FTRBX vs. DODIX
Compare and contrast key facts about Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) and Dodge & Cox Income Fund (DODIX).
FTRBX is managed by Federated. It was launched on Oct 1, 1996. DODIX is managed by Dodge & Cox.
Performance
FTRBX vs. DODIX - Performance Comparison
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FTRBX vs. DODIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRBX Federated Hermes Total Return Bond Fund Institutional Shares | -0.95% | 7.60% | 2.03% | 5.20% | -13.13% | -0.21% | 9.52% | 9.75% | -0.85% | 4.41% |
DODIX Dodge & Cox Income Fund | 0.04% | 8.32% | 2.25% | 7.69% | -11.42% | -0.92% | 9.46% | 9.73% | -0.31% | 4.36% |
Returns By Period
In the year-to-date period, FTRBX achieves a -0.95% return, which is significantly lower than DODIX's 0.04% return. Over the past 10 years, FTRBX has underperformed DODIX with an annualized return of 2.32%, while DODIX has yielded a comparatively higher 3.05% annualized return.
FTRBX
- 1D
- 0.11%
- 1M
- -1.87%
- YTD
- -0.95%
- 6M
- 0.50%
- 1Y
- 3.82%
- 3Y*
- 3.62%
- 5Y*
- 0.31%
- 10Y*
- 2.32%
DODIX
- 1D
- 0.24%
- 1M
- -1.57%
- YTD
- 0.04%
- 6M
- 1.01%
- 1Y
- 4.93%
- 3Y*
- 4.98%
- 5Y*
- 1.39%
- 10Y*
- 3.05%
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FTRBX vs. DODIX - Expense Ratio Comparison
FTRBX has a 0.39% expense ratio, which is lower than DODIX's 0.41% expense ratio.
Return for Risk
FTRBX vs. DODIX — Risk / Return Rank
FTRBX
DODIX
FTRBX vs. DODIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) and Dodge & Cox Income Fund (DODIX). 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.
| FTRBX | DODIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.17 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.67 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.88 | -0.10 |
Martin ratioReturn relative to average drawdown | 5.28 | 5.55 | -0.27 |
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
| FTRBX | DODIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.17 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.25 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.69 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.48 | -0.40 |
Correlation
The correlation between FTRBX and DODIX is 0.83, 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
FTRBX vs. DODIX - Dividend Comparison
FTRBX's dividend yield for the trailing twelve months is around 4.20%, less than DODIX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRBX Federated Hermes Total Return Bond Fund Institutional Shares | 4.20% | 4.52% | 4.47% | 3.84% | 2.47% | 3.43% | 4.66% | 3.38% | 3.49% | 3.21% | 3.35% | 3.53% |
DODIX Dodge & Cox Income Fund | 4.28% | 4.23% | 4.24% | 3.86% | 2.19% | 3.23% | 4.66% | 3.63% | 3.43% | 3.03% | 3.25% | 3.09% |
Drawdowns
FTRBX vs. DODIX - Drawdown Comparison
The maximum FTRBX drawdown since its inception was -17.49%, roughly equal to the maximum DODIX drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for FTRBX and DODIX.
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Drawdown Indicators
| FTRBX | DODIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.49% | -16.89% | -0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -2.94% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -16.89% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -17.49% | -16.89% | -0.60% |
Current DrawdownCurrent decline from peak | -2.17% | -2.09% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -1.50% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.99% | -0.05% |
Volatility
FTRBX vs. DODIX - Volatility Comparison
The current volatility for Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) is 1.36%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.82%. This indicates that FTRBX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRBX | DODIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.82% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 2.80% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 4.60% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.85% | 5.52% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 4.42% | +0.36% |