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Issuer
Federated
Inception Date
Jul 5, 2020
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FHUMX Performance Chart

Federated Hermes U.S. SMID Fund (FHUMX) is up 14.9% since the beginning of the year. FHUMX is currently trading at $16 per share. Investors who bought $1,000 worth of FHUMX shares 5 years ago would now be looking at an investment worth $1,396.


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S&P 500 Index

Returns By Period

Federated Hermes U.S. SMID Fund (FHUMX) has returned 14.90% so far this year and 19.17% over the past 12 months.


Federated Hermes U.S. SMID Fund

1D
2.99%
1M
5.82%
YTD
14.90%
6M
12.04%
1Y
19.17%
3Y*
10.33%
5Y*
6.90%
10Y*

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)

FHUMX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 2020, FHUMX's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Dec 2024 at -11.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FHUMX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Apr 3, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.76%4.74%-8.60%8.07%1.64%4.32%14.90%
20256.39%-8.50%-6.76%-1.21%6.26%3.12%2.17%3.41%-1.99%-0.06%-2.10%-0.93%-1.38%
2024-1.48%6.00%4.24%-6.85%2.91%0.07%9.02%-0.06%2.16%-2.30%8.73%-11.00%9.90%
202310.02%-1.64%-0.68%-1.07%-1.00%9.98%2.84%-2.69%-6.02%-6.79%10.28%8.95%21.92%
2022-9.53%1.99%-1.08%-7.45%-0.16%-7.11%10.30%-6.02%-7.88%9.54%6.51%-4.33%-16.51%
20210.16%6.28%1.92%5.87%1.37%-0.81%1.84%2.01%-5.31%5.88%-2.61%4.95%22.94%

Benchmark Metrics

Federated Hermes U.S. SMID Fund has an annualized alpha of -4.15%, beta of 1.07, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since July 02, 2020.

  • This fund participated in 105.63% of S&P 500 Index downside but only 89.78% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -4.15% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.07 and R2 of 0.70, 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
-4.15%
Beta
1.07
0.70
Upside Capture
89.78%
Downside Capture
105.63%

Expense Ratio

FHUMX has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FHUMX ranks 19 for risk / return — in the bottom 19% 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.


FHUMX Risk / Return Rank: 1919
Overall Rank
FHUMX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FHUMX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FHUMX Omega Ratio Rank: 1414
Omega Ratio Rank
FHUMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FHUMX Martin Ratio Rank: 2323
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 U.S. SMID Fund (FHUMX) 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.


FHUMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.81

2.78

-0.97

Martin ratioReturn relative to average drawdown

5.31

12.44

-7.13

Dividends

Dividend History

Federated Hermes U.S. SMID Fund provided a 7.45% dividend yield over the last twelve months, with an annual payout of $1.21 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.21$1.21$0.14$0.63$0.34$0.61$0.01

Dividend yield

7.45%8.56%0.93%4.41%2.77%4.05%0.08%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes U.S. SMID 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$1.21$1.21
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61

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 U.S. SMID 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 U.S. SMID Fund was 29.48%, occurring on Apr 8, 2025. Recovery took 282 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-29.48%Apr 2025
4mo 13d1y 2mo
1y 6moNov 2024 - Jun 2026
Bear market2022
-27.06%Jun 2022
7mo 1d1y 6mo
2y 1moNov 2021 - Dec 2023
2020 pullback2020
-8.17%Sep 2020
20d15d
1mo 5dSep 2020 - Oct 2020
2024 pullback2024
-8.07%Apr 2024
17d2mo 25d
3mo 12dApr 2024 - Jul 2024
2024 pullback2024
-7.83%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


FHUMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.48%

-56.78%

+27.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-9.10%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.48%

-18.90%

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.48%

-25.43%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.15%

-10.71%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

2.03%

+1.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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