FISPX vs. PBQAX

In the year-to-date period, FISPX achieves a -3.46% return, which is significantly higher than PBQAX's -5.96% return. Over the past 10 years, FISPX has underperformed PBQAX with an annualized return of -6.16%, while PBQAX has yielded a comparatively higher 0.87% annualized return.

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FISPX has a 0.37% expense ratio, which is lower than PBQAX's 0.94% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) and PGIM Jennison Blend Fund (PBQAX). 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.

The current FISPX Sharpe Ratio is -0.06, which is higher than the PBQAX Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of FISPX and PBQAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FISPX's dividend yield for the trailing twelve months is around 1.10%, more than PBQAX's 0.55% yield.

The maximum FISPX drawdown since its inception was -72.44%, which is greater than PBQAX's maximum drawdown of -59.78%. Use the drawdown chart below to compare losses from any high point for FISPX and PBQAX. For additional features, visit the drawdowns tool.

Federated Hermes Max Cap Index Fund (FISPX) and PGIM Jennison Blend Fund (PBQAX) have volatilities of 6.91% and 6.79%, 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.