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ISIN
US3141721072
CUSIP
314172107
Issuer
Federated
Inception Date
Aug 23, 1984
Min. Investment
$1,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FGSAX Performance Chart

Federated Hermes MDT Mid Cap Growth Fund (FGSAX) is down 0.3% since the beginning of the year. FGSAX is currently trading at $61 per share. Investors who bought $1,000 worth of FGSAX shares 5 years ago would now be looking at an investment worth $1,589.


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S&P 500 Index

Returns By Period

Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has returned -0.33% so far this year and 3.32% over the past 12 months. Looking at the last ten years, FGSAX has achieved an annualized return of 15.02%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Federated Hermes MDT Mid Cap Growth Fund

1D
0.90%
1M
0.33%
YTD
-0.33%
6M
-1.24%
1Y
3.32%
3Y*
17.71%
5Y*
9.71%
10Y*
15.02%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGSAX Monthly Returns History

Based on dividend-adjusted daily data since Aug 23, 1984, FGSAX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +20.7%, while the worst month was Oct 1987 at -28.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FGSAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Oct 19, 1987 at -19.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.92%0.71%-6.36%5.44%2.84%-1.62%-0.33%
20257.52%-8.10%-6.42%3.35%9.62%5.52%1.35%0.96%0.28%-1.50%-1.18%0.12%10.54%
20242.08%8.28%2.46%-5.35%1.92%1.50%-0.30%4.18%3.88%2.74%14.80%-5.77%32.97%
202310.96%-0.68%-0.51%-0.92%-1.32%7.82%4.01%-3.88%-3.60%-4.90%12.39%6.71%27.05%
2022-12.65%-1.38%3.95%-11.92%-1.81%-8.30%12.26%-5.23%-7.63%7.64%6.71%-5.94%-24.60%
2021-1.30%1.62%-0.16%5.95%-0.51%5.91%4.67%4.82%-5.54%7.68%-2.89%1.01%22.39%

Benchmark Metrics

Federated Hermes MDT Mid Cap Growth Fund has an annualized alpha of 1.16%, beta of 0.99, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since August 23, 1984.

  • This fund captured 114.08% of S&P 500 Index gains and 111.42% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 0.99 and R2 of 0.73, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.16%
Beta
0.99
0.73
Upside Capture
114.08%
Downside Capture
111.42%

Expense Ratio

FGSAX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FGSAX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FGSAX Risk / Return Rank: 44
Overall Rank
FGSAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FGSAX Sortino Ratio Rank: 44
Sortino Ratio Rank
FGSAX Omega Ratio Rank: 44
Omega Ratio Rank
FGSAX Calmar Ratio Rank: 44
Calmar Ratio Rank
FGSAX Martin Ratio Rank: 44
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and compare them to S&P 500 Index.

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.


FGSAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

0.21

2.78

-2.57

Martin ratioReturn relative to average drawdown

0.58

12.44

-11.86

Dividends

Dividend History

Federated Hermes MDT Mid Cap Growth Fund provided a 4.94% dividend yield over the last twelve months, with an annual payout of $3.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.00$3.00$2.49$0.00$0.82$12.42$3.53$3.22$4.85$5.50$0.32$8.41

Dividend yield

4.94%4.92%4.32%0.00%2.31%25.75%7.07%8.13%14.46%13.93%0.89%25.34%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes MDT Mid Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.00$3.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.49$2.49
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$12.42$12.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Federated Hermes MDT Mid Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Federated Hermes MDT Mid Cap Growth Fund was 66.17%, occurring on Mar 11, 2003. Recovery took 2650 trading sessions.

The current Federated Hermes MDT Mid Cap Growth Fund drawdown is 4.95%.


Related event

Drawdown

Fall

Recovery

Underwater

2003 bear market2003
-66.17%Mar 2003
2y 12mo10y 6mo
13y 6moMar 2000 - Sep 2013
Black Monday1987
-38.15%Dec 1987
3mo 10d1y 5mo
1y 8moAug 1987 - May 1989
COVID crash2020
-37.19%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
1998 bear market1998
-36.02%Oct 1998
2mo 19d3mo
5mo 19dJul 1998 - Jan 1999
Bear market2022
-35.79%Jun 2022
7mo 8d1y 8mo
2y 3moNov 2021 - Feb 2024

Drawdown Indicators


FGSAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.17%

-56.78%

-9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-9.10%

-4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

-18.90%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-35.79%

-25.43%

-10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

-33.92%

-3.27%

Current Drawdown

Current decline from peak

-4.95%

-1.80%

-3.15%

Average Drawdown

Average peak-to-trough decline

-16.13%

-10.71%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

2.03%

+3.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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