FMBPX vs. SVAIX
Compare and contrast key facts about Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
FMBPX is managed by Federated. It was launched on Dec 20, 2007. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Performance
FMBPX vs. SVAIX - Performance Comparison
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FMBPX vs. SVAIX - 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% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 8.28% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Returns By Period
In the year-to-date period, FMBPX achieves a -0.18% return, which is significantly lower than SVAIX's 8.28% return. Over the past 10 years, FMBPX has underperformed SVAIX with an annualized return of 1.45%, while SVAIX has yielded a comparatively higher 8.37% 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%
SVAIX
- 1D
- 0.29%
- 1M
- -3.41%
- YTD
- 8.28%
- 6M
- 10.68%
- 1Y
- 16.18%
- 3Y*
- 13.50%
- 5Y*
- 11.56%
- 10Y*
- 8.37%
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FMBPX vs. SVAIX - Expense Ratio Comparison
FMBPX has a 0.02% expense ratio, which is lower than SVAIX's 0.81% expense ratio.
Return for Risk
FMBPX vs. SVAIX — Risk / Return Rank
FMBPX
SVAIX
FMBPX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mortgage Strategy Portfolio (FMBPX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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 | SVAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.38 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.87 | 2.05 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.64 | +0.47 |
Martin ratioReturn relative to average drawdown | 5.85 | 7.78 | -1.93 |
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 | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.38 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.89 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.56 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.52 | -0.27 |
Correlation
The correlation between FMBPX and SVAIX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FMBPX vs. SVAIX - Dividend Comparison
FMBPX's dividend yield for the trailing twelve months is around 4.60%, less than SVAIX's 5.98% 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% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 5.98% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Drawdowns
FMBPX vs. SVAIX - Drawdown Comparison
The maximum FMBPX drawdown since its inception was -18.34%, smaller than the maximum SVAIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for FMBPX and SVAIX.
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Drawdown Indicators
| FMBPX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -50.62% | +32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -11.78% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -16.13% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -18.34% | -36.53% | +18.19% |
Current DrawdownCurrent decline from peak | -2.19% | -3.68% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -7.75% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 2.66% | -1.53% |
Volatility
FMBPX vs. SVAIX - Volatility Comparison
The current volatility for Federated Hermes Mortgage Strategy Portfolio (FMBPX) is 1.53%, while Federated Hermes Strategic Value Dividend Fund (SVAIX) has a volatility of 2.80%. This indicates that FMBPX experiences smaller price fluctuations and is considered to be less risky than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMBPX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 2.80% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 6.96% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 15.78% | -10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.72% | 13.57% | -6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 15.42% | -10.34% |