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JENHX vs. FISPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JENHX and FISPX is 0.94, 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.


-0.50.00.51.00.9

Performance

JENHX vs. FISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Enhanced Return Fund (JENHX) and Federated Hermes Max Cap Index Fund (FISPX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
458.76%
-23.46%
JENHX
FISPX

Key characteristics

Sharpe Ratio

JENHX:

2.02

FISPX:

0.88

Sortino Ratio

JENHX:

2.70

FISPX:

1.10

Omega Ratio

JENHX:

1.37

FISPX:

1.21

Calmar Ratio

JENHX:

3.34

FISPX:

0.21

Martin Ratio

JENHX:

12.88

FISPX:

5.26

Ulcer Index

JENHX:

1.99%

FISPX:

2.75%

Daily Std Dev

JENHX:

12.74%

FISPX:

16.40%

Max Drawdown

JENHX:

-36.15%

FISPX:

-72.44%

Current Drawdown

JENHX:

-3.09%

FISPX:

-63.72%

Returns By Period

In the year-to-date period, JENHX achieves a 23.50% return, which is significantly higher than FISPX's 12.67% return. Over the past 10 years, JENHX has outperformed FISPX with an annualized return of 10.19%, while FISPX has yielded a comparatively lower -5.64% annualized return.


JENHX

YTD

23.50%

1M

0.17%

6M

8.78%

1Y

24.44%

5Y*

12.30%

10Y*

10.19%

FISPX

YTD

12.67%

1M

-10.01%

6M

-2.00%

1Y

13.31%

5Y*

-2.43%

10Y*

-5.64%

Compare stocks, funds, or ETFs

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


JENHX vs. FISPX - Expense Ratio Comparison

JENHX has a 0.35% expense ratio, which is lower than FISPX's 0.37% expense ratio.


FISPX
Federated Hermes Max Cap Index Fund
Expense ratio chart for FISPX: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%
Expense ratio chart for JENHX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

JENHX vs. FISPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Enhanced Return Fund (JENHX) and Federated Hermes Max Cap Index Fund (FISPX). 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.


Sharpe ratio
The chart of Sharpe ratio for JENHX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.020.88
The chart of Sortino ratio for JENHX, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.0010.002.701.10
The chart of Omega ratio for JENHX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.21
The chart of Calmar ratio for JENHX, currently valued at 3.34, compared to the broader market0.002.004.006.008.0010.0012.0014.003.340.26
The chart of Martin ratio for JENHX, currently valued at 12.88, compared to the broader market0.0020.0040.0060.0012.885.26
JENHX
FISPX

The current JENHX Sharpe Ratio is 2.02, which is higher than the FISPX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of JENHX and FISPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.02
0.88
JENHX
FISPX

Dividends

JENHX vs. FISPX - Dividend Comparison

JENHX's dividend yield for the trailing twelve months is around 2.73%, more than FISPX's 0.71% yield.


TTM20232022202120202019201820172016201520142013
JENHX
Johnson Enhanced Return Fund
2.73%2.10%1.36%1.04%1.23%2.25%2.43%1.62%1.32%1.13%1.07%25.26%
FISPX
Federated Hermes Max Cap Index Fund
0.71%1.39%1.43%0.99%1.53%1.41%2.32%1.77%1.98%1.96%1.66%1.60%

Drawdowns

JENHX vs. FISPX - Drawdown Comparison

The maximum JENHX drawdown since its inception was -36.15%, smaller than the maximum FISPX drawdown of -72.44%. Use the drawdown chart below to compare losses from any high point for JENHX and FISPX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.09%
-49.09%
JENHX
FISPX

Volatility

JENHX vs. FISPX - Volatility Comparison

The current volatility for Johnson Enhanced Return Fund (JENHX) is 4.17%, while Federated Hermes Max Cap Index Fund (FISPX) has a volatility of 11.75%. This indicates that JENHX experiences smaller price fluctuations and is considered to be less risky than FISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.17%
11.75%
JENHX
FISPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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