JENHX vs. FISPX
Compare and contrast key facts about Johnson Enhanced Return Fund (JENHX) and Federated Hermes Max Cap Index Fund (FISPX).
JENHX is managed by Johnson Mutual Funds. It was launched on Dec 30, 2005. FISPX is managed by Federated. It was launched on Jul 11, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JENHX or FISPX.
Key characteristics
| JENHX | FISPX | |
|---|---|---|
| YTD Return | 23.97% | 25.77% |
| 1Y Return | 33.32% | 9.59% |
| 3Y Return (Ann) | 6.41% | -6.79% |
| 5Y Return (Ann) | 13.16% | -2.35% |
| 10Y Return (Ann) | 10.46% | -5.35% |
| Sharpe Ratio | 2.70 | 0.45 |
| Sortino Ratio | 3.65 | 0.61 |
| Omega Ratio | 1.49 | 1.16 |
| Calmar Ratio | 2.85 | 0.14 |
| Martin Ratio | 17.23 | 1.25 |
| Ulcer Index | 1.93% | 7.76% |
| Daily Std Dev | 12.33% | 21.54% |
| Max Drawdown | -36.15% | -72.44% |
| Current Drawdown | -1.03% | -59.50% |
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.
Performance
JENHX vs. FISPX - Performance Comparison
In the year-to-date period, JENHX achieves a 23.97% return, which is significantly lower than FISPX's 25.77% return. Over the past 10 years, JENHX has outperformed FISPX with an annualized return of 10.46%, while FISPX has yielded a comparatively lower -5.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JENHX vs. FISPX - Expense Ratio Comparison
JENHX has a 0.35% expense ratio, which is lower than FISPX's 0.37% expense ratio.
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.
Dividends
JENHX vs. FISPX - Dividend Comparison
JENHX's dividend yield for the trailing twelve months is around 2.72%, more than FISPX's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENHX Johnson Enhanced Return Fund | 2.72% | 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 | 0.99% | 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.
Volatility
JENHX vs. FISPX - Volatility Comparison
Johnson Enhanced Return Fund (JENHX) and Federated Hermes Max Cap Index Fund (FISPX) have volatilities of 3.90% and 3.75%, 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.