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CUSIP
314172586
Inception Date
Mar 30, 2005
Category
Dividend
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

SVAAX Performance Chart

Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) is up 8.7% since the beginning of the year. SVAAX is currently trading at $7 per share. Investors who bought $1,000 worth of SVAAX shares 5 years ago would now be looking at an investment worth $1,647.


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S&P 500 Index

Returns By Period

Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) has returned 8.72% so far this year and 19.67% over the past 12 months. Over the last ten years, SVAAX has returned 7.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Federated Hermes Strategic Value Dividend Fund Class A

1D
-0.58%
1M
-2.44%
YTD
8.72%
6M
8.72%
1Y
19.67%
3Y*
14.02%
5Y*
10.49%
10Y*
7.76%

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)

SVAAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2006, SVAAX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -15.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SVAAX closed higher 49% of trading days. The best single day was Oct 13, 2008 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.16%6.49%-2.61%1.33%-0.91%-0.73%8.72%
20254.77%-0.23%2.12%-3.27%0.83%1.16%0.93%4.50%0.81%-0.89%3.35%-0.26%14.42%
2024-0.73%-0.27%4.72%-2.39%1.51%0.81%7.95%4.09%1.92%-0.53%2.61%-3.93%16.29%
20233.00%-3.84%-1.53%1.26%-7.67%3.72%2.11%-3.19%-3.57%-2.05%6.83%3.81%-2.07%
20224.21%-0.20%2.94%-2.04%5.72%-5.65%1.54%-3.19%-8.48%9.68%6.87%-2.02%8.07%
2021-0.59%2.07%7.29%3.13%1.75%-0.44%0.54%1.50%-2.97%3.73%-3.43%7.59%21.36%

Benchmark Metrics

Federated Hermes Strategic Value Dividend Fund Class A has an annualized alpha of 1.36%, beta of 0.68, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.

  • This fund participated in 68.66% of S&P 500 Index downside but only 66.43% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.36%
Beta
0.68
0.70
Upside Capture
66.43%
Downside Capture
68.66%

Expense Ratio

SVAAX has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SVAAX ranks 77 for risk / return — better than 77% 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.


SVAAX Risk / Return Rank: 7777
Overall Rank
SVAAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SVAAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SVAAX Omega Ratio Rank: 5959
Omega Ratio Rank
SVAAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SVAAX Martin Ratio Rank: 8080
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 Strategic Value Dividend Fund Class A (SVAAX) 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.


SVAAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

5.22

2.78

+2.43

Martin ratioReturn relative to average drawdown

13.86

12.44

+1.42

Dividends

Dividend History

Federated Hermes Strategic Value Dividend Fund Class A provided a 5.88% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.40$0.37$0.43$0.22$0.55$0.21$0.20$0.49$0.44$0.62$0.29$0.47

Dividend yield

5.88%5.80%7.38%4.10%9.49%3.50%4.06%8.55%8.39%10.16%5.00%8.45%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes Strategic Value Dividend Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.01$0.01$0.03$0.01$0.04$0.00$0.09
2025$0.00$0.02$0.00$0.01$0.04$0.00$0.01$0.02$0.01$0.01$0.02$0.23$0.37
2024$0.01$0.02$0.02$0.01$0.03$0.02$0.01$0.02$0.02$0.01$0.02$0.24$0.43
2023$0.01$0.01$0.02$0.01$0.03$0.02$0.01$0.02$0.02$0.01$0.03$0.03$0.22
2022$0.01$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.02$0.01$0.02$0.35$0.55
2021$0.01$0.01$0.02$0.01$0.02$0.02$0.01$0.01$0.02$0.01$0.02$0.03$0.21

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 Strategic Value Dividend 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 Strategic Value Dividend Fund Class A was 51.16%, occurring on Mar 9, 2009. Recovery took 895 trading sessions.

The current Federated Hermes Strategic Value Dividend Fund Class A drawdown is 3.41%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-51.16%Mar 2009
1y 9mo3y 6mo
5y 3moJun 2007 - Sep 2012
COVID crash2020
-36.47%Mar 2020
2mo 2d1y 22d
1y 2moJan 2020 - Apr 2021
Bear market2022
-16.17%Oct 2022
4mo 14d2mo 26d
7mo 10dMay 2022 - Jan 2023
2023 correction2023
-16.16%Oct 2023
9mo 13d6mo 16d
1y 3moJan 2023 - May 2024
Rate-hike selloffLate 2018
-13.31%Dec 2018
10mo 29d3mo 2d
1y 1moJan 2018 - Mar 2019

Drawdown Indicators


SVAAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.16%

-56.78%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-9.10%

+4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-18.90%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-25.43%

+9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

-33.92%

-2.55%

Current Drawdown

Current decline from peak

-3.41%

-1.80%

-1.61%

Average Drawdown

Average peak-to-trough decline

-8.19%

-10.71%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.03%

-0.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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