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ISHIX vs. PRPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHIX vs. PRPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Corporate Bond Fund (ISHIX) and T. Rowe Price Corporate Income Fund (PRPIX). The values are adjusted to include any dividend payments, if applicable.

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ISHIX vs. PRPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHIX
Federated Hermes Corporate Bond Fund
-0.86%6.94%2.06%7.72%-14.64%-0.07%8.83%13.86%-2.94%6.63%
PRPIX
T. Rowe Price Corporate Income Fund
-0.57%11.87%3.20%8.81%-17.71%-0.76%7.87%15.77%-3.05%6.58%

Returns By Period

In the year-to-date period, ISHIX achieves a -0.86% return, which is significantly lower than PRPIX's -0.57% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: ISHIX at 2.93% and PRPIX at 2.93%.


ISHIX

1D
0.24%
1M
-1.44%
YTD
-0.86%
6M
0.09%
1Y
4.26%
3Y*
4.05%
5Y*
0.43%
10Y*
2.93%

PRPIX

1D
0.38%
1M
-1.96%
YTD
-0.57%
6M
1.19%
1Y
8.15%
3Y*
6.35%
5Y*
1.13%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISHIX vs. PRPIX - Expense Ratio Comparison

ISHIX has a 0.86% expense ratio, which is higher than PRPIX's 0.56% expense ratio.


Return for Risk

ISHIX vs. PRPIX — Risk / Return Rank

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

ISHIX
ISHIX Risk / Return Rank: 5151
Overall Rank
ISHIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ISHIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ISHIX Omega Ratio Rank: 4747
Omega Ratio Rank
ISHIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ISHIX Martin Ratio Rank: 5757
Martin Ratio Rank

PRPIX
PRPIX Risk / Return Rank: 8686
Overall Rank
PRPIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PRPIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PRPIX Omega Ratio Rank: 8080
Omega Ratio Rank
PRPIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PRPIX Martin Ratio Rank: 8383
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.

ISHIX vs. PRPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Corporate Bond Fund (ISHIX) and T. Rowe Price Corporate Income Fund (PRPIX). 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.


ISHIXPRPIXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.80

-0.77

Sortino ratio

Return per unit of downside risk

1.41

2.60

-1.19

Omega ratio

Gain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratio

Return relative to maximum drawdown

1.73

2.54

-0.81

Martin ratio

Return relative to average drawdown

6.27

8.96

-2.69

ISHIX vs. PRPIX - Sharpe Ratio Comparison

The current ISHIX Sharpe Ratio is 1.03, which is lower than the PRPIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of ISHIX and PRPIX, 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


ISHIXPRPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.80

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.17

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.49

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.87

+0.35

Correlation

The correlation between ISHIX and PRPIX is 0.85, 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

ISHIX vs. PRPIX - Dividend Comparison

ISHIX's dividend yield for the trailing twelve months is around 3.73%, less than PRPIX's 8.67% yield.


TTM20252024202320222021202020192018201720162015
ISHIX
Federated Hermes Corporate Bond Fund
3.73%3.34%3.26%3.45%3.63%3.16%3.15%3.62%3.72%3.92%4.12%5.59%
PRPIX
T. Rowe Price Corporate Income Fund
8.67%8.26%5.18%4.13%2.42%5.61%3.82%5.47%3.47%3.95%3.20%4.23%

Drawdowns

ISHIX vs. PRPIX - Drawdown Comparison

The maximum ISHIX drawdown since its inception was -21.10%, smaller than the maximum PRPIX drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for ISHIX and PRPIX.


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Drawdown Indicators


ISHIXPRPIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.10%

-24.24%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-3.59%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.00%

-24.24%

+4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-20.00%

-24.24%

+4.24%

Current Drawdown

Current decline from peak

-2.13%

-2.44%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.21%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.02%

-0.24%

Volatility

ISHIX vs. PRPIX - Volatility Comparison

Federated Hermes Corporate Bond Fund (ISHIX) and T. Rowe Price Corporate Income Fund (PRPIX) have volatilities of 1.70% and 1.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHIXPRPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.75%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

2.88%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

4.20%

4.79%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

6.57%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

6.01%

-0.86%