratio is 0.88, which is lower than the JENHX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FISPX and JENHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.88
2.02
FISPX
JENHX

Dividends

FISPX vs. JENHX - Dividend Comparison

FISPX's dividend yield for the trailing twelve months is around 0.71%, less than JENHX's 2.73% yield.


TTM20232022202120202019201820172016201520142013
FISPX
Federated Hermes Max Cap Index Fund
0.71%1.39%1.43%0.99%1.53%1.41%2.32%1.77%1.98%1.96%1.66%1.60%
JENHX
Johnson Enhanced Return Fund
2.73%2.10%1.36%1.04%1.23%2.25%2.43%1.62%1.32%1.13%1.07%25.26%

Drawdowns

FISPX vs. JENHX - Drawdown Comparison

The maximum FISPX drawdown since its inception was -72.44%, which is greater than JENHX's maximum drawdown of -36.15%. Use the drawdown chart below to compare losses from any high point for FISPX and JENHX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.09%
-3.09%
FISPX
JENHX

Volatility

FISPX vs. JENHX - Volatility Comparison

Federated Hermes Max Cap Index Fund (FISPX) has a higher volatility of 11.75% compared to Johnson Enhanced Return Fund (JENHX) at 4.17%. This indicates that FISPX's price experiences larger fluctuations and is considered to be riskier than JENHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.75%
4.17%
FISPX
JENHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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