FTRFX vs. BCPIX
Compare and contrast key facts about Federated Hermes Total Return Bond Fund (FTRFX) and Brandes Core Plus Fixed Income Fund (BCPIX).
FTRFX is managed by Federated. It was launched on Oct 1, 1996. BCPIX is managed by Brandes. It was launched on Dec 28, 2007.
Performance
FTRFX vs. BCPIX - Performance Comparison
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FTRFX vs. BCPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRFX Federated Hermes Total Return Bond Fund | -1.11% | 7.28% | 1.02% | 4.23% | -13.31% | -0.47% | 9.19% | 9.42% | -1.14% | 4.10% |
BCPIX Brandes Core Plus Fixed Income Fund | -0.55% | 6.71% | 1.98% | 6.70% | -10.78% | -0.34% | 5.77% | 6.65% | -0.45% | 2.74% |
Returns By Period
In the year-to-date period, FTRFX achieves a -1.11% return, which is significantly lower than BCPIX's -0.55% return. Both investments have delivered pretty close results over the past 10 years, with FTRFX having a 1.91% annualized return and BCPIX not far behind at 1.90%.
FTRFX
- 1D
- 0.53%
- 1M
- -2.28%
- YTD
- -1.11%
- 6M
- 0.27%
- 1Y
- 3.42%
- 3Y*
- 2.82%
- 5Y*
- -0.20%
- 10Y*
- 1.91%
BCPIX
- 1D
- 0.48%
- 1M
- -2.11%
- YTD
- -0.55%
- 6M
- 0.36%
- 1Y
- 3.41%
- 3Y*
- 3.73%
- 5Y*
- 0.90%
- 10Y*
- 1.90%
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FTRFX vs. BCPIX - Expense Ratio Comparison
FTRFX has a 0.69% expense ratio, which is higher than BCPIX's 0.30% expense ratio.
Return for Risk
FTRFX vs. BCPIX — Risk / Return Rank
FTRFX
BCPIX
FTRFX vs. BCPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Total Return Bond Fund (FTRFX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.
| FTRFX | BCPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.99 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.44 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.71 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.79 | 5.12 | -0.33 |
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
| FTRFX | BCPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.99 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.18 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.46 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.33 | +0.68 |
Correlation
The correlation between FTRFX and BCPIX is 0.79, 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
FTRFX vs. BCPIX - Dividend Comparison
FTRFX's dividend yield for the trailing twelve months is around 3.93%, less than BCPIX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRFX Federated Hermes Total Return Bond Fund | 3.93% | 4.22% | 3.48% | 2.95% | 2.25% | 3.17% | 4.36% | 3.08% | 3.19% | 2.91% | 3.33% | 3.23% |
BCPIX Brandes Core Plus Fixed Income Fund | 4.10% | 4.32% | 3.67% | 2.91% | 2.54% | 1.89% | 1.76% | 2.77% | 2.90% | 2.49% | 2.84% | 2.72% |
Drawdowns
FTRFX vs. BCPIX - Drawdown Comparison
The maximum FTRFX drawdown since its inception was -17.95%, smaller than the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for FTRFX and BCPIX.
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Drawdown Indicators
| FTRFX | BCPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.95% | -22.43% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -2.58% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -15.19% | -2.76% |
Max Drawdown (10Y)Largest decline over 10 years | -17.95% | -15.19% | -2.76% |
Current DrawdownCurrent decline from peak | -4.08% | -2.11% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -4.28% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.86% | +0.09% |
Volatility
FTRFX vs. BCPIX - Volatility Comparison
Federated Hermes Total Return Bond Fund (FTRFX) and Brandes Core Plus Fixed Income Fund (BCPIX) have volatilities of 1.35% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRFX | BCPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.42% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 2.36% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.55% | 3.97% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.83% | 5.06% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 4.16% | +0.60% |