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IHIAX vs. DBLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHIAX vs. DBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Emerging Market Debt Fund (IHIAX) and DoubleLine Emerging Markets Fixed Income Fund (DBLEX). The values are adjusted to include any dividend payments, if applicable.

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IHIAX vs. DBLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHIAX
Federated Hermes Emerging Market Debt Fund
-3.01%17.06%6.06%14.41%-16.21%-3.26%5.79%12.89%-5.18%10.36%
DBLEX
DoubleLine Emerging Markets Fixed Income Fund
-0.99%8.39%8.20%9.64%-15.30%1.97%4.85%11.80%-3.20%8.48%

Returns By Period

In the year-to-date period, IHIAX achieves a -3.01% return, which is significantly lower than DBLEX's -0.99% return. Over the past 10 years, IHIAX has underperformed DBLEX with an annualized return of 3.57%, while DBLEX has yielded a comparatively higher 4.02% annualized return.


IHIAX

1D
-1.03%
1M
-5.35%
YTD
-3.01%
6M
0.45%
1Y
11.03%
3Y*
10.61%
5Y*
3.06%
10Y*
3.57%

DBLEX

1D
0.00%
1M
-1.75%
YTD
-0.99%
6M
-0.82%
1Y
4.59%
3Y*
7.81%
5Y*
1.88%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHIAX vs. DBLEX - Expense Ratio Comparison

IHIAX has a 1.18% expense ratio, which is higher than DBLEX's 0.90% expense ratio.


Return for Risk

IHIAX vs. DBLEX — Risk / Return Rank

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

IHIAX
IHIAX Risk / Return Rank: 9191
Overall Rank
IHIAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IHIAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IHIAX Omega Ratio Rank: 9494
Omega Ratio Rank
IHIAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
IHIAX Martin Ratio Rank: 8888
Martin Ratio Rank

DBLEX
DBLEX Risk / Return Rank: 8181
Overall Rank
DBLEX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBLEX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DBLEX Omega Ratio Rank: 9090
Omega Ratio Rank
DBLEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DBLEX Martin Ratio Rank: 7575
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.

IHIAX vs. DBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Emerging Market Debt Fund (IHIAX) and DoubleLine Emerging Markets Fixed Income Fund (DBLEX). 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.


IHIAXDBLEXDifference

Sharpe ratio

Return per unit of total volatility

2.21

1.73

+0.48

Sortino ratio

Return per unit of downside risk

2.77

2.23

+0.54

Omega ratio

Gain probability vs. loss probability

1.50

1.40

+0.10

Calmar ratio

Return relative to maximum drawdown

2.07

1.62

+0.45

Martin ratio

Return relative to average drawdown

9.66

7.17

+2.49

IHIAX vs. DBLEX - Sharpe Ratio Comparison

The current IHIAX Sharpe Ratio is 2.21, which is comparable to the DBLEX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IHIAX and DBLEX, 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


IHIAXDBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.73

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.42

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.87

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.98

-0.06

Correlation

The correlation between IHIAX and DBLEX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IHIAX vs. DBLEX - Dividend Comparison

IHIAX's dividend yield for the trailing twelve months is around 0.82%, less than DBLEX's 5.12% yield.


TTM20252024202320222021202020192018201720162015
IHIAX
Federated Hermes Emerging Market Debt Fund
0.82%0.28%2.60%2.92%5.36%1.91%3.48%1.85%3.99%3.78%3.13%3.91%
DBLEX
DoubleLine Emerging Markets Fixed Income Fund
5.12%5.59%5.97%5.54%4.77%4.00%4.37%4.57%3.83%4.33%4.54%5.21%

Drawdowns

IHIAX vs. DBLEX - Drawdown Comparison

The maximum IHIAX drawdown since its inception was -36.42%, which is greater than DBLEX's maximum drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for IHIAX and DBLEX.


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Drawdown Indicators


IHIAXDBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-36.42%

-25.43%

-10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-2.77%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.24%

-25.43%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.24%

-25.43%

-1.81%

Current Drawdown

Current decline from peak

-5.76%

-1.81%

-3.95%

Average Drawdown

Average peak-to-trough decline

-4.69%

-3.52%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.63%

+0.61%

Volatility

IHIAX vs. DBLEX - Volatility Comparison

Federated Hermes Emerging Market Debt Fund (IHIAX) has a higher volatility of 2.53% compared to DoubleLine Emerging Markets Fixed Income Fund (DBLEX) at 0.66%. This indicates that IHIAX's price experiences larger fluctuations and is considered to be riskier than DBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHIAXDBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

0.66%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

1.42%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

2.61%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

4.52%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

4.65%

+1.84%