- ISIN
- US31421R3049
- CUSIP
- 31421R304
- Issuer
- Federated
- Inception Date
- Oct 1, 2002
- Category
- Large Cap Blend Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
QIACX Performance Chart
Federated Hermes MDT All Cap Core Fund (QIACX) is up 5.9% since the beginning of the year. QIACX is currently trading at $56 per share. Investors who bought $1,000 worth of QIACX shares 5 years ago would now be looking at an investment worth $2,072.
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Returns By Period
Federated Hermes MDT All Cap Core Fund (QIACX) has returned 5.92% so far this year and 21.58% over the past 12 months. Looking at the last ten years, QIACX has achieved an annualized return of 16.89%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Federated Hermes MDT All Cap Core Fund
- 1D
- 1.00%
- 1M
- -0.23%
- YTD
- 5.92%
- 6M
- 5.82%
- 1Y
- 21.58%
- 3Y*
- 23.21%
- 5Y*
- 15.69%
- 10Y*
- 16.89%
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%
QIACX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2003, QIACX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Oct 2008 at -22.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, QIACX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.6%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.04% | 0.13% | -4.98% | 9.43% | 3.18% | -1.37% | 5.92% | ||||||
| 2025 | 5.75% | -4.10% | -4.14% | 0.16% | 7.20% | 5.11% | 3.33% | 1.48% | 1.61% | 1.23% | 0.83% | 1.55% | 21.15% |
| 2024 | 2.74% | 6.74% | 4.23% | -4.56% | 5.43% | 2.29% | 1.25% | 3.56% | 2.26% | 0.86% | 6.96% | -3.68% | 31.07% |
| 2023 | 8.69% | -1.77% | -0.18% | -0.66% | -1.09% | 7.41% | 3.22% | -2.24% | -3.81% | -2.53% | 9.49% | 6.01% | 23.52% |
| 2022 | -6.55% | -2.08% | 4.19% | -8.62% | 0.66% | -8.80% | 8.81% | -3.29% | -7.45% | 8.66% | 7.18% | -5.37% | -14.16% |
| 2021 | -0.58% | 1.92% | 4.41% | 5.56% | 1.83% | 2.60% | 2.67% | 3.87% | -5.35% | 7.29% | -1.18% | 5.23% | 31.40% |
Benchmark Metrics
Federated Hermes MDT All Cap Core Fund has an annualized alpha of 1.87%, beta of 1.01, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 02, 2003.
- This fund captured 110.29% of S&P 500 Index gains and 101.93% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.01 and R2 of 0.88, 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
- 1.87%
- Beta
- 1.01
- R²
- 0.88
- Upside Capture
- 110.29%
- Downside Capture
- 101.93%
Expense Ratio
QIACX has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QIACX ranks 47 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund (QIACX) 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.
| QIACX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.78 | -0.31 |
| Martin ratioReturn relative to average drawdown | 11.03 | 12.44 | -1.41 |
Dividends
Dividend History
Federated Hermes MDT All Cap Core Fund provided a 4.32% dividend yield over the last twelve months, with an annual payout of $2.44 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.44 | $2.44 | $3.97 | $0.53 | $3.40 | $7.01 | $1.09 | $1.02 | $2.15 | $0.19 | $0.26 | $0.26 |
Dividend yield | 4.32% | 4.58% | 8.65% | 1.40% | 10.90% | 17.44% | 3.01% | 3.34% | 8.60% | 0.69% | 1.12% | 1.25% |
Monthly Dividends
The table displays the monthly dividend distributions for Federated Hermes MDT All Cap Core 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 | $0.00 | $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 | $2.44 | $2.44 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.97 | $3.97 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.40 | $3.40 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.01 | $7.01 |
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 All Cap Core 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 All Cap Core Fund was 60.11%, occurring on Mar 9, 2009. Recovery took 1058 trading sessions.
The current Federated Hermes MDT All Cap Core Fund drawdown is 1.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.11%Mar 2009 | 1y 5mo | 4y 2mo | 5y 7moOct 2007 - May 2013 |
COVID crash2020 | -36.47%Mar 2020 | 1mo 2d | 4mo 10d | 5mo 12dFeb 2020 - Jul 2020 |
Bear market2022 | -23.05%Sep 2022 | 9mo | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -20.52%Dec 2018 | 3mo 1d | 3mo 15d | 6mo 16dSep 2018 - Apr 2019 |
2016 bear market2016 | -20.46%Feb 2016 | 7mo 22d | 9mo 7d | 1y 4moJun 2015 - Nov 2016 |
Drawdown Indicators
| QIACX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -56.78% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -9.10% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -18.90% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -25.43% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -33.92% | -2.55% |
Current DrawdownCurrent decline from peak | -1.95% | -1.80% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -10.71% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.03% | -0.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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