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RHI vs. FYBTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RHIFYBTX
YTD Return-18.16%1.49%
1Y Return9.04%5.15%
3Y Return (Ann)-5.34%1.24%
5Y Return (Ann)7.31%2.14%
Sharpe Ratio0.472.55
Daily Std Dev23.25%2.11%
Max Drawdown-68.80%-5.58%
Current Drawdown-39.56%-0.10%

Correlation

-0.50.00.51.0-0.1

The correlation between RHI and FYBTX is -0.08. 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.

Performance

RHI vs. FYBTX - Performance Comparison

In the year-to-date period, RHI achieves a -18.16% return, which is significantly lower than FYBTX's 1.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%December2024FebruaryMarchAprilMay
44.70%
18.90%
RHI
FYBTX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Robert Half International Inc.

Fidelity Series Short-Term Credit Fund

Risk-Adjusted Performance

RHI vs. FYBTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Robert Half International Inc. (RHI) and Fidelity Series Short-Term Credit Fund (FYBTX). 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.


RHI
Sharpe ratio
The chart of Sharpe ratio for RHI, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.004.000.32
Sortino ratio
The chart of Sortino ratio for RHI, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.006.000.58
Omega ratio
The chart of Omega ratio for RHI, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for RHI, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for RHI, currently valued at 0.71, compared to the broader market-10.000.0010.0020.0030.000.71
FYBTX
Sharpe ratio
The chart of Sharpe ratio for FYBTX, currently valued at 2.55, compared to the broader market-2.00-1.000.001.002.003.004.002.55
Sortino ratio
The chart of Sortino ratio for FYBTX, currently valued at 4.47, compared to the broader market-4.00-2.000.002.004.006.004.47
Omega ratio
The chart of Omega ratio for FYBTX, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for FYBTX, currently valued at 2.41, compared to the broader market0.002.004.006.002.41
Martin ratio
The chart of Martin ratio for FYBTX, currently valued at 19.61, compared to the broader market-10.000.0010.0020.0030.0019.61

RHI vs. FYBTX - Sharpe Ratio Comparison

The current RHI Sharpe Ratio is 0.47, which is lower than the FYBTX Sharpe Ratio of 2.55. The chart below compares the 12-month rolling Sharpe Ratio of RHI and FYBTX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.32
2.55
RHI
FYBTX

Dividends

RHI vs. FYBTX - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 2.76%, less than FYBTX's 3.14% yield.


TTM20232022202120202019201820172016201520142013
RHI
Robert Half International Inc.
2.76%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%
FYBTX
Fidelity Series Short-Term Credit Fund
3.14%2.76%1.70%1.93%2.47%2.72%2.44%1.59%1.15%0.92%0.00%0.00%

Drawdowns

RHI vs. FYBTX - Drawdown Comparison

The maximum RHI drawdown since its inception was -68.80%, which is greater than FYBTX's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for RHI and FYBTX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-39.56%
-0.10%
RHI
FYBTX

Volatility

RHI vs. FYBTX - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 3.76% compared to Fidelity Series Short-Term Credit Fund (FYBTX) at 0.48%. This indicates that RHI's price experiences larger fluctuations and is considered to be riskier than FYBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%December2024FebruaryMarchAprilMay
3.76%
0.48%
RHI
FYBTX