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FMBPX vs. LVMUY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FMBPX achieves a 0.69% return, which is significantly higher than LVMUY's -25.87% return. Over the past 10 years, FMBPX has underperformed LVMUY with an annualized return of 1.44%, while LVMUY has yielded a comparatively higher 16.44% annualized return.


FMBPX

1D
0.24%
1M
1.02%
YTD
0.69%
6M
1.33%
1Y
6.77%
3Y*
4.44%
5Y*
0.34%
10Y*
1.44%

LVMUY

1D
-6.07%
1M
1.34%
YTD
-25.87%
6M
-24.36%
1Y
9.32%
3Y*
-13.41%
5Y*
-5.42%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMBPX vs. LVMUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMBPX
Federated Hermes Mortgage Strategy Portfolio
0.69%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
-25.87%18.11%-18.01%13.89%-10.84%34.13%36.97%62.30%1.61%59.50%

Correlation

The correlation between FMBPX and LVMUY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2009

0.01

Over the past year, FMBPX and LVMUY have become more correlated (0.26) than their long-term average of 0.01, meaning their price movements have been converging.

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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: 3535
Overall Rank
FMBPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 3636
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 3333
Martin Ratio Rank

LVMUY
LVMUY Risk / Return Rank: 4848
Overall Rank
LVMUY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LVMUY Sortino Ratio Rank: 4646
Sortino Ratio Rank
LVMUY Omega Ratio Rank: 4545
Omega Ratio Rank
LVMUY Calmar Ratio Rank: 4949
Calmar Ratio Rank
LVMUY Martin Ratio Rank: 4949
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FMBPXLVMUYDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.30

1.08

+0.22

Calmar ratioReturn relative to maximum drawdown

2.16

0.30

+1.86

Martin ratioReturn relative to average drawdown

6.95

0.59

+6.36

FMBPX vs. LVMUY - Sharpe Ratio Comparison

The current FMBPX Sharpe Ratio is 1.49, which is higher than the LVMUY Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FMBPX and LVMUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 (3Y)

Largest decline over 3 years

-7.69%

-46.56%

+38.87%

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

-1.35%

-41.10%

+39.75%

Average Drawdown

Average peak-to-trough decline

-3.26%

-20.62%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

15.91%

-14.93%

Volatility

FMBPX vs. LVMUY - Volatility Comparison

The current volatility for Federated Hermes Mortgage Strategy Portfolio (FMBPX) is 1.44%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 11.83%. 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

1.44%

11.83%

-10.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

24.18%

-20.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

33.25%

-28.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.79%

32.74%

-25.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

31.03%

-25.91%

Dividends

FMBPX vs. LVMUY - Dividend Comparison

FMBPX's dividend yield for the trailing twelve months is around 5.03%, more than LVMUY's 2.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FMBPX
Federated Hermes Mortgage Strategy Portfolio
5.03%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
2.73%1.92%2.14%1.65%1.78%0.99%1.64%1.49%2.21%2.67%4.16%12.95%

Frequently Asked Questions


FMBPX and LVMUY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVMUY has higher volatility (11.83%) compared to FMBPX (1.44%). In terms of maximum drawdown, FMBPX dropped -18.34% vs LVMUY's -80.82%.

FMBPX currently has the higher Sharpe Ratio (1.49 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FMBPX and LVMUY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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