FMBPX vs. HESAY

In the year-to-date period, FMBPX achieves a 1.94% return, which is significantly lower than HESAY's 15.87% return. Over the past 10 years, FMBPX has underperformed HESAY with an annualized return of 1.31%, while HESAY has yielded a comparatively higher 22.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Hermes International SA (HESAY). 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 FMBPX Sharpe Ratio is 1.05, which is higher than the HESAY Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FMBPX and HESAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMBPX's dividend yield for the trailing twelve months is around 4.28%, more than HESAY's 0.52% yield.

The maximum FMBPX drawdown since its inception was -17.25%, smaller than the maximum HESAY drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for FMBPX and HESAY.

The current volatility for Federated Hermes Mortgage Strategy Portfolio (FMBPX) is 1.84%, while Hermes International SA (HESAY) has a volatility of 7.57%. This indicates that FMBPX experiences smaller price fluctuations and is considered to be less risky than HESAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.