TORYX vs. SVAIX
Compare and contrast key facts about Torray Fund (TORYX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
TORYX is managed by Torray. It was launched on Dec 18, 1990. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Performance
TORYX vs. SVAIX - Performance Comparison
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TORYX vs. SVAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TORYX Torray Fund | 3.40% | 14.89% | 13.77% | 12.57% | -0.69% | 21.40% | -2.45% | 19.89% | -10.59% | 12.07% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 9.22% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Returns By Period
In the year-to-date period, TORYX achieves a 3.40% return, which is significantly lower than SVAIX's 9.22% return. Over the past 10 years, TORYX has outperformed SVAIX with an annualized return of 9.13%, while SVAIX has yielded a comparatively lower 8.47% annualized return.
TORYX
- 1D
- 0.87%
- 1M
- -1.79%
- YTD
- 3.40%
- 6M
- 2.87%
- 1Y
- 16.79%
- 3Y*
- 14.89%
- 5Y*
- 10.28%
- 10Y*
- 9.13%
SVAIX
- 1D
- 0.87%
- 1M
- -2.83%
- YTD
- 9.22%
- 6M
- 10.97%
- 1Y
- 17.94%
- 3Y*
- 13.83%
- 5Y*
- 11.63%
- 10Y*
- 8.47%
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TORYX vs. SVAIX - Expense Ratio Comparison
TORYX has a 1.07% expense ratio, which is higher than SVAIX's 0.81% expense ratio.
Return for Risk
TORYX vs. SVAIX — Risk / Return Rank
TORYX
SVAIX
TORYX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Torray Fund (TORYX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.
| TORYX | SVAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.36 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.55 | 2.02 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.83 | -0.27 |
Martin ratioReturn relative to average drawdown | 7.45 | 8.69 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TORYX | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.36 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.90 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.56 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.52 | +0.01 |
Correlation
The correlation between TORYX and SVAIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TORYX vs. SVAIX - Dividend Comparison
TORYX's dividend yield for the trailing twelve months is around 31.96%, more than SVAIX's 5.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TORYX Torray Fund | 31.96% | 32.38% | 7.32% | 6.47% | 10.55% | 10.80% | 3.22% | 2.66% | 2.21% | 7.34% | 8.93% | 4.30% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 5.93% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Drawdowns
TORYX vs. SVAIX - Drawdown Comparison
The maximum TORYX drawdown since its inception was -56.55%, which is greater than SVAIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for TORYX and SVAIX.
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Drawdown Indicators
| TORYX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.55% | -50.62% | -5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -11.78% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -16.53% | -16.13% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -36.53% | -1.78% |
Current DrawdownCurrent decline from peak | -1.79% | -2.83% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -7.75% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.67% | -0.33% |
Volatility
TORYX vs. SVAIX - Volatility Comparison
Torray Fund (TORYX) has a higher volatility of 3.12% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.88%. This indicates that TORYX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TORYX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 2.88% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 6.99% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 15.76% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 13.57% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 15.42% | +2.17% |