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TMAYX vs. FHYSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMAYX vs. FHYSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). The values are adjusted to include any dividend payments, if applicable.

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TMAYX vs. FHYSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
-0.58%6.15%8.27%13.25%-8.54%9.47%4.72%12.39%-2.47%0.31%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
-1.76%9.14%6.42%12.77%-13.16%4.49%6.08%15.14%-2.16%8.34%

Returns By Period

In the year-to-date period, TMAYX achieves a -0.58% return, which is significantly higher than FHYSX's -1.76% return. Over the past 10 years, TMAYX has underperformed FHYSX with an annualized return of 4.39%, while FHYSX has yielded a comparatively higher 5.39% annualized return.


TMAYX

1D
0.11%
1M
-1.64%
YTD
-0.58%
6M
-0.07%
1Y
5.70%
3Y*
7.97%
5Y*
4.71%
10Y*
4.39%

FHYSX

1D
0.17%
1M
-2.27%
YTD
-1.76%
6M
0.01%
1Y
5.88%
3Y*
7.48%
5Y*
3.11%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMAYX vs. FHYSX - Expense Ratio Comparison

TMAYX has a 0.78% expense ratio, which is higher than FHYSX's 0.02% expense ratio.


Return for Risk

TMAYX vs. FHYSX — Risk / Return Rank

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

TMAYX
TMAYX Risk / Return Rank: 8181
Overall Rank
TMAYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TMAYX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
TMAYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TMAYX Martin Ratio Rank: 8080
Martin Ratio Rank

FHYSX
FHYSX Risk / Return Rank: 8989
Overall Rank
FHYSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 9393
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8989
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.

TMAYX vs. FHYSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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.


TMAYXFHYSXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.67

-0.06

Sortino ratio

Return per unit of downside risk

2.23

2.37

-0.14

Omega ratio

Gain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratio

Return relative to maximum drawdown

1.66

2.36

-0.70

Martin ratio

Return relative to average drawdown

7.82

9.71

-1.89

TMAYX vs. FHYSX - Sharpe Ratio Comparison

The current TMAYX Sharpe Ratio is 1.62, which is comparable to the FHYSX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TMAYX and FHYSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMAYXFHYSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.67

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.60

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.94

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.85

-0.02

Correlation

The correlation between TMAYX and FHYSX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TMAYX vs. FHYSX - Dividend Comparison

TMAYX's dividend yield for the trailing twelve months is around 7.89%, more than FHYSX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
7.89%7.25%7.82%7.91%6.25%6.37%6.43%3.81%2.18%4.47%2.86%1.81%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.82%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%

Drawdowns

TMAYX vs. FHYSX - Drawdown Comparison

The maximum TMAYX drawdown since its inception was -21.44%, roughly equal to the maximum FHYSX drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for TMAYX and FHYSX.


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Drawdown Indicators


TMAYXFHYSXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-21.45%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.50%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.66%

-16.93%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-21.45%

+0.01%

Current Drawdown

Current decline from peak

-1.91%

-2.27%

+0.36%

Average Drawdown

Average peak-to-trough decline

-2.13%

-2.61%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.61%

+0.06%

Volatility

TMAYX vs. FHYSX - Volatility Comparison

The current volatility for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) is 1.03%, while Federated Hermes High-Yield Strategy Portfolio (FHYSX) has a volatility of 1.24%. This indicates that TMAYX experiences smaller price fluctuations and is considered to be less risky than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMAYXFHYSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.24%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

2.37%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

3.76%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

5.20%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

5.76%

-0.72%