FMBPX vs. KAUFX
Compare and contrast key facts about Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Federated Hermes Kaufmann Fd (KAUFX).
FMBPX is managed by Federated. It was launched on Dec 20, 2007. KAUFX is managed by Federated. It was launched on Feb 21, 1986.
Performance
FMBPX vs. KAUFX - Performance Comparison
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FMBPX vs. KAUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMBPX Federated Hermes Mortgage Strategy Portfolio | -0.18% | 9.03% | 1.04% | 4.44% | -12.21% | -1.35% | 4.77% | 6.30% | 1.13% | 2.76% |
KAUFX Federated Hermes Kaufmann Fd | -12.10% | 12.18% | 29.84% | 14.88% | -30.30% | 2.46% | 28.54% | 32.56% | 4.03% | 27.65% |
Returns By Period
In the year-to-date period, FMBPX achieves a -0.18% return, which is significantly higher than KAUFX's -12.10% return. Over the past 10 years, FMBPX has underperformed KAUFX with an annualized return of 1.45%, while KAUFX has yielded a comparatively higher 10.30% annualized return.
FMBPX
- 1D
- 0.59%
- 1M
- -2.19%
- YTD
- -0.18%
- 6M
- 1.51%
- 1Y
- 5.46%
- 3Y*
- 3.90%
- 5Y*
- 0.19%
- 10Y*
- 1.45%
KAUFX
- 1D
- -1.00%
- 1M
- -12.26%
- YTD
- -12.10%
- 6M
- -12.45%
- 1Y
- 8.18%
- 3Y*
- 13.08%
- 5Y*
- 1.76%
- 10Y*
- 10.30%
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FMBPX vs. KAUFX - Expense Ratio Comparison
FMBPX has a 0.02% expense ratio, which is lower than KAUFX's 1.96% expense ratio.
Return for Risk
FMBPX vs. KAUFX — Risk / Return Rank
FMBPX
KAUFX
FMBPX vs. KAUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Federated Hermes Kaufmann Fd (KAUFX). 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.
| FMBPX | KAUFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.29 | +0.96 |
Sortino ratioReturn per unit of downside risk | 1.87 | 0.54 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 0.33 | +1.78 |
Martin ratioReturn relative to average drawdown | 5.85 | 1.33 | +4.52 |
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
| FMBPX | KAUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.29 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.09 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.50 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.56 | -0.31 |
Correlation
The correlation between FMBPX and KAUFX is -0.03. 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
FMBPX vs. KAUFX - Dividend Comparison
FMBPX's dividend yield for the trailing twelve months is around 4.60%, less than KAUFX's 12.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMBPX Federated Hermes Mortgage Strategy Portfolio | 4.60% | 4.87% | 4.29% | 3.46% | 2.29% | 1.96% | 2.68% | 3.23% | 3.14% | 2.83% | 2.72% | 2.65% |
KAUFX Federated Hermes Kaufmann Fd | 12.24% | 10.76% | 22.39% | 1.89% | 0.00% | 9.77% | 6.94% | 11.75% | 15.74% | 11.76% | 10.48% | 16.34% |
Drawdowns
FMBPX vs. KAUFX - Drawdown Comparison
The maximum FMBPX drawdown since its inception was -18.34%, smaller than the maximum KAUFX drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for FMBPX and KAUFX.
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Drawdown Indicators
| FMBPX | KAUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -54.66% | +36.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -14.83% | +11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -40.76% | +22.74% |
Max Drawdown (10Y)Largest decline over 10 years | -18.34% | -40.76% | +22.42% |
Current DrawdownCurrent decline from peak | -2.19% | -14.83% | +12.64% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -11.23% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 3.65% | -2.52% |
Volatility
FMBPX vs. KAUFX - Volatility Comparison
The current volatility for Federated Hermes Mortgage Strategy Portfolio (FMBPX) is 1.53%, while Federated Hermes Kaufmann Fd (KAUFX) has a volatility of 6.03%. This indicates that FMBPX experiences smaller price fluctuations and is considered to be less risky than KAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMBPX | KAUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 6.03% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 12.83% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 19.11% | -13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.72% | 20.85% | -14.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 20.73% | -15.65% |