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FTRFX vs. BEARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRFX vs. BEARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Total Return Bond Fund (FTRFX) and Federated Hermes Prudent Bear Fd (BEARX). The values are adjusted to include any dividend payments, if applicable.

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FTRFX vs. BEARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BEARX
Federated Hermes Prudent Bear Fd
8.44%-12.42%-20.34%-18.67%17.78%-23.78%-22.95%-19.95%-5.96%-15.76%

Returns By Period

In the year-to-date period, FTRFX achieves a -1.11% return, which is significantly lower than BEARX's 8.44% return. Over the past 10 years, FTRFX has outperformed BEARX with an annualized return of 1.91%, while BEARX has yielded a comparatively lower -13.36% annualized return.


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%

BEARX

1D
0.49%
1M
9.02%
YTD
8.44%
6M
6.24%
1Y
-10.09%
3Y*
-12.93%
5Y*
-9.96%
10Y*
-13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTRFX vs. BEARX - Expense Ratio Comparison

FTRFX has a 0.69% expense ratio, which is lower than BEARX's 1.78% expense ratio.


Return for Risk

FTRFX vs. BEARX — Risk / Return Rank

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

FTRFX
FTRFX Risk / Return Rank: 5555
Overall Rank
FTRFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FTRFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTRFX Omega Ratio Rank: 4949
Omega Ratio Rank
FTRFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FTRFX Martin Ratio Rank: 4848
Martin Ratio Rank

BEARX
BEARX Risk / Return Rank: 22
Overall Rank
BEARX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BEARX Sortino Ratio Rank: 11
Sortino Ratio Rank
BEARX Omega Ratio Rank: 11
Omega Ratio Rank
BEARX Calmar Ratio Rank: 33
Calmar Ratio Rank
BEARX Martin Ratio Rank: 44
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.

FTRFX vs. BEARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Total Return Bond Fund (FTRFX) and Federated Hermes Prudent Bear Fd (BEARX). 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.


FTRFXBEARXDifference

Sharpe ratio

Return per unit of total volatility

1.00

-0.61

+1.61

Sortino ratio

Return per unit of downside risk

1.50

-0.81

+2.31

Omega ratio

Gain probability vs. loss probability

1.20

0.88

+0.32

Calmar ratio

Return relative to maximum drawdown

1.62

-0.33

+1.95

Martin ratio

Return relative to average drawdown

4.79

-0.41

+5.20

FTRFX vs. BEARX - Sharpe Ratio Comparison

The current FTRFX Sharpe Ratio is 1.00, which is higher than the BEARX Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of FTRFX and BEARX, 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


FTRFXBEARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

-0.61

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.59

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

-0.81

+1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

-0.01

+1.02

Correlation

The correlation between FTRFX and BEARX is 0.12, 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

FTRFX vs. BEARX - Dividend Comparison

FTRFX's dividend yield for the trailing twelve months is around 3.93%, less than BEARX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
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%
BEARX
Federated Hermes Prudent Bear Fd
6.19%6.71%0.00%13.32%0.00%0.00%0.00%0.62%0.00%0.00%0.00%0.00%

Drawdowns

FTRFX vs. BEARX - Drawdown Comparison

The maximum FTRFX drawdown since its inception was -17.95%, smaller than the maximum BEARX drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for FTRFX and BEARX.


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Drawdown Indicators


FTRFXBEARXDifference

Max Drawdown

Largest peak-to-trough decline

-17.95%

-95.38%

+77.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-26.53%

+23.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-48.32%

+30.37%

Max Drawdown (10Y)

Largest decline over 10 years

-17.95%

-78.77%

+60.82%

Current Drawdown

Current decline from peak

-4.08%

-94.91%

+90.83%

Average Drawdown

Average peak-to-trough decline

-2.24%

-60.84%

+58.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

21.54%

-20.59%

Volatility

FTRFX vs. BEARX - Volatility Comparison

The current volatility for Federated Hermes Total Return Bond Fund (FTRFX) is 1.35%, while Federated Hermes Prudent Bear Fd (BEARX) has a volatility of 3.81%. This indicates that FTRFX experiences smaller price fluctuations and is considered to be less risky than BEARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTRFXBEARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

3.81%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

8.81%

-6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

15.17%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.83%

16.97%

-11.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

16.62%

-11.86%