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Federated Hermes MDT Large Cap Growth Fund (QILGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31421R8824

CUSIP

31421R882

Issuer

Federated

Inception Date

Sep 15, 2005

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

QILGX has an expense ratio of 0.75%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

Federated Hermes MDT Large Cap Growth Fund (QILGX) returned -0.33% year-to-date (YTD) and 13.79% over the past 12 months. Over the past 10 years, QILGX returned 7.74% annually, underperforming the S&P 500 benchmark at 10.69%.


QILGX

YTD

-0.33%

1M

12.87%

6M

-4.54%

1Y

13.79%

5Y*

11.25%

10Y*

7.74%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.07%-3.96%-8.03%1.50%6.83%-0.33%
20244.23%7.53%2.30%-4.00%5.89%5.81%-2.15%3.56%2.75%-0.00%7.70%-4.47%32.11%
202310.05%-0.58%3.87%0.95%2.75%7.27%2.84%-1.59%-4.62%-1.70%11.13%3.16%37.58%
2022-9.44%-3.26%4.38%-11.55%-1.26%-7.64%11.69%-4.42%-8.66%6.06%5.89%-17.65%-33.48%
2021-0.53%-0.43%1.90%6.30%-0.66%6.10%4.05%4.44%-6.21%8.84%1.08%-14.57%8.31%
20202.28%-7.53%-9.45%15.65%6.99%5.20%7.89%8.26%-4.83%-3.27%9.58%-2.29%28.35%
20199.95%5.10%1.63%4.19%-5.98%7.26%1.16%-0.82%-0.83%1.77%3.30%-2.79%25.44%
20187.93%-1.47%-1.64%-0.25%4.97%1.21%2.67%6.83%0.74%-9.59%0.86%-12.75%-2.55%
20172.96%3.60%0.81%1.49%0.17%-0.00%2.20%1.22%2.78%3.82%3.58%-6.62%16.73%
2016-7.53%0.99%6.31%-1.85%0.87%-1.33%5.87%-0.00%0.19%-2.54%4.77%0.93%6.02%
2015-2.14%5.65%-0.82%-0.55%1.33%-2.02%1.00%-6.73%-2.84%6.39%0.06%-12.64%-13.82%
2014-2.60%6.06%-0.80%-0.06%2.17%2.06%-1.66%4.05%-2.56%2.32%3.49%-0.23%12.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QILGX is 59, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QILGX is 5959
Overall Rank
The Sharpe Ratio Rank of QILGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QILGX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QILGX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QILGX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QILGX is 5555
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 MDT Large Cap Growth Fund (QILGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Federated Hermes MDT Large Cap Growth Fund Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.56
  • 5-Year: 0.46
  • 10-Year: 0.34
  • All Time: 0.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Federated Hermes MDT Large Cap Growth Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Federated Hermes MDT Large Cap Growth Fund provided a 0.01% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03

Dividend yield

0.01%0.01%0.01%0.00%0.00%0.00%0.00%5.91%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes MDT Large Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
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$0.00$0.00
2021$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
2020$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
2019$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
2018$1.03$1.03

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 Growth 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 Growth Fund was 53.48%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.

The current Federated Hermes MDT Large Cap Growth Fund drawdown is 8.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.48%Dec 11, 2007312Mar 9, 2009975Jan 22, 20131287
-46.08%Nov 19, 2021278Dec 28, 2022459Oct 29, 2024737
-31.68%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-29.03%Apr 24, 2015203Feb 11, 2016398Sep 12, 2017601
-25.76%Oct 2, 201858Dec 24, 2018131Jul 3, 2019189

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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