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FULBX vs. FGSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FULBX vs. FGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Ultra Short Bond Fund (FULBX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). The values are adjusted to include any dividend payments, if applicable.

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FULBX vs. FGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FULBX
Federated Hermes Ultra Short Bond Fund
0.30%5.50%5.35%5.15%-1.31%0.02%2.29%3.32%1.24%1.37%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
-6.56%10.54%32.97%27.05%-24.60%22.39%35.50%27.95%-3.23%24.38%

Returns By Period

In the year-to-date period, FULBX achieves a 0.30% return, which is significantly higher than FGSAX's -6.56% return. Over the past 10 years, FULBX has underperformed FGSAX with an annualized return of 2.40%, while FGSAX has yielded a comparatively higher 13.87% annualized return.


FULBX

1D
0.11%
1M
-0.32%
YTD
0.30%
6M
1.59%
1Y
4.31%
3Y*
4.97%
5Y*
2.95%
10Y*
2.40%

FGSAX

1D
3.29%
1M
-5.16%
YTD
-6.56%
6M
-8.51%
1Y
11.71%
3Y*
16.75%
5Y*
9.60%
10Y*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FULBX vs. FGSAX - Expense Ratio Comparison

FULBX has a 0.47% expense ratio, which is lower than FGSAX's 1.15% expense ratio.


Return for Risk

FULBX vs. FGSAX — Risk / Return Rank

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

FULBX
FULBX Risk / Return Rank: 9999
Overall Rank
FULBX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FULBX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FULBX Omega Ratio Rank: 9999
Omega Ratio Rank
FULBX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FULBX Martin Ratio Rank: 9999
Martin Ratio Rank

FGSAX
FGSAX Risk / Return Rank: 2020
Overall Rank
FGSAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FGSAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FGSAX Omega Ratio Rank: 2323
Omega Ratio Rank
FGSAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FGSAX Martin Ratio Rank: 1818
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.

FULBX vs. FGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Ultra Short Bond Fund (FULBX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). 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.


FULBXFGSAXDifference

Sharpe ratio

Return per unit of total volatility

2.96

0.57

+2.39

Sortino ratio

Return per unit of downside risk

8.21

0.97

+7.24

Omega ratio

Gain probability vs. loss probability

2.63

1.14

+1.49

Calmar ratio

Return relative to maximum drawdown

9.04

0.65

+8.38

Martin ratio

Return relative to average drawdown

33.30

2.04

+31.27

FULBX vs. FGSAX - Sharpe Ratio Comparison

The current FULBX Sharpe Ratio is 2.96, which is higher than the FGSAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FULBX and FGSAX, 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


FULBXFGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

0.57

+2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.21

0.43

+1.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.94

0.62

+1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.47

+0.61

Correlation

The correlation between FULBX and FGSAX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FULBX vs. FGSAX - Dividend Comparison

FULBX's dividend yield for the trailing twelve months is around 4.32%, less than FGSAX's 5.27% yield.


TTM20252024202320222021202020192018201720162015
FULBX
Federated Hermes Ultra Short Bond Fund
4.32%4.79%3.99%2.67%1.00%0.56%1.49%2.16%1.90%1.25%0.84%0.64%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
5.27%4.92%4.32%0.00%2.31%25.75%7.07%8.13%14.46%13.93%0.89%25.34%

Drawdowns

FULBX vs. FGSAX - Drawdown Comparison

The maximum FULBX drawdown since its inception was -5.43%, smaller than the maximum FGSAX drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for FULBX and FGSAX.


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Drawdown Indicators


FULBXFGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-5.43%

-66.17%

+60.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.54%

-13.73%

+13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-2.60%

-35.79%

+33.19%

Max Drawdown (10Y)

Largest decline over 10 years

-4.67%

-37.19%

+32.52%

Current Drawdown

Current decline from peak

-0.43%

-10.89%

+10.46%

Average Drawdown

Average peak-to-trough decline

-0.81%

-16.19%

+15.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

4.41%

-4.26%

Volatility

FULBX vs. FGSAX - Volatility Comparison

The current volatility for Federated Hermes Ultra Short Bond Fund (FULBX) is 0.30%, while Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a volatility of 6.50%. This indicates that FULBX experiences smaller price fluctuations and is considered to be less risky than FGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FULBXFGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

6.50%

-6.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.16%

14.19%

-13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

20.64%

-19.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

22.43%

-21.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.24%

22.32%

-21.08%