PortfoliosLab logoPortfoliosLab logo
FFRSX vs. QIACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRSX vs. QIACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and Federated Hermes MDT All Cap Core Fund (QIACX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFRSX vs. QIACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
-0.72%5.61%6.71%8.04%-5.85%3.73%0.45%6.71%0.38%3.54%
QIACX
Federated Hermes MDT All Cap Core Fund
-4.89%21.15%31.07%23.52%-14.16%31.40%21.95%26.91%-2.64%21.07%

Returns By Period

In the year-to-date period, FFRSX achieves a -0.72% return, which is significantly higher than QIACX's -4.89% return. Over the past 10 years, FFRSX has underperformed QIACX with an annualized return of 3.41%, while QIACX has yielded a comparatively higher 15.59% annualized return.


FFRSX

1D
0.00%
1M
0.12%
YTD
-0.72%
6M
0.69%
1Y
3.97%
3Y*
5.64%
5Y*
3.15%
10Y*
3.41%

QIACX

1D
3.03%
1M
-4.69%
YTD
-4.89%
6M
-1.60%
1Y
18.54%
3Y*
20.52%
5Y*
14.45%
10Y*
15.59%
*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.


FFRSX vs. QIACX - Expense Ratio Comparison

FFRSX has a 0.68% expense ratio, which is lower than QIACX's 0.75% expense ratio.


Return for Risk

FFRSX vs. QIACX — Risk / Return Rank

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

FFRSX
FFRSX Risk / Return Rank: 9191
Overall Rank
FFRSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFRSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FFRSX Omega Ratio Rank: 9696
Omega Ratio Rank
FFRSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FFRSX Martin Ratio Rank: 9090
Martin Ratio Rank

QIACX
QIACX Risk / Return Rank: 6464
Overall Rank
QIACX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QIACX Sortino Ratio Rank: 6262
Sortino Ratio Rank
QIACX Omega Ratio Rank: 7373
Omega Ratio Rank
QIACX Calmar Ratio Rank: 5454
Calmar Ratio Rank
QIACX Martin Ratio Rank: 6868
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.

FFRSX vs. QIACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and Federated Hermes MDT All Cap Core Fund (QIACX). 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.


FFRSXQIACXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.15

+0.48

Sortino ratio

Return per unit of downside risk

2.82

1.67

+1.16

Omega ratio

Gain probability vs. loss probability

1.61

1.28

+0.32

Calmar ratio

Return relative to maximum drawdown

3.06

1.38

+1.68

Martin ratio

Return relative to average drawdown

11.11

6.70

+4.41

FFRSX vs. QIACX - Sharpe Ratio Comparison

The current FFRSX Sharpe Ratio is 1.64, which is higher than the QIACX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FFRSX and QIACX, 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


FFRSXQIACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.15

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

0.84

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.84

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.55

+0.64

Correlation

The correlation between FFRSX and QIACX is 0.26, 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

FFRSX vs. QIACX - Dividend Comparison

FFRSX's dividend yield for the trailing twelve months is around 5.61%, more than QIACX's 4.81% yield.


TTM20252024202320222021202020192018201720162015
FFRSX
Federated Hermes Floating Rate Strat Inc Fund
5.61%6.38%6.95%6.88%4.15%2.92%3.37%4.62%4.41%3.68%3.76%3.71%
QIACX
Federated Hermes MDT All Cap Core Fund
4.81%4.58%8.65%1.40%10.90%17.44%3.01%3.34%8.60%0.69%1.12%1.25%

Drawdowns

FFRSX vs. QIACX - Drawdown Comparison

The maximum FFRSX drawdown since its inception was -17.13%, smaller than the maximum QIACX drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for FFRSX and QIACX.


Loading graphics...

Drawdown Indicators


FFRSXQIACXDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-60.11%

+42.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-11.99%

+10.71%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

-23.05%

+15.51%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

-36.47%

+19.34%

Current Drawdown

Current decline from peak

-0.83%

-5.88%

+5.05%

Average Drawdown

Average peak-to-trough decline

-0.92%

-9.36%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

2.46%

-2.07%

Volatility

FFRSX vs. QIACX - Volatility Comparison

The current volatility for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) is 0.58%, while Federated Hermes MDT All Cap Core Fund (QIACX) has a volatility of 5.39%. This indicates that FFRSX experiences smaller price fluctuations and is considered to be less risky than QIACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFRSXQIACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

5.39%

-4.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

9.95%

-8.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.45%

16.22%

-13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.42%

17.39%

-14.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

18.72%

-15.48%