PortfoliosLab logoPortfoliosLab logo
ISCIX vs. BEARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCIX vs. BEARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Small-Mid Company Fund IS (ISCIX) and Federated Hermes Prudent Bear Fd (BEARX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISCIX achieves a 12.10% return, which is significantly higher than BEARX's -9.50% return. Over the past 10 years, ISCIX has outperformed BEARX with an annualized return of 10.32%, while BEARX has yielded a comparatively lower -14.66% annualized return.


ISCIX

1D
0.00%
1M
4.26%
YTD
12.10%
6M
14.50%
1Y
22.09%
3Y*
18.44%
5Y*
6.44%
10Y*
10.32%

BEARX

1D
-0.29%
1M
-5.77%
YTD
-9.50%
6M
-9.81%
1Y
-19.70%
3Y*
-16.79%
5Y*
-12.48%
10Y*
-14.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCIX vs. BEARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISCIX
Federated Hermes International Small-Mid Company Fund IS
12.10%34.34%5.73%12.85%-23.42%6.25%31.54%32.03%-18.74%34.98%
BEARX
Federated Hermes Prudent Bear Fd
-9.50%-12.42%-20.34%-18.67%17.78%-23.78%-22.95%-19.95%-5.96%-15.76%

Correlation

The correlation between ISCIX and BEARX is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.37

Correlation (3Y)
Calculated over the trailing 3-year period

-0.54

Correlation (5Y)
Calculated over the trailing 5-year period

-0.68

Correlation (10Y)
Calculated over the trailing 10-year period

-0.69

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2008

-0.71

Over the past year, the inverse relationship between ISCIX and BEARX has weakened: their correlation has moved from -0.71 to -0.37, meaning they move in opposite directions less often than they have historically.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISCIX vs. BEARX — Risk / Return Rank

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

ISCIX
ISCIX Risk / Return Rank: 3131
Overall Rank
ISCIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ISCIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
ISCIX Omega Ratio Rank: 3131
Omega Ratio Rank
ISCIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
ISCIX Martin Ratio Rank: 3333
Martin Ratio Rank

BEARX
BEARX Risk / Return Rank: 00
Overall Rank
BEARX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BEARX Sortino Ratio Rank: 00
Sortino Ratio Rank
BEARX Omega Ratio Rank: 00
Omega Ratio Rank
BEARX Calmar Ratio Rank: 00
Calmar Ratio Rank
BEARX Martin Ratio Rank: 00
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.

ISCIX vs. BEARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Small-Mid Company Fund IS (ISCIX) and Federated Hermes Prudent Bear Fd (BEARX). 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.


ISCIXBEARXDifference
Sharpe ratioReturn per unit of total volatility

+3.34

Sortino ratioReturn per unit of downside risk

+4.84

Omega ratioGain probability vs. loss probability

1.29

0.70

+0.59

Calmar ratioReturn relative to maximum drawdown

1.99

-1.00

+2.99

Martin ratioReturn relative to average drawdown

7.51

-1.89

+9.40

ISCIX vs. BEARX - Sharpe Ratio Comparison

The current ISCIX Sharpe Ratio is 1.59, which is higher than the BEARX Sharpe Ratio of -1.75. The chart below compares the historical Sharpe Ratios of ISCIX and BEARX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ISCIXBEARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

-1.75

+3.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.74

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

-0.88

+1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.02

+0.33

Drawdowns

ISCIX vs. BEARX - Drawdown Comparison

The maximum ISCIX drawdown since its inception was -62.00%, smaller than the maximum BEARX drawdown of -95.75%. Use the drawdown chart below to compare losses from any high point for ISCIX and BEARX.


Loading charts...

Drawdown Indicators


ISCIXBEARXDifference

Max Drawdown

Largest peak-to-trough decline

-62.00%

-95.75%

+33.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-19.52%

+7.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-44.46%

+30.61%

Max Drawdown (5Y)

Largest decline over 5 years

-40.17%

-52.48%

+12.31%

Max Drawdown (10Y)

Largest decline over 10 years

-40.17%

-80.48%

+40.31%

Current Drawdown

Current decline from peak

-0.75%

-95.75%

+95.00%

Average Drawdown

Average peak-to-trough decline

-15.15%

-61.04%

+45.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

10.45%

-7.43%

Volatility

ISCIX vs. BEARX - Volatility Comparison

Federated Hermes International Small-Mid Company Fund IS (ISCIX) has a higher volatility of 4.57% compared to Federated Hermes Prudent Bear Fd (BEARX) at 2.86%. This indicates that ISCIX's price experiences larger fluctuations and is considered to be riskier than BEARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISCIXBEARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

2.86%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

8.76%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

11.32%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

16.97%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

16.67%

+0.61%

ISCIX vs. BEARX - Expense Ratio Comparison

ISCIX has a 0.99% expense ratio, which is lower than BEARX's 1.78% expense ratio.


Dividends

ISCIX vs. BEARX - Dividend Comparison

ISCIX's dividend yield for the trailing twelve months is around 6.65%, less than BEARX's 7.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BEARX
Federated Hermes Prudent Bear Fd
7.42%6.71%0.00%13.32%0.00%0.00%0.00%0.62%0.00%0.00%0.00%0.00%
ISCIX
Federated Hermes International Small-Mid Company Fund IS
6.65%7.45%0.00%1.05%1.04%7.82%5.64%4.97%15.45%6.38%0.90%12.28%

Frequently Asked Questions


ISCIX and BEARX have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCIX has higher volatility (4.57%) compared to BEARX (2.86%). In terms of maximum drawdown, ISCIX dropped -62.00% vs BEARX's -95.75%.

ISCIX currently has the higher Sharpe Ratio (1.59 vs -1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ISCIX and BEARX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer