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HIX vs. FHYSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIX vs. FHYSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset High Income Fund II (HIX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). The values are adjusted to include any dividend payments, if applicable.

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HIX vs. FHYSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIX
Western Asset High Income Fund II
-0.88%13.56%-1.32%15.72%-24.60%13.02%12.36%27.26%-9.99%7.13%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
-1.76%9.14%6.42%12.77%-13.16%4.49%6.08%15.14%-2.16%8.34%

Returns By Period

In the year-to-date period, HIX achieves a -0.88% return, which is significantly higher than FHYSX's -1.76% return. Over the past 10 years, HIX has outperformed FHYSX with an annualized return of 5.73%, while FHYSX has yielded a comparatively lower 5.39% annualized return.


HIX

1D
5.57%
1M
-3.36%
YTD
-0.88%
6M
-1.81%
1Y
9.56%
3Y*
7.57%
5Y*
1.20%
10Y*
5.73%

FHYSX

1D
0.17%
1M
-2.27%
YTD
-1.76%
6M
0.01%
1Y
5.88%
3Y*
7.48%
5Y*
3.11%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIX vs. FHYSX - Expense Ratio Comparison

HIX has a 3.70% expense ratio, which is higher than FHYSX's 0.02% expense ratio.


Return for Risk

HIX vs. FHYSX — Risk / Return Rank

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

HIX
HIX Risk / Return Rank: 2727
Overall Rank
HIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
HIX Omega Ratio Rank: 2727
Omega Ratio Rank
HIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
HIX Martin Ratio Rank: 2929
Martin Ratio Rank

FHYSX
FHYSX Risk / Return Rank: 8989
Overall Rank
FHYSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 9393
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8989
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.

HIX vs. FHYSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset High Income Fund II (HIX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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.


HIXFHYSXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.67

-1.04

Sortino ratio

Return per unit of downside risk

0.95

2.37

-1.41

Omega ratio

Gain probability vs. loss probability

1.14

1.45

-0.30

Calmar ratio

Return relative to maximum drawdown

0.82

2.36

-1.55

Martin ratio

Return relative to average drawdown

3.10

9.71

-6.61

HIX vs. FHYSX - Sharpe Ratio Comparison

The current HIX Sharpe Ratio is 0.64, which is lower than the FHYSX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of HIX and FHYSX, 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


HIXFHYSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.67

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.60

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.94

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.85

-0.53

Correlation

The correlation between HIX and FHYSX is 0.36, 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

HIX vs. FHYSX - Dividend Comparison

HIX's dividend yield for the trailing twelve months is around 14.77%, more than FHYSX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
HIX
Western Asset High Income Fund II
14.77%14.13%13.95%11.85%12.15%8.21%8.53%8.28%9.50%8.73%10.53%13.12%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.82%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%

Drawdowns

HIX vs. FHYSX - Drawdown Comparison

The maximum HIX drawdown since its inception was -61.03%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for HIX and FHYSX.


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Drawdown Indicators


HIXFHYSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.03%

-21.45%

-39.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-2.50%

-8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-16.93%

-21.82%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

-21.45%

-23.32%

Current Drawdown

Current decline from peak

-7.38%

-2.27%

-5.11%

Average Drawdown

Average peak-to-trough decline

-8.94%

-2.61%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

0.61%

+2.30%

Volatility

HIX vs. FHYSX - Volatility Comparison

Western Asset High Income Fund II (HIX) has a higher volatility of 7.56% compared to Federated Hermes High-Yield Strategy Portfolio (FHYSX) at 1.24%. This indicates that HIX's price experiences larger fluctuations and is considered to be riskier than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIXFHYSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

1.24%

+6.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

2.37%

+8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

3.76%

+11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

5.20%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

5.76%

+12.34%