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ISCAX vs. FIIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISCAX vs. FIIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Small-Mid Company Fund (ISCAX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). The values are adjusted to include any dividend payments, if applicable.

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ISCAX vs. FIIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISCAX
Federated Hermes International Small-Mid Company Fund
-3.05%34.01%5.67%12.61%-23.62%5.98%31.26%31.76%-18.88%34.73%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
-1.02%7.62%3.20%5.66%-10.03%-1.61%7.58%9.72%-0.48%4.32%

Returns By Period

In the year-to-date period, ISCAX achieves a -3.05% return, which is significantly lower than FIIFX's -1.02% return. Over the past 10 years, ISCAX has outperformed FIIFX with an annualized return of 8.69%, while FIIFX has yielded a comparatively lower 2.47% annualized return.


ISCAX

1D
-1.61%
1M
-11.91%
YTD
-3.05%
6M
-2.49%
1Y
20.20%
3Y*
13.19%
5Y*
4.79%
10Y*
8.69%

FIIFX

1D
0.35%
1M
-1.94%
YTD
-1.02%
6M
0.24%
1Y
4.17%
3Y*
4.24%
5Y*
1.00%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISCAX vs. FIIFX - Expense Ratio Comparison

ISCAX has a 1.24% expense ratio, which is higher than FIIFX's 0.58% expense ratio.


Return for Risk

ISCAX vs. FIIFX — Risk / Return Rank

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

ISCAX
ISCAX Risk / Return Rank: 7575
Overall Rank
ISCAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISCAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISCAX Omega Ratio Rank: 6868
Omega Ratio Rank
ISCAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
ISCAX Martin Ratio Rank: 8484
Martin Ratio Rank

FIIFX
FIIFX Risk / Return Rank: 8484
Overall Rank
FIIFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIIFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FIIFX Omega Ratio Rank: 8282
Omega Ratio Rank
FIIFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FIIFX Martin Ratio Rank: 8585
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.

ISCAX vs. FIIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Small-Mid Company Fund (ISCAX) and Federated Hermes Intermediate Corporate Bond Fund (FIIFX). 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.


ISCAXFIIFXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.49

-0.24

Sortino ratio

Return per unit of downside risk

1.77

2.25

-0.48

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

1.93

2.21

-0.27

Martin ratio

Return relative to average drawdown

8.49

8.69

-0.20

ISCAX vs. FIIFX - Sharpe Ratio Comparison

The current ISCAX Sharpe Ratio is 1.25, which is comparable to the FIIFX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of ISCAX and FIIFX, 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


ISCAXFIIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.49

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.24

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.65

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.07

-0.59

Correlation

The correlation between ISCAX and FIIFX 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

ISCAX vs. FIIFX - Dividend Comparison

ISCAX's dividend yield for the trailing twelve months is around 7.68%, more than FIIFX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
ISCAX
Federated Hermes International Small-Mid Company Fund
7.68%7.45%0.00%0.84%0.79%7.79%5.80%4.89%15.53%6.51%0.92%12.23%
FIIFX
Federated Hermes Intermediate Corporate Bond Fund
3.89%4.15%3.39%2.95%1.97%2.69%2.64%2.92%4.02%4.27%3.30%3.79%

Drawdowns

ISCAX vs. FIIFX - Drawdown Comparison

The maximum ISCAX drawdown since its inception was -71.55%, which is greater than FIIFX's maximum drawdown of -14.85%. Use the drawdown chart below to compare losses from any high point for ISCAX and FIIFX.


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Drawdown Indicators


ISCAXFIIFXDifference

Max Drawdown

Largest peak-to-trough decline

-71.55%

-14.85%

-56.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-2.28%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-40.33%

-14.85%

-25.48%

Max Drawdown (10Y)

Largest decline over 10 years

-40.33%

-14.85%

-25.48%

Current Drawdown

Current decline from peak

-11.91%

-1.94%

-9.97%

Average Drawdown

Average peak-to-trough decline

-22.33%

-1.93%

-20.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.58%

+2.42%

Volatility

ISCAX vs. FIIFX - Volatility Comparison

Federated Hermes International Small-Mid Company Fund (ISCAX) has a higher volatility of 4.86% compared to Federated Hermes Intermediate Corporate Bond Fund (FIIFX) at 1.02%. This indicates that ISCAX's price experiences larger fluctuations and is considered to be riskier than FIIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCAXFIIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

1.02%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

1.97%

+8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

3.38%

+13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

4.26%

+13.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

3.80%

+13.49%