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FMBPX vs. LVMUY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMBPX vs. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Mortgage Strategy Portfolio (FMBPX) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

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FMBPX vs. LVMUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMBPX
Federated Hermes Mortgage Strategy Portfolio
-0.06%9.03%1.04%4.44%-12.21%-1.35%4.77%6.30%1.13%2.76%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-27.64%18.11%-18.01%13.89%-10.84%34.13%36.97%62.30%1.61%59.50%

Returns By Period

In the year-to-date period, FMBPX achieves a -0.06% return, which is significantly higher than LVMUY's -27.64% return. Over the past 10 years, FMBPX has underperformed LVMUY with an annualized return of 1.46%, while LVMUY has yielded a comparatively higher 14.91% annualized return.


FMBPX

1D
0.12%
1M
-1.62%
YTD
-0.06%
6M
1.75%
1Y
5.59%
3Y*
3.94%
5Y*
0.21%
10Y*
1.46%

LVMUY

1D
-0.10%
1M
-10.15%
YTD
-27.64%
6M
-10.86%
1Y
-9.79%
3Y*
-14.31%
5Y*
-2.56%
10Y*
14.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FMBPX vs. LVMUY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FMBPX
FMBPX Risk / Return Rank: 5757
Overall Rank
FMBPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 4747
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 5555
Martin Ratio Rank

LVMUY
LVMUY Risk / Return Rank: 2727
Overall Rank
LVMUY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LVMUY Sortino Ratio Rank: 2424
Sortino Ratio Rank
LVMUY Omega Ratio Rank: 2525
Omega Ratio Rank
LVMUY Calmar Ratio Rank: 3131
Calmar Ratio Rank
LVMUY Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMBPX vs. LVMUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mortgage Strategy Portfolio (FMBPX) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


FMBPXLVMUYDifference

Sharpe ratio

Return per unit of total volatility

1.06

-0.29

+1.35

Sortino ratio

Return per unit of downside risk

1.56

-0.20

+1.76

Omega ratio

Gain probability vs. loss probability

1.22

0.98

+0.24

Calmar ratio

Return relative to maximum drawdown

2.19

-0.31

+2.50

Martin ratio

Return relative to average drawdown

6.03

-0.83

+6.86

FMBPX vs. LVMUY - Sharpe Ratio Comparison

The current FMBPX Sharpe Ratio is 1.06, which is higher than the LVMUY Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FMBPX and LVMUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMBPXLVMUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

-0.29

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.08

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.49

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.20

+0.05

Correlation

The correlation between FMBPX and LVMUY is -0.00. 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. LVMUY - Dividend Comparison

FMBPX's dividend yield for the trailing twelve months is around 4.59%, more than LVMUY's 2.65% yield.


TTM20252024202320222021202020192018201720162015
FMBPX
Federated Hermes Mortgage Strategy Portfolio
4.59%4.87%4.29%3.46%2.29%1.96%2.68%3.23%3.14%2.83%2.72%2.65%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.65%1.92%2.14%1.65%1.78%0.99%1.64%1.49%2.21%2.67%4.16%12.95%

Drawdowns

FMBPX vs. LVMUY - Drawdown Comparison

The maximum FMBPX drawdown since its inception was -18.34%, smaller than the maximum LVMUY drawdown of -80.82%. Use the drawdown chart below to compare losses from any high point for FMBPX and LVMUY.


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Drawdown Indicators


FMBPXLVMUYDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-80.82%

+62.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-31.47%

+28.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-46.56%

+28.54%

Max Drawdown (10Y)

Largest decline over 10 years

-18.34%

-46.56%

+28.22%

Current Drawdown

Current decline from peak

-2.08%

-42.51%

+40.43%

Average Drawdown

Average peak-to-trough decline

-3.28%

-20.39%

+17.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

11.81%

-10.67%

Volatility

FMBPX vs. LVMUY - Volatility Comparison

The current volatility for Federated Hermes Mortgage Strategy Portfolio (FMBPX) is 1.50%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 9.07%. This indicates that FMBPX experiences smaller price fluctuations and is considered to be less risky than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBPXLVMUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

9.07%

-7.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

22.17%

-19.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

33.96%

-28.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.72%

32.17%

-25.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

30.72%

-25.64%