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FMBPX vs. QIACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMBPX vs. QIACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Federated Hermes MDT All Cap Core Fund (QIACX). The values are adjusted to include any dividend payments, if applicable.

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FMBPX vs. QIACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QIACX
Federated Hermes MDT All Cap Core Fund
-7.69%21.15%31.07%23.52%-14.16%31.40%21.95%26.91%-2.64%21.07%

Returns By Period

In the year-to-date period, FMBPX achieves a -0.18% return, which is significantly higher than QIACX's -7.69% return. Over the past 10 years, FMBPX has underperformed QIACX with an annualized return of 1.45%, while QIACX has yielded a comparatively higher 15.25% 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%

QIACX

1D
-0.26%
1M
-7.77%
YTD
-7.69%
6M
-4.32%
1Y
15.04%
3Y*
19.32%
5Y*
14.06%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMBPX vs. QIACX - Expense Ratio Comparison

FMBPX has a 0.02% expense ratio, which is lower than QIACX's 0.75% expense ratio.


Return for Risk

FMBPX vs. QIACX — Risk / Return Rank

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

FMBPX
FMBPX Risk / Return Rank: 7272
Overall Rank
FMBPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 7070
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 6161
Martin Ratio Rank

QIACX
QIACX Risk / Return Rank: 4242
Overall Rank
QIACX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QIACX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QIACX Omega Ratio Rank: 5151
Omega Ratio Rank
QIACX Calmar Ratio Rank: 3535
Calmar Ratio Rank
QIACX Martin Ratio Rank: 4646
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. QIACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Federated Hermes MDT All Cap Core Fund (QIACX). 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.


FMBPXQIACXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.82

+0.43

Sortino ratio

Return per unit of downside risk

1.87

1.22

+0.65

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

2.11

0.94

+1.17

Martin ratio

Return relative to average drawdown

5.85

4.64

+1.21

FMBPX vs. QIACX - Sharpe Ratio Comparison

The current FMBPX Sharpe Ratio is 1.25, which is higher than the QIACX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FMBPX and QIACX, 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


FMBPXQIACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.82

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.81

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.82

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.54

-0.29

Correlation

The correlation between FMBPX and QIACX is -0.08. 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. QIACX - Dividend Comparison

FMBPX's dividend yield for the trailing twelve months is around 4.60%, less than QIACX's 4.96% yield.


TTM20252024202320222021202020192018201720162015
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%
QIACX
Federated Hermes MDT All Cap Core Fund
4.96%4.58%8.65%1.40%10.90%17.44%3.01%3.34%8.60%0.69%1.12%1.25%

Drawdowns

FMBPX vs. QIACX - Drawdown Comparison

The maximum FMBPX drawdown since its inception was -18.34%, smaller than the maximum QIACX drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for FMBPX and QIACX.


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Drawdown Indicators


FMBPXQIACXDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-60.11%

+41.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-11.99%

+8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-23.05%

+5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.34%

-36.47%

+18.13%

Current Drawdown

Current decline from peak

-2.19%

-8.65%

+6.46%

Average Drawdown

Average peak-to-trough decline

-3.29%

-9.36%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

2.66%

-1.53%

Volatility

FMBPX vs. QIACX - Volatility Comparison

The current volatility for Federated Hermes Mortgage Strategy Portfolio (FMBPX) is 1.53%, while Federated Hermes MDT All Cap Core Fund (QIACX) has a volatility of 4.20%. This indicates that FMBPX experiences smaller price fluctuations and is considered to be less risky than QIACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMBPXQIACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

4.20%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

9.52%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

15.98%

-10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.72%

17.34%

-10.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

18.69%

-13.61%