SINCX vs. CRMVX
SINCX (Federated Hermes Strategic Income Fund) and CRMVX (Potomac Managed Volatility Fund) are both Multisector Bonds funds. Over the past 5 years, SINCX returned 1.16%/yr vs 2.06%/yr for CRMVX. Their 0.30 correlation means their historical movements had little consistent relationship. SINCX charges 1.69%/yr vs 1.62%/yr for CRMVX.
Performance
SINCX vs. CRMVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SINCX having a 0.94% return and CRMVX slightly lower at 0.91%.
SINCX
- 1D
- 0.12%
- 1M
- -0.61%
- 6M
- 0.81%
- YTD
- 0.94%
- 1Y
- 4.86%
- 3Y*
- 6.06%
- 5Y*
- 1.16%
- 10Y*
- 2.85%
- ALL TIME*
- 5.01%
CRMVX
- 1D
- -0.30%
- 1M
- -1.09%
- 6M
- 0.40%
- YTD
- 0.91%
- 1Y
- 4.50%
- 3Y*
- 3.61%
- 5Y*
- 2.06%
- 10Y*
- —
- ALL TIME*
- 2.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SINCX vs. CRMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SINCX Federated Hermes Strategic Income Fund | 0.94% | 7.91% | 4.64% | 8.66% | -14.44% | 2.83% | 9.20% |
CRMVX Potomac Managed Volatility Fund | 0.91% | 4.91% | 1.22% | 0.25% | 4.76% | 0.61% | 3.98% |
Correlation
The correlation between SINCX and CRMVX is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.30 |
The correlation between SINCX and CRMVX shifts across timeframes, from 0.13 (1 year) to 0.40 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SINCX vs. CRMVX — Risk / Return Rank
SINCX
CRMVX
SINCX vs. CRMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Strategic Income Fund (SINCX) and Potomac Managed Volatility Fund (CRMVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SINCX | CRMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.87 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.18 | 5.75 | +1.43 |
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Drawdowns
SINCX vs. CRMVX - Drawdown Comparison
The maximum SINCX drawdown since its inception was -22.41%, smaller than the maximum CRMVX drawdown of -97.39%. Use the drawdown chart below to compare losses from any high point for SINCX and CRMVX.
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Drawdown Indicators
| SINCX | CRMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.41% | -97.39% | +74.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -2.25% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -5.18% | -97.39% | +92.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -97.39% | +78.03% |
Max Drawdown (10Y)Largest decline over 10 years | -19.36% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -97.14% | +96.42% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -26.00% | +23.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.73% | -0.07% |
Volatility
SINCX vs. CRMVX - Volatility Comparison
Federated Hermes Strategic Income Fund (SINCX) has a higher volatility of 0.79% compared to Potomac Managed Volatility Fund (CRMVX) at 0.62%. This indicates that SINCX's price experiences larger fluctuations and is considered to be riskier than CRMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SINCX | CRMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 0.62% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 3.20% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 4.18% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.28% | 1,600.31% | -1,595.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 1,450.11% | -1,444.86% |
SINCX vs. CRMVX - Expense Ratio Comparison
SINCX has a 1.69% expense ratio, which is higher than CRMVX's 1.62% expense ratio.
Dividends
SINCX vs. CRMVX - Dividend Comparison
SINCX's dividend yield for the trailing twelve months is around 4.19%, less than CRMVX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMVX Potomac Managed Volatility Fund | 5.70% | 5.75% | 3.75% | 2.74% | 0.57% | 2.59% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SINCX Federated Hermes Strategic Income Fund | 4.19% | 3.96% | 4.05% | 4.03% | 3.81% | 2.59% | 2.60% | 2.63% | 3.49% | 3.23% | 3.44% | 3.01% |
Frequently Asked Questions
SINCX and CRMVX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SINCX has higher volatility (0.79%) compared to CRMVX (0.62%). In terms of maximum drawdown, SINCX dropped -22.41% vs CRMVX's -97.39%.
SINCX currently has the higher Sharpe Ratio (1.30 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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