- ISIN
- US3142098009
- CUSIP
- 314209800
- Issuer
- Federated
- Inception Date
- Mar 31, 1982
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
FSTKX Performance Chart
Federated Hermes MDT Large Cap Value Fund (FSTKX) is up 12.9% since the beginning of the year. FSTKX is currently trading at $39 per share. Investors who bought $1,000 worth of FSTKX shares 5 years ago would now be looking at an investment worth $1,982.
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Returns By Period
Federated Hermes MDT Large Cap Value Fund (FSTKX) has returned 12.91% so far this year and 27.27% over the past 12 months. Over the last ten years, FSTKX has returned 13.10% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Federated Hermes MDT Large Cap Value Fund
- 1D
- 0.64%
- 1M
- 2.22%
- YTD
- 12.91%
- 6M
- 12.00%
- 1Y
- 27.27%
- 3Y*
- 21.89%
- 5Y*
- 14.66%
- 10Y*
- 13.10%
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%
FSTKX Monthly Returns History
Based on dividend-adjusted daily data since Mar 31, 1982, FSTKX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Oct 2011 with a return of +14.4%, while the worst month was Oct 1987 at -19.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FSTKX closed higher 51% of trading days. The best single day was Dec 12, 2024 with a return of +12.0%, while the worst single day was Oct 22, 1987 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.04% | 1.52% | -4.07% | 7.36% | 2.39% | 1.37% | 12.91% | ||||||
| 2025 | 5.80% | -2.02% | -1.36% | -2.03% | 5.35% | 3.49% | 1.40% | 2.14% | 0.93% | -0.29% | 2.66% | 2.19% | 19.44% |
| 2024 | 1.07% | 5.17% | 6.34% | -4.66% | 2.96% | -0.20% | 3.92% | 4.11% | 1.90% | -0.17% | 7.34% | -6.41% | 22.43% |
| 2023 | 6.68% | -2.76% | -2.70% | -0.19% | -4.41% | 7.02% | 4.33% | -2.18% | -3.10% | -3.37% | 7.98% | 5.85% | 12.57% |
| 2022 | -2.80% | -1.41% | 4.20% | -6.08% | 2.32% | -9.08% | 6.94% | -2.51% | -7.71% | 10.37% | 7.08% | -4.05% | -4.80% |
| 2021 | -0.92% | 4.04% | 7.25% | 4.40% | 3.30% | -0.91% | 1.13% | 1.75% | -4.84% | 5.69% | -2.03% | 7.17% | 28.37% |
Benchmark Metrics
Federated Hermes MDT Large Cap Value Fund has an annualized alpha of 2.50%, beta of 0.85, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since March 31, 1982.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.32%) than losses (92.52%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.50% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.50%
- Beta
- 0.85
- R²
- 0.78
- Upside Capture
- 97.32%
- Downside Capture
- 92.52%
Expense Ratio
FSTKX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FSTKX ranks 92 for risk / return — in the top 92% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Federated Hermes MDT Large Cap Value Fund (FSTKX) 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.
| FSTKX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.58 | 2.78 | +2.80 |
| Martin ratioReturn relative to average drawdown | 24.14 | 12.44 | +11.70 |
Dividends
Dividend History
Federated Hermes MDT Large Cap Value Fund provided a 5.51% dividend yield over the last twelve months, with an annual payout of $2.15 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.15 | $2.18 | $4.65 | $0.54 | $3.76 | $5.79 | $0.38 | $0.74 | $2.39 | $2.82 | $1.39 | $2.30 |
Dividend yield | 5.51% | 6.28% | 15.06% | 1.86% | 14.38% | 18.45% | 1.29% | 2.63% | 10.03% | 10.01% | 5.12% | 9.24% |
Monthly Dividends
The table displays the monthly dividend distributions for Federated Hermes MDT Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.11 | ||||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.97 | $2.18 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $4.46 | $4.65 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.30 | $0.54 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.62 | $3.76 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $5.55 | $5.79 |
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 Large Cap Value 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 Large Cap Value Fund was 53.21%, occurring on Mar 5, 2009. Recovery took 891 trading sessions.
The current Federated Hermes MDT Large Cap Value Fund drawdown is 0.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.21%Mar 2009 | 1y 7mo | 3y 6mo | 5y 2moJul 2007 - Sep 2012 |
COVID crash2020 | -38.58%Mar 2020 | 1mo 9d | 8mo 6d | 9mo 15dFeb 2020 - Nov 2020 |
Dot-com crash2000–2002 | -35.49%Oct 2002 | 1y 4mo | 1y 3mo | 2y 8moMay 2001 - Jan 2004 |
Black Monday1987 | -30.72%Dec 1987 | 3mo 12d | 1y 8mo | 2y 1dAug 1987 - Aug 1989 |
1990 bear market1990 | -25.79%Oct 1990 | 1y 1mo | 3mo 29d | 1y 5moSep 1989 - Feb 1991 |
Drawdown Indicators
| FSTKX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.21% | -56.78% | +3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -9.10% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -21.85% | -18.90% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -25.43% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -38.58% | -33.92% | -4.66% |
Current DrawdownCurrent decline from peak | -0.59% | -1.80% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -10.71% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.03% | -0.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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