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FTRBX vs. QDIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRBX vs. QDIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). The values are adjusted to include any dividend payments, if applicable.

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FTRBX vs. QDIBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FTRBX
Federated Hermes Total Return Bond Fund Institutional Shares
-0.85%7.60%2.03%5.20%-13.13%-0.21%9.52%0.19%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
0.00%7.72%1.66%6.71%-14.11%-0.17%6.77%-0.10%

Returns By Period


FTRBX

1D
0.11%
1M
-1.77%
YTD
-0.85%
6M
0.29%
1Y
3.71%
3Y*
3.65%
5Y*
0.33%
10Y*
2.33%

QDIBX

1D
0.00%
1M
-1.22%
YTD
0.00%
6M
0.79%
1Y
4.31%
3Y*
4.27%
5Y*
0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTRBX vs. QDIBX - Expense Ratio Comparison

FTRBX has a 0.39% expense ratio, which is higher than QDIBX's 0.03% expense ratio.


Return for Risk

FTRBX vs. QDIBX — Risk / Return Rank

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

FTRBX
FTRBX Risk / Return Rank: 3434
Overall Rank
FTRBX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FTRBX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FTRBX Omega Ratio Rank: 3030
Omega Ratio Rank
FTRBX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FTRBX Martin Ratio Rank: 3030
Martin Ratio Rank

QDIBX
QDIBX Risk / Return Rank: 4040
Overall Rank
QDIBX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 3737
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 2727
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 6060
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 3939
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.

FTRBX vs. QDIBX - 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 Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.


FTRBXQDIBXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.95

-0.06

Sortino ratio

Return per unit of downside risk

1.31

1.39

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.77

-0.36

Martin ratio

Return relative to average drawdown

4.14

5.12

-0.98

FTRBX vs. QDIBX - Sharpe Ratio Comparison

The current FTRBX Sharpe Ratio is 0.89, which is comparable to the QDIBX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of FTRBX and QDIBX, 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


FTRBXQDIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.95

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.06

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.17

+0.91

Correlation

The correlation between FTRBX and QDIBX is 0.78, 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. QDIBX - Dividend Comparison

FTRBX's dividend yield for the trailing twelve months is around 4.20%, more than QDIBX's 3.50% yield.


TTM20252024202320222021202020192018201720162015
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%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
3.50%3.50%3.55%3.65%2.51%1.80%3.25%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTRBX vs. QDIBX - Drawdown Comparison

The maximum FTRBX drawdown since its inception was -17.49%, smaller than the maximum QDIBX drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for FTRBX and QDIBX.


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Drawdown Indicators


FTRBXQDIBXDifference

Max Drawdown

Largest peak-to-trough decline

-17.49%

-19.63%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.58%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-19.63%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-17.49%

Current Drawdown

Current decline from peak

-2.07%

-1.76%

-0.31%

Average Drawdown

Average peak-to-trough decline

-2.03%

-6.51%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.89%

+0.06%

Volatility

FTRBX vs. QDIBX - Volatility Comparison

The current volatility for Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) is 1.37%, while Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) has a volatility of 1.46%. This indicates that FTRBX experiences smaller price fluctuations and is considered to be less risky than QDIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTRBXQDIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.46%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.54%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

4.32%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

6.58%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

6.32%

-1.54%