KAUFX vs. FMBPX
Compare and contrast key facts about Federated Hermes Kaufmann Fd (KAUFX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX).
KAUFX is managed by Federated. It was launched on Feb 21, 1986. FMBPX is managed by Federated. It was launched on Dec 20, 2007.
Performance
KAUFX vs. FMBPX - Performance Comparison
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KAUFX vs. FMBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KAUFX Federated Hermes Kaufmann Fd | -12.10% | 12.18% | 29.84% | 14.88% | -30.30% | 2.46% | 28.54% | 32.56% | 4.03% | 27.65% |
FMBPX Federated Hermes Mortgage Strategy Portfolio | -0.18% | 9.03% | 1.04% | 4.44% | -12.21% | -1.35% | 4.77% | 6.30% | 1.13% | 2.76% |
Returns By Period
In the year-to-date period, KAUFX achieves a -12.10% return, which is significantly lower than FMBPX's -0.18% return. Over the past 10 years, KAUFX has outperformed FMBPX with an annualized return of 10.30%, while FMBPX has yielded a comparatively lower 1.45% annualized return.
KAUFX
- 1D
- -1.00%
- 1M
- -12.26%
- YTD
- -12.10%
- 6M
- -12.45%
- 1Y
- 8.18%
- 3Y*
- 13.08%
- 5Y*
- 1.76%
- 10Y*
- 10.30%
FMBPX
- 1D
- 0.59%
- 1M
- -2.19%
- YTD
- -0.18%
- 6M
- 1.51%
- 1Y
- 5.46%
- 3Y*
- 3.90%
- 5Y*
- 0.19%
- 10Y*
- 1.45%
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KAUFX vs. FMBPX - Expense Ratio Comparison
KAUFX has a 1.96% expense ratio, which is higher than FMBPX's 0.02% expense ratio.
Return for Risk
KAUFX vs. FMBPX — Risk / Return Rank
KAUFX
FMBPX
KAUFX vs. FMBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Fd (KAUFX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). 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.
| KAUFX | FMBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.25 | -0.96 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.87 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.11 | -1.78 |
Martin ratioReturn relative to average drawdown | 1.33 | 5.85 | -4.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KAUFX | FMBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.25 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.03 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.29 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.25 | +0.31 |
Correlation
The correlation between KAUFX and FMBPX is -0.03. 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
KAUFX vs. FMBPX - Dividend Comparison
KAUFX's dividend yield for the trailing twelve months is around 12.24%, more than FMBPX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KAUFX Federated Hermes Kaufmann Fd | 12.24% | 10.76% | 22.39% | 1.89% | 0.00% | 9.77% | 6.94% | 11.75% | 15.74% | 11.76% | 10.48% | 16.34% |
FMBPX Federated Hermes Mortgage Strategy Portfolio | 4.60% | 4.87% | 4.29% | 3.46% | 2.29% | 1.96% | 2.68% | 3.23% | 3.14% | 2.83% | 2.72% | 2.65% |
Drawdowns
KAUFX vs. FMBPX - Drawdown Comparison
The maximum KAUFX drawdown since its inception was -54.66%, which is greater than FMBPX's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for KAUFX and FMBPX.
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Drawdown Indicators
| KAUFX | FMBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.66% | -18.34% | -36.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.83% | -3.15% | -11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.76% | -18.02% | -22.74% |
Max Drawdown (10Y)Largest decline over 10 years | -40.76% | -18.34% | -22.42% |
Current DrawdownCurrent decline from peak | -14.83% | -2.19% | -12.64% |
Average DrawdownAverage peak-to-trough decline | -11.23% | -3.29% | -7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 1.13% | +2.52% |
Volatility
KAUFX vs. FMBPX - Volatility Comparison
Federated Hermes Kaufmann Fd (KAUFX) has a higher volatility of 6.03% compared to Federated Hermes Mortgage Strategy Portfolio (FMBPX) at 1.53%. This indicates that KAUFX's price experiences larger fluctuations and is considered to be riskier than FMBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KAUFX | FMBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 1.53% | +4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 3.02% | +9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.11% | 5.44% | +13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 6.72% | +14.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 5.08% | +15.65% |