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FFRSX vs. QILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFRSX vs. QILGX - 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 Large Cap Growth Fund (QILGX). The values are adjusted to include any dividend payments, if applicable.

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FFRSX vs. QILGX - 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%
QILGX
Federated Hermes MDT Large Cap Growth Fund
-9.18%19.46%40.83%39.63%-24.86%30.46%38.39%32.01%1.52%25.42%

Returns By Period

In the year-to-date period, FFRSX achieves a -0.72% return, which is significantly higher than QILGX's -9.18% return. Over the past 10 years, FFRSX has underperformed QILGX with an annualized return of 3.41%, while QILGX has yielded a comparatively higher 17.94% 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%

QILGX

1D
3.69%
1M
-4.55%
YTD
-9.18%
6M
-6.82%
1Y
18.03%
3Y*
23.36%
5Y*
15.35%
10Y*
17.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFRSX vs. QILGX - Expense Ratio Comparison

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


Return for Risk

FFRSX vs. QILGX — 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

QILGX
QILGX Risk / Return Rank: 4343
Overall Rank
QILGX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
QILGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
QILGX Omega Ratio Rank: 5050
Omega Ratio Rank
QILGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
QILGX Martin Ratio Rank: 3434
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. QILGX - 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 Large Cap Growth Fund (QILGX). 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.


FFRSXQILGXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.91

+0.73

Sortino ratio

Return per unit of downside risk

2.82

1.37

+1.45

Omega ratio

Gain probability vs. loss probability

1.61

1.22

+0.39

Calmar ratio

Return relative to maximum drawdown

3.06

1.16

+1.90

Martin ratio

Return relative to average drawdown

11.11

3.79

+7.32

FFRSX vs. QILGX - Sharpe Ratio Comparison

The current FFRSX Sharpe Ratio is 1.64, which is higher than the QILGX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FFRSX and QILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFRSXQILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.91

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

0.73

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.85

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.56

+0.62

Correlation

The correlation between FFRSX and QILGX is 0.24, 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. QILGX - Dividend Comparison

FFRSX's dividend yield for the trailing twelve months is around 5.61%, more than QILGX's 3.41% 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%
QILGX
Federated Hermes MDT Large Cap Growth Fund
3.41%3.09%6.60%1.47%13.57%19.44%7.47%5.07%10.33%7.40%0.55%11.76%

Drawdowns

FFRSX vs. QILGX - Drawdown Comparison

The maximum FFRSX drawdown since its inception was -17.13%, smaller than the maximum QILGX drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for FFRSX and QILGX.


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Drawdown Indicators


FFRSXQILGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-53.48%

+36.35%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-15.55%

+14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

-30.05%

+22.51%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

-31.68%

+14.55%

Current Drawdown

Current decline from peak

-0.83%

-12.44%

+11.61%

Average Drawdown

Average peak-to-trough decline

-0.92%

-9.01%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

4.75%

-4.36%

Volatility

FFRSX vs. QILGX - Volatility Comparison

The current volatility for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) is 0.58%, while Federated Hermes MDT Large Cap Growth Fund (QILGX) has a volatility of 6.81%. This indicates that FFRSX experiences smaller price fluctuations and is considered to be less risky than QILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFRSXQILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

6.81%

-6.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

13.44%

-11.82%

Volatility (1Y)

Calculated over the trailing 1-year period

2.45%

19.96%

-17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.42%

21.04%

-18.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

21.22%

-17.98%