PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Federated Hermes SDG Engagement Equity Fund (FHESX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31423A3095

CUSIP

31423A309

Issuer

Federated

Inception Date

Nov 5, 2018

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

FHESX has a high expense ratio of 0.94%, indicating higher-than-average management fees.


Expense ratio chart for FHESX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FHESX vs. PRDMX
Popular comparisons:
FHESX vs. PRDMX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Federated Hermes SDG Engagement Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.88%
9.66%
FHESX (Federated Hermes SDG Engagement Equity Fund)
Benchmark (^GSPC)

Returns By Period

Federated Hermes SDG Engagement Equity Fund had a return of 0.00% year-to-date (YTD) and 0.15% in the last 12 months.


FHESX

YTD

0.00%

1M

-5.76%

6M

-1.88%

1Y

0.15%

5Y*

4.34%

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of FHESX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.65%4.99%4.75%-5.70%1.31%-1.44%6.50%-0.14%1.51%-5.14%3.99%0.00%
20237.93%-1.68%0.81%0.08%-2.98%6.56%3.27%-2.26%-4.94%-7.14%10.49%8.58%18.31%
2022-6.86%-1.28%-0.61%-5.98%1.22%-9.82%9.11%-5.56%-9.96%7.22%8.26%-3.46%-18.47%
2021-0.98%4.29%3.16%3.76%1.92%-1.67%1.47%3.27%-4.29%3.31%-3.27%5.86%17.54%
2020-2.98%-8.32%-20.51%10.79%6.50%3.37%3.66%4.32%-1.69%-1.05%13.73%5.01%8.33%
20198.23%2.20%0.49%4.78%-6.51%7.66%-0.46%-2.88%2.39%3.17%1.09%3.63%25.41%
20181.00%-8.61%-7.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FHESX is 11, meaning it’s performing worse than 89% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FHESX is 1111
Overall Rank
The Sharpe Ratio Rank of FHESX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FHESX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FHESX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FHESX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FHESX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Federated Hermes SDG Engagement Equity Fund (FHESX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FHESX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.032.07
The chart of Sortino ratio for FHESX, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.000.142.76
The chart of Omega ratio for FHESX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.39
The chart of Calmar ratio for FHESX, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.0014.000.053.05
The chart of Martin ratio for FHESX, currently valued at 0.12, compared to the broader market0.0020.0040.0060.000.1213.27
FHESX
^GSPC

The current Federated Hermes SDG Engagement Equity Fund Sharpe ratio is 0.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Federated Hermes SDG Engagement Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.03
2.07
FHESX (Federated Hermes SDG Engagement Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Federated Hermes SDG Engagement Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.40%0.60%0.80%1.00%$0.00$0.02$0.04$0.06$0.08$0.10$0.1220192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.00$0.13$0.04$0.10$0.11$0.12

Dividend yield

0.00%0.95%0.37%0.71%0.88%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes SDG Engagement Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2019$0.12$0.12

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.67%
-1.91%
FHESX (Federated Hermes SDG Engagement Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Federated Hermes SDG Engagement Equity 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 SDG Engagement Equity Fund was 40.76%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Federated Hermes SDG Engagement Equity Fund drawdown is 8.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.76%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-27.8%Nov 18, 2021215Sep 27, 2022361Mar 6, 2024576
-13.74%Nov 8, 201831Dec 24, 201838Feb 20, 201969
-9.68%Sep 20, 202464Dec 19, 2024
-7.37%May 6, 201919May 31, 201921Jul 1, 201940

Volatility

Volatility Chart

The current Federated Hermes SDG Engagement Equity Fund volatility is 4.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.97%
3.82%
FHESX (Federated Hermes SDG Engagement Equity Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab