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OGVCX vs. FEUGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OGVCX vs. FEUGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Government Bond Fund Class C (OGVCX) and Federated Hermes Adjustable Rate Fund (FEUGX). The values are adjusted to include any dividend payments, if applicable.

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OGVCX vs. FEUGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OGVCX
JPMorgan Government Bond Fund Class C
-0.52%5.99%0.61%3.50%-12.55%-3.00%5.95%5.76%-0.05%1.45%
FEUGX
Federated Hermes Adjustable Rate Fund
0.90%5.26%4.81%4.20%-2.36%-0.29%0.96%2.95%1.66%0.67%

Returns By Period

In the year-to-date period, OGVCX achieves a -0.52% return, which is significantly lower than FEUGX's 0.90% return. Over the past 10 years, OGVCX has underperformed FEUGX with an annualized return of 0.36%, while FEUGX has yielded a comparatively higher 1.89% annualized return.


OGVCX

1D
0.52%
1M
-2.23%
YTD
-0.52%
6M
0.35%
1Y
2.79%
3Y*
2.27%
5Y*
-0.75%
10Y*
0.36%

FEUGX

1D
0.11%
1M
-0.21%
YTD
0.90%
6M
2.15%
1Y
4.63%
3Y*
4.56%
5Y*
2.50%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OGVCX vs. FEUGX - Expense Ratio Comparison

OGVCX has a 1.39% expense ratio, which is higher than FEUGX's 0.55% expense ratio.


Return for Risk

OGVCX vs. FEUGX — Risk / Return Rank

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

OGVCX
OGVCX Risk / Return Rank: 3434
Overall Rank
OGVCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
OGVCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
OGVCX Omega Ratio Rank: 2222
Omega Ratio Rank
OGVCX Calmar Ratio Rank: 5757
Calmar Ratio Rank
OGVCX Martin Ratio Rank: 3434
Martin Ratio Rank

FEUGX
FEUGX Risk / Return Rank: 9999
Overall Rank
FEUGX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FEUGX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FEUGX Omega Ratio Rank: 9999
Omega Ratio Rank
FEUGX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FEUGX Martin Ratio Rank: 9999
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.

OGVCX vs. FEUGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Government Bond Fund Class C (OGVCX) and Federated Hermes Adjustable Rate Fund (FEUGX). 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.


OGVCXFEUGXDifference

Sharpe ratio

Return per unit of total volatility

0.72

3.33

-2.61

Sortino ratio

Return per unit of downside risk

1.05

9.08

-8.03

Omega ratio

Gain probability vs. loss probability

1.13

3.05

-1.92

Calmar ratio

Return relative to maximum drawdown

1.33

9.65

-8.32

Martin ratio

Return relative to average drawdown

3.66

33.30

-29.64

OGVCX vs. FEUGX - Sharpe Ratio Comparison

The current OGVCX Sharpe Ratio is 0.72, which is lower than the FEUGX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of OGVCX and FEUGX, 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


OGVCXFEUGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

3.33

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

1.69

-1.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

1.52

-1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.97

-0.42

Correlation

The correlation between OGVCX and FEUGX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OGVCX vs. FEUGX - Dividend Comparison

OGVCX's dividend yield for the trailing twelve months is around 2.34%, less than FEUGX's 4.08% yield.


TTM20252024202320222021202020192018201720162015
OGVCX
JPMorgan Government Bond Fund Class C
2.34%2.24%2.10%1.82%1.21%0.58%0.95%1.49%1.57%1.54%1.76%2.90%
FEUGX
Federated Hermes Adjustable Rate Fund
4.08%4.57%4.36%3.88%1.11%0.12%1.06%2.70%1.75%0.98%0.67%0.50%

Drawdowns

OGVCX vs. FEUGX - Drawdown Comparison

The maximum OGVCX drawdown since its inception was -19.66%, which is greater than FEUGX's maximum drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for OGVCX and FEUGX.


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Drawdown Indicators


OGVCXFEUGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.66%

-18.32%

-1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-0.53%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-3.05%

-14.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.66%

-3.17%

-16.49%

Current Drawdown

Current decline from peak

-7.96%

-0.21%

-7.75%

Average Drawdown

Average peak-to-trough decline

-3.51%

-1.15%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.15%

+0.85%

Volatility

OGVCX vs. FEUGX - Volatility Comparison

JPMorgan Government Bond Fund Class C (OGVCX) has a higher volatility of 1.44% compared to Federated Hermes Adjustable Rate Fund (FEUGX) at 0.21%. This indicates that OGVCX's price experiences larger fluctuations and is considered to be riskier than FEUGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OGVCXFEUGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.21%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

0.95%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

1.56%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

1.48%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

1.25%

+3.32%