See what your fund actually adds

Federated Hermes Capital Income Fund Class A Shares CAPAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CAPAX compared with its replication portfolio
MeasureCAPAXReplication
Annualized growth5.0%4.0%
Annualized volatility8.2%6.8%
Sharpe ratio0.640.61
Maximum drawdown17.8%17.6%
Replication fit (R²)0.87 · Tracking error 2.9%

Replication portfolio

The published portfolio below is the investable basket used to model CAPAX’s historical return behavior.

CAPAX replication basket weights
TickerBuilding blockWeight
VGITFI · Intermediate Gov24.3%
VOOUS Large Cap22.6%
SPHYFI · High Yield19.1%
MBBFI · MBS17.1%
VWOBFI · EM Bonds USD17.0%