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PTUIX vs. FMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTUIX vs. FMBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Total Return Fund IV (PTUIX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). The values are adjusted to include any dividend payments, if applicable.

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PTUIX vs. FMBPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTUIX
PIMCO Total Return Fund IV
-1.04%8.16%2.19%5.90%-13.84%-1.12%7.33%9.67%-0.76%4.57%
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, PTUIX achieves a -1.04% return, which is significantly lower than FMBPX's -0.18% return. Over the past 10 years, PTUIX has outperformed FMBPX with an annualized return of 1.97%, while FMBPX has yielded a comparatively lower 1.45% annualized return.


PTUIX

1D
0.53%
1M
-2.86%
YTD
-1.04%
6M
0.40%
1Y
3.73%
3Y*
3.92%
5Y*
0.33%
10Y*
1.97%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTUIX vs. FMBPX - Expense Ratio Comparison

PTUIX has a 0.50% expense ratio, which is higher than FMBPX's 0.02% expense ratio.


Return for Risk

PTUIX vs. FMBPX — Risk / Return Rank

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

PTUIX
PTUIX Risk / Return Rank: 4646
Overall Rank
PTUIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PTUIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTUIX Omega Ratio Rank: 3434
Omega Ratio Rank
PTUIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PTUIX Martin Ratio Rank: 4242
Martin Ratio Rank

FMBPX
FMBPX Risk / Return Rank: 7272
Overall Rank
FMBPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 7070
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 6161
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.

PTUIX vs. FMBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund IV (PTUIX) 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.


PTUIXFMBPXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.25

-0.32

Sortino ratio

Return per unit of downside risk

1.32

1.87

-0.56

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.10

Calmar ratio

Return relative to maximum drawdown

1.41

2.11

-0.70

Martin ratio

Return relative to average drawdown

4.28

5.85

-1.56

PTUIX vs. FMBPX - Sharpe Ratio Comparison

The current PTUIX Sharpe Ratio is 0.93, which is comparable to the FMBPX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PTUIX and FMBPX, 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


PTUIXFMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.25

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.03

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.29

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.25

+0.31

Correlation

The correlation between PTUIX and FMBPX is 0.79, 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

PTUIX vs. FMBPX - Dividend Comparison

PTUIX's dividend yield for the trailing twelve months is around 3.79%, less than FMBPX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
PTUIX
PIMCO Total Return Fund IV
3.79%4.09%4.21%2.78%2.74%1.84%2.24%2.78%2.53%1.75%2.96%3.60%
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

PTUIX vs. FMBPX - Drawdown Comparison

The maximum PTUIX drawdown since its inception was -19.19%, roughly equal to the maximum FMBPX drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for PTUIX and FMBPX.


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Drawdown Indicators


PTUIXFMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.19%

-18.34%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-3.15%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-18.02%

-1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-19.19%

-18.34%

-0.85%

Current Drawdown

Current decline from peak

-2.86%

-2.19%

-0.67%

Average Drawdown

Average peak-to-trough decline

-3.56%

-3.29%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.13%

-0.02%

Volatility

PTUIX vs. FMBPX - Volatility Comparison

PIMCO Total Return Fund IV (PTUIX) has a higher volatility of 1.79% compared to Federated Hermes Mortgage Strategy Portfolio (FMBPX) at 1.53%. This indicates that PTUIX'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


PTUIXFMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.53%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

3.02%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

5.44%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

6.72%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

5.08%

+0.03%