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GVI vs. FCSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GVI vs. FCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate Government/Credit Bond ETF (GVI) and Federated Hermes Short Duration Corporate ETF (FCSH). The values are adjusted to include any dividend payments, if applicable.

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GVI vs. FCSH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GVI
iShares Intermediate Government/Credit Bond ETF
-0.03%6.66%2.92%5.15%-8.28%-0.37%
FCSH
Federated Hermes Short Duration Corporate ETF
0.43%6.42%4.66%5.45%-5.87%0.24%

Returns By Period

In the year-to-date period, GVI achieves a -0.03% return, which is significantly lower than FCSH's 0.43% return.


GVI

1D
0.17%
1M
-1.20%
YTD
-0.03%
6M
1.07%
1Y
4.24%
3Y*
4.05%
5Y*
1.12%
10Y*
1.85%

FCSH

1D
0.17%
1M
-0.71%
YTD
0.43%
6M
1.60%
1Y
4.90%
3Y*
5.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GVI vs. FCSH - Expense Ratio Comparison

GVI has a 0.20% expense ratio, which is lower than FCSH's 0.30% expense ratio.


Return for Risk

GVI vs. FCSH — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 8282
Overall Rank
GVI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
GVI Omega Ratio Rank: 7676
Omega Ratio Rank
GVI Calmar Ratio Rank: 8484
Calmar Ratio Rank
GVI Martin Ratio Rank: 8282
Martin Ratio Rank

FCSH
FCSH Risk / Return Rank: 9595
Overall Rank
FCSH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FCSH Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCSH Omega Ratio Rank: 9595
Omega Ratio Rank
FCSH Calmar Ratio Rank: 9595
Calmar Ratio Rank
FCSH Martin Ratio Rank: 9595
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.

GVI vs. FCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and Federated Hermes Short Duration Corporate ETF (FCSH). 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.


GVIFCSHDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.24

-0.69

Sortino ratio

Return per unit of downside risk

2.35

3.42

-1.07

Omega ratio

Gain probability vs. loss probability

1.29

1.46

-0.18

Calmar ratio

Return relative to maximum drawdown

2.43

3.99

-1.56

Martin ratio

Return relative to average drawdown

8.93

15.82

-6.89

GVI vs. FCSH - Sharpe Ratio Comparison

The current GVI Sharpe Ratio is 1.55, which is lower than the FCSH Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of GVI and FCSH, 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


GVIFCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.24

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.87

-0.10

Correlation

The correlation between GVI and FCSH is 0.90, 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

GVI vs. FCSH - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.54%, less than FCSH's 4.11% yield.


TTM20252024202320222021202020192018201720162015
GVI
iShares Intermediate Government/Credit Bond ETF
3.54%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%
FCSH
Federated Hermes Short Duration Corporate ETF
4.11%4.14%4.44%2.31%1.76%0.04%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GVI vs. FCSH - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, which is greater than FCSH's maximum drawdown of -8.47%. Use the drawdown chart below to compare losses from any high point for GVI and FCSH.


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Drawdown Indicators


GVIFCSHDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-8.47%

-4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-1.24%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

Current Drawdown

Current decline from peak

-1.20%

-0.71%

-0.49%

Average Drawdown

Average peak-to-trough decline

-1.87%

-2.28%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.31%

+0.18%

Volatility

GVI vs. FCSH - Volatility Comparison

iShares Intermediate Government/Credit Bond ETF (GVI) has a higher volatility of 1.09% compared to Federated Hermes Short Duration Corporate ETF (FCSH) at 1.02%. This indicates that GVI's price experiences larger fluctuations and is considered to be riskier than FCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIFCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.02%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

1.38%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

2.19%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

2.92%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

2.92%

+0.60%