QDIBX vs. FMBPX
Compare and contrast key facts about Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX).
QDIBX is managed by T. Rowe Price. It was launched on Dec 13, 2019. FMBPX is managed by Federated. It was launched on Dec 20, 2007.
Performance
QDIBX vs. FMBPX - Performance Comparison
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QDIBX vs. FMBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | -0.22% | 7.72% | 1.66% | 6.71% | -14.11% | -0.17% | 6.77% | -0.10% |
FMBPX Federated Hermes Mortgage Strategy Portfolio | -0.18% | 9.03% | 1.04% | 4.44% | -12.21% | -1.35% | 4.77% | 0.23% |
Returns By Period
In the year-to-date period, QDIBX achieves a -0.22% return, which is significantly lower than FMBPX's -0.18% return.
QDIBX
- 1D
- 0.45%
- 1M
- -1.98%
- YTD
- -0.22%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 4.20%
- 5Y*
- 0.43%
- 10Y*
- —
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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QDIBX vs. FMBPX - Expense Ratio Comparison
QDIBX has a 0.03% expense ratio, which is higher than FMBPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QDIBX vs. FMBPX — Risk / Return Rank
QDIBX
FMBPX
QDIBX vs. FMBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) 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.
| QDIBX | FMBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.25 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.87 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.11 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.89 | 5.85 | +0.04 |
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
| QDIBX | FMBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.25 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.03 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.25 | -0.09 |
Correlation
The correlation between QDIBX and FMBPX is 0.74, 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
QDIBX vs. FMBPX - Dividend Comparison
QDIBX's dividend yield for the trailing twelve months is around 3.51%, less than FMBPX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 3.51% | 3.50% | 3.55% | 3.65% | 2.51% | 1.80% | 3.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
QDIBX vs. FMBPX - Drawdown Comparison
The maximum QDIBX drawdown since its inception was -19.63%, which is greater than FMBPX's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for QDIBX and FMBPX.
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Drawdown Indicators
| QDIBX | FMBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.63% | -18.34% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -3.15% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -19.63% | -18.02% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.34% | — |
Current DrawdownCurrent decline from peak | -1.98% | -2.19% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -3.29% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.13% | -0.26% |
Volatility
QDIBX vs. FMBPX - Volatility Comparison
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX) have volatilities of 1.51% and 1.53%, 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.
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Volatility by Period
| QDIBX | FMBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 1.53% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 3.02% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 5.44% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 6.72% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.32% | 5.08% | +1.24% |