EVFMX vs. FMUAX
EVFMX (E-Valuator Moderate (50%-70%) RMS Fund) and FMUAX (Federated Hermes Municipal and Stock Advantage Fund) are both Diversified Portfolio funds. Over the past 10 years, EVFMX returned 7.68%/yr vs 6.06%/yr for FMUAX. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 1.00% expense ratio.
Performance
EVFMX vs. FMUAX - Performance Comparison
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Returns By Period
In the year-to-date period, EVFMX achieves a 9.33% return, which is significantly higher than FMUAX's 6.76% return. Over the past 10 years, EVFMX has outperformed FMUAX with an annualized return of 7.68%, while FMUAX has yielded a comparatively lower 6.06% annualized return.
EVFMX
- 1D
- 0.08%
- 1M
- -0.81%
- 6M
- 6.12%
- YTD
- 9.33%
- 1Y
- 17.46%
- 3Y*
- 12.06%
- 5Y*
- 6.05%
- 10Y*
- 7.68%
FMUAX
- 1D
- 0.06%
- 1M
- 0.66%
- 6M
- 5.56%
- YTD
- 6.76%
- 1Y
- 15.21%
- 3Y*
- 9.78%
- 5Y*
- 5.03%
- 10Y*
- 6.06%
EVFMX vs. FMUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVFMX E-Valuator Moderate (50%-70%) RMS Fund | 9.33% | 15.41% | 7.57% | 11.01% | -13.31% | 6.66% | 15.65% | 20.16% | -7.91% | 15.82% |
FMUAX Federated Hermes Municipal and Stock Advantage Fund | 6.76% | 9.00% | 8.70% | 9.81% | -10.68% | 10.32% | 8.48% | 15.16% | -5.24% | 11.09% |
Correlation
The correlation between EVFMX and FMUAX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 26, 2016 | 0.85 |
The correlation between EVFMX and FMUAX shifts across timeframes, from 0.75 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EVFMX vs. FMUAX — Risk / Return Rank
EVFMX
FMUAX
EVFMX vs. FMUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) and Federated Hermes Municipal and Stock Advantage Fund (FMUAX). 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.
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.
| EVFMX | FMUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.58 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.77 | -1.36 |
| Martin ratioReturn relative to average drawdown | 10.20 | 18.23 | -8.03 |
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Drawdowns
EVFMX vs. FMUAX - Drawdown Comparison
The maximum EVFMX drawdown since its inception was -28.30%, which is greater than FMUAX's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for EVFMX and FMUAX.
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Drawdown Indicators
| EVFMX | FMUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.30% | -22.43% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -4.94% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -10.18% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.62% | -15.93% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -28.30% | -21.46% | -6.84% |
Current DrawdownCurrent decline from peak | -1.20% | -0.06% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -2.74% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 0.95% | +0.81% |
Volatility
EVFMX vs. FMUAX - Volatility Comparison
E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) has a higher volatility of 3.26% compared to Federated Hermes Municipal and Stock Advantage Fund (FMUAX) at 1.57%. This indicates that EVFMX's price experiences larger fluctuations and is considered to be riskier than FMUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVFMX | FMUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 1.57% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 4.86% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 6.23% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.47% | 7.21% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 8.13% | +3.65% |
EVFMX vs. FMUAX - Expense Ratio Comparison
Both EVFMX and FMUAX have an expense ratio of 1.00%.
Dividends
EVFMX vs. FMUAX - Dividend Comparison
EVFMX's dividend yield for the trailing twelve months is around 8.40%, more than FMUAX's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVFMX E-Valuator Moderate (50%-70%) RMS Fund | 8.40% | 9.19% | 0.50% | 2.52% | 1.96% | 21.05% | 3.39% | 2.53% | 9.89% | 7.05% | 0.70% | 0.00% |
FMUAX Federated Hermes Municipal and Stock Advantage Fund | 1.42% | 1.23% | 2.01% | 2.53% | 2.25% | 4.56% | 2.12% | 4.00% | 7.98% | 2.17% | 2.36% | 2.80% |
Frequently Asked Questions
EVFMX and FMUAX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVFMX has higher volatility (3.26%) compared to FMUAX (1.57%). In terms of maximum drawdown, EVFMX dropped -28.30% vs FMUAX's -22.43%.
FMUAX currently has the higher Sharpe Ratio (3.00 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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