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Inception Date
Sep 23, 2005
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

QASGX Performance Chart

Federated Hermes MDT Small Cap Growth Fund Class A (QASGX) is up 19.7% since the beginning of the year. QASGX is currently trading at $35 per share. Investors who bought $1,000 worth of QASGX shares 5 years ago would now be looking at an investment worth $1,551.


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S&P 500 Index

Returns By Period

Federated Hermes MDT Small Cap Growth Fund Class A (QASGX) has returned 19.71% so far this year and 36.44% over the past 12 months. Over the last ten years, QASGX has had an annualized return of 12.73%, just under the S&P 500 Index benchmark’s 13.17%.


Federated Hermes MDT Small Cap Growth Fund Class A

1D
0.09%
1M
-1.40%
6M
12.51%
YTD
19.71%
1Y
36.44%
3Y*
17.99%
5Y*
9.17%
10Y*
12.73%

Benchmark (S&P 500 Index)

1D
-1.01%
1M
-0.57%
6M
7.46%
YTD
8.94%
1Y
18.44%
3Y*
17.86%
5Y*
11.50%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QASGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2006, QASGX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +18.4%, while the worst month was Mar 2020 at -21.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, QASGX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -14.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.07%-1.91%-6.24%16.10%5.86%4.53%-3.57%19.71%
20253.30%-9.03%-5.51%-0.09%7.10%5.25%4.22%7.81%1.88%1.91%0.82%-0.13%17.47%
2024-1.73%6.40%1.86%-7.15%4.70%-0.86%8.62%0.83%1.34%-1.36%10.16%-6.86%15.32%
202312.41%-0.52%-4.11%-1.87%-0.70%8.49%4.29%-5.99%-5.04%-8.41%10.49%11.72%19.33%
2022-10.68%-0.70%0.25%-12.10%-2.29%-9.20%9.76%-2.36%-9.31%7.87%2.32%-3.84%-28.47%
20212.85%4.16%-2.48%3.35%-0.51%3.80%-1.80%5.07%-2.11%5.65%-2.81%1.94%17.88%

Benchmark Metrics

Federated Hermes MDT Small Cap Growth Fund Class A has an annualized alpha of 0.80%, beta of 1.08, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.

  • This fund captured 117.44% of S&P 500 Index gains and 114.42% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.08 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
0.80%
Beta
1.08
0.70
Upside Capture
117.44%
Downside Capture
114.42%

Expense Ratio

QASGX has a high expense ratio of 1.14%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

QASGX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QASGX Risk / Return Rank: 6969
Overall Rank
QASGX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QASGX Sortino Ratio Rank: 6666
Sortino Ratio Rank
QASGX Omega Ratio Rank: 6666
Omega Ratio Rank
QASGX Calmar Ratio Rank: 7878
Calmar Ratio Rank
QASGX Martin Ratio Rank: 7272
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 Small Cap Growth Fund Class A (QASGX) 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.


QASGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

2.89

2.03

+0.86

Martin ratioReturn relative to average drawdown

10.56

8.80

+1.76

Dividends

Dividend History

Federated Hermes MDT Small Cap Growth Fund Class A provided a 3.55% dividend yield over the last twelve months, with an annual payout of $1.25 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.25$1.25$0.00$0.00$0.63$8.58$0.14$0.00$1.45$1.20$0.32$3.09

Dividend yield

3.55%4.24%0.00%0.00%3.33%31.38%0.47%0.00%7.34%5.29%1.67%19.08%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes MDT Small Cap Growth Fund Class A. 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$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$1.25$1.25
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$0.00$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$0.63$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.58$8.58

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 Small Cap Growth Fund Class A. 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 Small Cap Growth Fund Class A was 60.88%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.

The current Federated Hermes MDT Small Cap Growth Fund Class A drawdown is 3.57%.


Drawdown

Fall

Recovery

Underwater

Related event

-60.88%Mar 2009
1y 5mo3y 11mo
5y 4moOct 2007 - Feb 2013
Financial crisis2007–2009
-45.30%Mar 2020
1y 6mo7mo 22d
2y 1moSep 2018 - Nov 2020
COVID crash2020
-38.71%Sep 2022
10mo 21d2y 11mo
3y 9moNov 2021 - Aug 2025
Bear market2022
-25.39%Feb 2016
7mo 22d5mo 15d
1y 1moJun 2015 - Jul 2016
-19.28%Aug 2006
3mo 3d8mo 17d
11mo 20dMay 2006 - Apr 2007

Drawdown Indicators


QASGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.88%

-56.78%

-4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-9.10%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-27.33%

-18.90%

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.71%

-25.43%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

-33.92%

-11.38%

Current Drawdown

Current decline from peak

-3.57%

-2.00%

-1.57%

Average Drawdown

Average peak-to-trough decline

-14.10%

-10.70%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.10%

+1.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Federated Hermes MDT Small Cap Growth Fund Class A to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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