FMBPX vs. KCCIX
Compare and contrast key facts about Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Knights of Columbus Core Bond Fund (KCCIX).
FMBPX is managed by Federated. It was launched on Dec 20, 2007. KCCIX is managed by Catholic Investor. It was launched on Feb 27, 2015.
Performance
FMBPX vs. KCCIX - Performance Comparison
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FMBPX vs. KCCIX - 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% |
KCCIX Knights of Columbus Core Bond Fund | -1.24% | 6.94% | 1.50% | 4.99% | -14.30% | -0.58% | 7.21% | 9.78% | -0.72% | 4.55% |
Returns By Period
In the year-to-date period, FMBPX achieves a -0.18% return, which is significantly higher than KCCIX's -1.24% return. Over the past 10 years, FMBPX has underperformed KCCIX with an annualized return of 1.45%, while KCCIX has yielded a comparatively higher 1.64% 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%
KCCIX
- 1D
- -0.46%
- 1M
- -3.00%
- YTD
- -1.24%
- 6M
- -0.47%
- 1Y
- 2.82%
- 3Y*
- 3.01%
- 5Y*
- -0.27%
- 10Y*
- 1.64%
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FMBPX vs. KCCIX - Expense Ratio Comparison
FMBPX has a 0.02% expense ratio, which is lower than KCCIX's 0.71% expense ratio.
Return for Risk
FMBPX vs. KCCIX — Risk / Return Rank
FMBPX
KCCIX
FMBPX vs. KCCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Knights of Columbus Core Bond Fund (KCCIX). 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 | KCCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.75 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.07 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.13 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.23 | +0.88 |
Martin ratioReturn relative to average drawdown | 5.85 | 4.11 | +1.74 |
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 | KCCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.75 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.05 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.35 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.40 | -0.15 |
Correlation
The correlation between FMBPX and KCCIX is 0.75, 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.
Dividends
FMBPX vs. KCCIX - Dividend Comparison
FMBPX's dividend yield for the trailing twelve months is around 4.60%, more than KCCIX's 3.06% 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% |
KCCIX Knights of Columbus Core Bond Fund | 3.06% | 3.95% | 3.73% | 3.23% | 2.80% | 2.19% | 3.19% | 2.97% | 2.96% | 2.63% | 2.41% | 0.00% |
Drawdowns
FMBPX vs. KCCIX - Drawdown Comparison
The maximum FMBPX drawdown since its inception was -18.34%, roughly equal to the maximum KCCIX drawdown of -18.52%. Use the drawdown chart below to compare losses from any high point for FMBPX and KCCIX.
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Drawdown Indicators
| FMBPX | KCCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -18.52% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -3.00% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -18.52% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -18.34% | -18.52% | +0.18% |
Current DrawdownCurrent decline from peak | -2.19% | -4.74% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -4.82% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.90% | +0.23% |
Volatility
FMBPX vs. KCCIX - Volatility Comparison
Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Knights of Columbus Core Bond Fund (KCCIX) have volatilities of 1.53% and 1.56%, 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
| FMBPX | KCCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 1.56% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 2.50% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 4.10% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.72% | 5.53% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 4.68% | +0.40% |