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SMARX vs. ISHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMARX vs. ISHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes Separately Managed Account Reserve Trust (SMARX) and Federated Hermes Corporate Bond Fund (ISHIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMARX achieves a 0.87% return, which is significantly higher than ISHIX's 0.16% return. Over the past 10 years, SMARX has outperformed ISHIX with an annualized return of 2.99%, while ISHIX has yielded a comparatively lower 2.74% annualized return.


SMARX

1D
0.25%
1M
1.33%
YTD
0.87%
6M
1.31%
1Y
4.99%
3Y*
5.68%
5Y*
1.74%
10Y*
2.99%

ISHIX

1D
0.24%
1M
0.80%
YTD
0.16%
6M
0.60%
1Y
4.32%
3Y*
4.58%
5Y*
0.15%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMARX vs. ISHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMARX
Brandes Separately Managed Account Reserve Trust
0.87%6.91%3.73%9.76%-11.77%0.76%6.55%7.77%-1.13%4.75%
ISHIX
Federated Hermes Corporate Bond Fund
0.16%6.94%2.06%7.72%-14.64%-0.07%8.83%13.86%-2.94%6.63%

Correlation

The correlation between SMARX and ISHIX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2005

0.68

Over the past year, the correlation between SMARX and ISHIX has dropped to 0.42 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

SMARX vs. ISHIX — Risk / Return Rank

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

SMARX
SMARX Risk / Return Rank: 2727
Overall Rank
SMARX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMARX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SMARX Omega Ratio Rank: 2424
Omega Ratio Rank
SMARX Calmar Ratio Rank: 2929
Calmar Ratio Rank
SMARX Martin Ratio Rank: 3030
Martin Ratio Rank

ISHIX
ISHIX Risk / Return Rank: 2121
Overall Rank
ISHIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ISHIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
ISHIX Omega Ratio Rank: 2626
Omega Ratio Rank
ISHIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
ISHIX Martin Ratio Rank: 1818
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.

SMARX vs. ISHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes Separately Managed Account Reserve Trust (SMARX) and Federated Hermes Corporate Bond Fund (ISHIX). 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.


SMARXISHIXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.92

1.43

+0.49

Martin ratioReturn relative to average drawdown

6.52

4.40

+2.11

SMARX vs. ISHIX - Sharpe Ratio Comparison

The current SMARX Sharpe Ratio is 1.33, which is comparable to the ISHIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SMARX and ISHIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMARX vs. ISHIX - Drawdown Comparison

The maximum SMARX drawdown since its inception was -47.07%, which is greater than ISHIX's maximum drawdown of -21.10%. Use the drawdown chart below to compare losses from any high point for SMARX and ISHIX.


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Drawdown Indicators


SMARXISHIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.07%

-21.10%

-25.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-3.12%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-5.19%

-5.32%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-20.00%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-16.20%

-20.00%

+3.80%

Current Drawdown

Current decline from peak

-0.45%

-1.11%

+0.66%

Average Drawdown

Average peak-to-trough decline

-6.96%

-2.67%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.01%

-0.24%

Volatility

SMARX vs. ISHIX - Volatility Comparison

Brandes Separately Managed Account Reserve Trust (SMARX) has a higher volatility of 1.23% compared to Federated Hermes Corporate Bond Fund (ISHIX) at 1.00%. This indicates that SMARX's price experiences larger fluctuations and is considered to be riskier than ISHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMARXISHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.00%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.68%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.64%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

5.77%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

5.16%

-0.77%

SMARX vs. ISHIX - Expense Ratio Comparison

SMARX has a 0.00% expense ratio, which is lower than ISHIX's 0.86% expense ratio.


Dividends

SMARX vs. ISHIX - Dividend Comparison

SMARX's dividend yield for the trailing twelve months is around 4.76%, more than ISHIX's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ISHIX
Federated Hermes Corporate Bond Fund
3.42%3.34%3.26%3.45%3.63%3.16%3.15%3.62%3.72%3.92%4.12%5.59%
SMARX
Brandes Separately Managed Account Reserve Trust
4.76%5.02%4.07%3.85%3.53%2.57%3.35%4.19%4.55%4.20%4.87%5.24%

Frequently Asked Questions


SMARX and ISHIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMARX has higher volatility (1.23%) compared to ISHIX (1.00%). In terms of maximum drawdown, SMARX dropped -47.07% vs ISHIX's -21.10%.

SMARX currently has the higher Sharpe Ratio (1.33 vs 1.23), 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.

Portfolio Optimizer

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