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

Correlation

The correlation between RHI and FYBTX is -0.07. 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.


-0.50.00.51.0-0.1

Performance

RHI vs. FYBTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robert Half International Inc. (RHI) and Fidelity Series Short-Term Credit Fund (FYBTX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
47.83%
21.86%
RHI
FYBTX

Key characteristics

Sharpe Ratio

RHI:

-0.58

FYBTX:

2.38

Sortino Ratio

RHI:

-0.72

FYBTX:

4.13

Omega Ratio

RHI:

0.91

FYBTX:

1.57

Calmar Ratio

RHI:

-0.30

FYBTX:

5.44

Martin Ratio

RHI:

-0.74

FYBTX:

13.43

Ulcer Index

RHI:

19.83%

FYBTX:

0.36%

Daily Std Dev

RHI:

25.10%

FYBTX:

2.03%

Max Drawdown

RHI:

-68.80%

FYBTX:

-6.02%

Current Drawdown

RHI:

-38.25%

FYBTX:

-0.74%

Returns By Period

In the year-to-date period, RHI achieves a -16.39% return, which is significantly lower than FYBTX's 4.86% return.


RHI

YTD

-16.39%

1M

-1.07%

6M

11.37%

1Y

-15.33%

5Y*

5.22%

10Y*

4.11%

FYBTX

YTD

4.86%

1M

-0.10%

6M

2.76%

1Y

5.07%

5Y*

2.14%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for RHI, currently valued at -0.66, compared to the broader market-4.00-2.000.002.00-0.662.38
The chart of Sortino ratio for RHI, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.844.13
The chart of Omega ratio for RHI, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.57
The chart of Calmar ratio for RHI, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.335.44
The chart of Martin ratio for RHI, currently valued at -0.82, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8213.43
RHI
FYBTX

The current RHI Sharpe Ratio is -0.58, which is lower than the FYBTX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of RHI and FYBTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.66
2.38
RHI
FYBTX

Dividends

RHI vs. FYBTX - Dividend Comparison

RHI's dividend yield for the trailing twelve months is around 2.97%, less than FYBTX's 3.50% yield.


TTM20232022202120202019201820172016201520142013
RHI
Robert Half International Inc.
2.97%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
3.50%2.74%1.71%1.47%2.20%2.74%2.44%1.59%1.08%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 -6.02%. Use the drawdown chart below to compare losses from any high point for RHI and FYBTX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.25%
-0.74%
RHI
FYBTX

Volatility

RHI vs. FYBTX - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 6.33% compared to Fidelity Series Short-Term Credit Fund (FYBTX) at 0.40%. 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%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.33%
0.40%
RHI
FYBTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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