FGSAX vs. FHESX
Compare and contrast key facts about Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and Federated Hermes SDG Engagement Equity Fund (FHESX).
FGSAX is managed by Federated. It was launched on Aug 23, 1984. FHESX is managed by Federated. It was launched on Nov 5, 2018.
Performance
FGSAX vs. FHESX - Performance Comparison
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FGSAX vs. FHESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FGSAX Federated Hermes MDT Mid Cap Growth Fund | -6.56% | 10.54% | 32.97% | 27.05% | -24.60% | 22.39% | 35.50% | 27.95% | -9.47% |
FHESX Federated Hermes SDG Engagement Equity Fund | -0.44% | 0.59% | 2.01% | 18.31% | -18.47% | 17.54% | 8.33% | 25.41% | -8.25% |
Returns By Period
In the year-to-date period, FGSAX achieves a -6.56% return, which is significantly lower than FHESX's -0.44% return.
FGSAX
- 1D
- 3.29%
- 1M
- -5.16%
- YTD
- -6.56%
- 6M
- -8.51%
- 1Y
- 11.71%
- 3Y*
- 16.75%
- 5Y*
- 9.60%
- 10Y*
- 13.87%
FHESX
- 1D
- 2.79%
- 1M
- -8.29%
- YTD
- -0.44%
- 6M
- -4.22%
- 1Y
- 5.91%
- 3Y*
- 4.15%
- 5Y*
- 1.42%
- 10Y*
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FGSAX vs. FHESX - Expense Ratio Comparison
FGSAX has a 1.15% expense ratio, which is higher than FHESX's 0.94% expense ratio.
Return for Risk
FGSAX vs. FHESX — Risk / Return Rank
FGSAX
FHESX
FGSAX vs. FHESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and Federated Hermes SDG Engagement Equity Fund (FHESX). 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.
| FGSAX | FHESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.39 | +0.18 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.67 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 0.23 | +0.42 |
Martin ratioReturn relative to average drawdown | 2.04 | 0.75 | +1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGSAX | FHESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.39 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.09 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.26 | +0.21 |
Correlation
The correlation between FGSAX and FHESX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FGSAX vs. FHESX - Dividend Comparison
FGSAX's dividend yield for the trailing twelve months is around 5.27%, while FHESX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGSAX Federated Hermes MDT Mid Cap Growth Fund | 5.27% | 4.92% | 4.32% | 0.00% | 2.31% | 25.75% | 7.07% | 8.13% | 14.46% | 13.93% | 0.89% | 25.34% |
FHESX Federated Hermes SDG Engagement Equity Fund | 0.00% | 0.00% | 2.00% | 0.97% | 0.37% | 0.72% | 0.88% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FGSAX vs. FHESX - Drawdown Comparison
The maximum FGSAX drawdown since its inception was -66.17%, which is greater than FHESX's maximum drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for FGSAX and FHESX.
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Drawdown Indicators
| FGSAX | FHESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.17% | -40.76% | -25.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -13.33% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -35.79% | -27.80% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -37.19% | — | — |
Current DrawdownCurrent decline from peak | -10.89% | -8.72% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -7.60% | -8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 4.34% | +0.07% |
Volatility
FGSAX vs. FHESX - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and Federated Hermes SDG Engagement Equity Fund (FHESX) have volatilities of 6.50% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSAX | FHESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.38% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 11.30% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 18.49% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 17.04% | +5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 19.85% | +2.47% |