FMBPX Performance — Federated Hermes Mortgage Strategy Portfolio
Data updated: 2026-08-25
FMBPX returned +1.20% year to date and +5.61% over one year to Jun 2026. Annualised returns are +4.90% over 3 years and +0.71% over 5 years. The fund trailed its Core Bond category average: $100 invested three years ago grew to $115, against $120 for the category, and to $106 over one year, against $107. Volatility over the past three years was 6.61% a year. In the 12 months to Jun 2026 the fund took in a net $207.1M, and assets reached $1.20B.
FMBPX Growth of $100
What $100 invested in Federated Hermes Mortgage Strategy Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Core Bond category average over the same months.
| Period | FMBPX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $106 | $107 |
| 3 years (Jul 2023 – Jun 2026) | $115 | $120 |
| 5 years (Jul 2021 – Jun 2026) | $104 | $112 |
| Since data start (Jul 2019 – Jun 2026) | $110 | $126 |
FMBPX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.20% |
| 1 year | +5.61% |
| 3 years (annualised) | +4.90% |
| 5 years (annualised) | +0.71% |
FMBPX Annual Returns
Calendar-year total returns of Federated Hermes Mortgage Strategy Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +1.20% |
| 2025 | +8.82% |
| 2024 | +1.43% |
| 2023 | +5.15% |
| 2022 | −11.55% |
| 2021 | −0.94% |
| 2020 | +4.77% |
| 2019 (Jul–Dec) | +1.96% |
FMBPX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.6% | +1.6% | −1.8% | +0.3% | +0.3% | +0.2% | — | — | — | — | — | — |
| 2025 | +0.6% | +2.4% | 0.0% | +0.3% | −1.0% | +1.9% | −0.5% | +1.9% | +1.2% | +0.9% | +0.8% | +0.1% |
| 2024 | −0.2% | −1.8% | +1.0% | −3.1% | +2.0% | +1.3% | +2.7% | +1.7% | +1.4% | −3.0% | +1.4% | −1.7% |
| 2023 | +3.3% | −2.7% | +1.9% | +0.6% | −0.7% | −0.5% | 0.0% | −0.8% | −3.1% | −2.2% | +5.4% | +4.4% |
| 2022 | −1.5% | −0.9% | −2.5% | −3.2% | +1.1% | −1.6% | +3.2% | −3.3% | −4.9% | −1.6% | +4.0% | −0.5% |
| 2021 | +0.1% | −0.6% | −0.6% | +0.6% | −0.2% | 0.0% | +0.6% | 0.0% | −0.4% | −0.1% | −0.1% | −0.1% |
| 2020 | +0.9% | +1.1% | +0.6% | +1.1% | +0.1% | 0.0% | +0.3% | +0.1% | 0.0% | −0.1% | +0.1% | +0.3% |
| 2019 | — | — | — | — | — | — | +0.4% | +1.0% | 0.0% | +0.4% | 0.0% | +0.2% |
FMBPX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 6.61%
- 3-year Sharpe ratio: 0.06 (vs 4.5% risk-free rate)
- Best month: +5.41% (Nov 2023)
- Worst month: −3.12% (Sep 2023)
FMBPX Fund Flows
Monthly money in and out of Federated Hermes Mortgage Strategy Portfolio, from SEC Form N-PORT.
- 12-month net flow: $207.1M
- 12-month gross sales (incl. reinvestments): $403.1M
- Sales ÷ redemptions: 2.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $28.4M | $21.1M | $7.3M |
| May 2026 | $32.6M | $9.1M | $23.5M |
| Apr 2026 | $33.6M | $8.9M | $24.8M |
| Mar 2026 | $40.7M | $29.8M | $10.9M |
| Feb 2026 | $90.3M | $13.8M | $76.5M |
| Jan 2026 | $23.4M | $13.3M | $10.1M |
| Dec 2025 | $30.5M | $17.5M | $12.9M |
| Nov 2025 | $16.2M | $10.1M | $6.0M |
| Oct 2025 | $26.9M | $19.1M | $7.8M |
| Sep 2025 | $29.7M | $16.8M | $12.9M |
| Aug 2025 | $18.0M | $8.9M | $9.1M |
| Jul 2025 | $32.8M | $27.6M | $5.3M |
FMBPX Assets Under Management
Net assets of Federated Hermes Mortgage Strategy Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.20B |
| 2026-03-31 | $1.15B |
| 2025-12-31 | $1.06B |
| 2025-09-30 | $1.03B |
| 2025-06-30 | $989.31M |
| 2025-03-31 | $1.35B |
| 2024-12-31 | $1.43B |
| 2024-09-30 | $1.19B |
| 2024-06-30 | $1.04B |
| 2024-03-31 | $993.67M |
| 2023-12-31 | $905.18M |
| 2023-09-30 | $617.55M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.