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FTRBX vs. TCPYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRBX vs. TCPYX - 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 Touchstone Impact Bond Fund (TCPYX). The values are adjusted to include any dividend payments, if applicable.

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FTRBX vs. TCPYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTRBX
Federated Hermes Total Return Bond Fund Institutional Shares
-0.85%7.60%2.03%5.20%-13.13%-0.21%9.52%9.75%-0.85%4.41%
TCPYX
Touchstone Impact Bond Fund
0.31%6.75%1.77%5.32%-13.07%-1.01%6.72%7.91%0.16%3.94%

Returns By Period

In the year-to-date period, FTRBX achieves a -0.85% return, which is significantly lower than TCPYX's 0.31% return. Over the past 10 years, FTRBX has outperformed TCPYX with an annualized return of 2.33%, while TCPYX has yielded a comparatively lower 1.70% annualized return.


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%

TCPYX

1D
0.00%
1M
-1.19%
YTD
0.31%
6M
1.12%
1Y
4.19%
3Y*
3.75%
5Y*
0.27%
10Y*
1.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTRBX vs. TCPYX - Expense Ratio Comparison

FTRBX has a 0.39% expense ratio, which is lower than TCPYX's 0.51% expense ratio.


Return for Risk

FTRBX vs. TCPYX — 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

TCPYX
TCPYX Risk / Return Rank: 3333
Overall Rank
TCPYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TCPYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TCPYX Omega Ratio Rank: 2323
Omega Ratio Rank
TCPYX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TCPYX Martin Ratio Rank: 2929
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. TCPYX - 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 Touchstone Impact Bond Fund (TCPYX). 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.


FTRBXTCPYXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.89

0.00

Sortino ratio

Return per unit of downside risk

1.31

1.29

+0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.41

1.50

-0.09

Martin ratio

Return relative to average drawdown

4.14

4.11

+0.03

FTRBX vs. TCPYX - Sharpe Ratio Comparison

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


FTRBXTCPYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.89

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.05

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.35

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.69

+0.39

Correlation

The correlation between FTRBX and TCPYX 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. TCPYX - Dividend Comparison

FTRBX's dividend yield for the trailing twelve months is around 4.20%, more than TCPYX's 3.89% 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%
TCPYX
Touchstone Impact Bond Fund
3.89%3.52%3.68%3.22%2.63%1.91%2.13%2.63%2.86%2.77%2.98%2.91%

Drawdowns

FTRBX vs. TCPYX - Drawdown Comparison

The maximum FTRBX drawdown since its inception was -17.49%, roughly equal to the maximum TCPYX drawdown of -18.12%. Use the drawdown chart below to compare losses from any high point for FTRBX and TCPYX.


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Drawdown Indicators


FTRBXTCPYXDifference

Max Drawdown

Largest peak-to-trough decline

-17.49%

-18.12%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.94%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-18.12%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-17.49%

-18.12%

+0.63%

Current Drawdown

Current decline from peak

-2.07%

-2.19%

+0.12%

Average Drawdown

Average peak-to-trough decline

-2.03%

-3.23%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.07%

-0.12%

Volatility

FTRBX vs. TCPYX - Volatility Comparison

The current volatility for Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) is 1.37%, while Touchstone Impact Bond Fund (TCPYX) has a volatility of 1.50%. This indicates that FTRBX experiences smaller price fluctuations and is considered to be less risky than TCPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTRBXTCPYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.50%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.62%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

4.49%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

5.87%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

4.83%

-0.05%