PortfoliosLab logoPortfoliosLab logo
EMDIX vs. FGSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMDIX vs. FGSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX) and Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EMDIX vs. FGSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMDIX
Federated Hermes Emerging Market Debt Fund Institutional Shares
-2.91%17.32%6.31%14.65%-16.00%-3.01%5.92%13.28%-5.04%15.06%
FGSKX
Federated Hermes MDT Mid Cap Growth Fund Class R6
-9.48%10.90%33.36%27.45%-24.38%22.74%35.92%28.35%-3.00%24.68%

Returns By Period

In the year-to-date period, EMDIX achieves a -2.91% return, which is significantly higher than FGSKX's -9.48% return. Over the past 10 years, EMDIX has underperformed FGSKX with an annualized return of 4.21%, while FGSKX has yielded a comparatively higher 13.79% annualized return.


EMDIX

1D
-0.34%
1M
-5.31%
YTD
-2.91%
6M
0.53%
1Y
11.22%
3Y*
10.88%
5Y*
3.31%
10Y*
4.21%

FGSKX

1D
-0.81%
1M
-9.32%
YTD
-9.48%
6M
-11.69%
1Y
8.47%
3Y*
15.86%
5Y*
9.58%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EMDIX vs. FGSKX - Expense Ratio Comparison

EMDIX has a 0.94% expense ratio, which is higher than FGSKX's 0.84% expense ratio.


Return for Risk

EMDIX vs. FGSKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMDIX
EMDIX Risk / Return Rank: 8686
Overall Rank
EMDIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMDIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
EMDIX Omega Ratio Rank: 9393
Omega Ratio Rank
EMDIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMDIX Martin Ratio Rank: 7979
Martin Ratio Rank

FGSKX
FGSKX Risk / Return Rank: 1212
Overall Rank
FGSKX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FGSKX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FGSKX Omega Ratio Rank: 1212
Omega Ratio Rank
FGSKX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FGSKX Martin Ratio Rank: 1313
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.

EMDIX vs. FGSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX) and Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EMDIXFGSKXDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.28

+1.76

Sortino ratio

Return per unit of downside risk

2.59

0.56

+2.03

Omega ratio

Gain probability vs. loss probability

1.46

1.08

+0.38

Calmar ratio

Return relative to maximum drawdown

1.81

0.42

+1.40

Martin ratio

Return relative to average drawdown

7.76

1.30

+6.46

EMDIX vs. FGSKX - Sharpe Ratio Comparison

The current EMDIX Sharpe Ratio is 2.05, which is higher than the FGSKX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of EMDIX and FGSKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMDIXFGSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.28

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.43

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.62

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.41

+0.11

Correlation

The correlation between EMDIX and FGSKX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EMDIX vs. FGSKX - Dividend Comparison

EMDIX's dividend yield for the trailing twelve months is around 1.02%, less than FGSKX's 5.93% yield.


TTM20252024202320222021202020192018201720162015
EMDIX
Federated Hermes Emerging Market Debt Fund Institutional Shares
1.02%0.29%2.83%3.13%5.61%2.17%3.71%2.08%4.25%7.78%3.38%4.17%
FGSKX
Federated Hermes MDT Mid Cap Growth Fund Class R6
5.93%5.37%4.70%0.00%2.52%28.15%7.60%8.72%15.47%14.82%0.89%26.74%

Drawdowns

EMDIX vs. FGSKX - Drawdown Comparison

The maximum EMDIX drawdown since its inception was -27.01%, smaller than the maximum FGSKX drawdown of -55.05%. Use the drawdown chart below to compare losses from any high point for EMDIX and FGSKX.


Loading graphics...

Drawdown Indicators


EMDIXFGSKXDifference

Max Drawdown

Largest peak-to-trough decline

-27.01%

-55.05%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-14.01%

+8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-35.68%

+8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-27.01%

-37.16%

+10.15%

Current Drawdown

Current decline from peak

-5.72%

-14.01%

+8.29%

Average Drawdown

Average peak-to-trough decline

-5.72%

-10.90%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

4.50%

-3.16%

Volatility

EMDIX vs. FGSKX - Volatility Comparison

The current volatility for Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX) is 2.66%, while Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) has a volatility of 5.42%. This indicates that EMDIX experiences smaller price fluctuations and is considered to be less risky than FGSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMDIXFGSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

5.42%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

14.12%

-10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

20.55%

-14.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

22.41%

-16.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

22.35%

-15.74%