FGSAX vs. MVCAX
Compare and contrast key facts about Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and MFS Mid Cap Value Fund (MVCAX).
FGSAX is managed by Federated. It was launched on Aug 23, 1984. MVCAX is managed by MFS. It was launched on Aug 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGSAX or MVCAX.
Key characteristics
| FGSAX | MVCAX | |
|---|---|---|
| YTD Return | 37.53% | 19.75% |
| 1Y Return | 51.25% | 30.83% |
| 3Y Return (Ann) | -1.06% | 7.46% |
| 5Y Return (Ann) | 8.20% | 11.47% |
| 10Y Return (Ann) | 2.47% | 9.70% |
| Sharpe Ratio | 3.65 | 2.69 |
| Sortino Ratio | 4.81 | 3.83 |
| Omega Ratio | 1.66 | 1.47 |
| Calmar Ratio | 1.53 | 4.57 |
| Martin Ratio | 24.04 | 16.89 |
| Ulcer Index | 2.32% | 2.06% |
| Daily Std Dev | 15.30% | 12.97% |
| Max Drawdown | -68.55% | -59.10% |
| Current Drawdown | -3.91% | -0.97% |
Correlation
The correlation between FGSAX and MVCAX is 0.87, 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.
Performance
FGSAX vs. MVCAX - Performance Comparison
In the year-to-date period, FGSAX achieves a 37.53% return, which is significantly higher than MVCAX's 19.75% return. Over the past 10 years, FGSAX has underperformed MVCAX with an annualized return of 2.47%, while MVCAX has yielded a comparatively higher 9.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FGSAX vs. MVCAX - Expense Ratio Comparison
FGSAX has a 1.15% expense ratio, which is higher than MVCAX's 1.02% expense ratio.
Risk-Adjusted Performance
FGSAX vs. MVCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and MFS Mid Cap Value Fund (MVCAX). 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.
Dividends
FGSAX vs. MVCAX - Dividend Comparison
FGSAX has not paid dividends to shareholders, while MVCAX's dividend yield for the trailing twelve months is around 1.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGSAX Federated Hermes MDT Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.15% | 0.00% |
MVCAX MFS Mid Cap Value Fund | 1.07% | 1.28% | 1.40% | 0.92% | 0.80% | 0.91% | 0.96% | 0.42% | 1.12% | 0.31% | 7.08% | 5.85% |
Drawdowns
FGSAX vs. MVCAX - Drawdown Comparison
The maximum FGSAX drawdown since its inception was -68.55%, which is greater than MVCAX's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for FGSAX and MVCAX. For additional features, visit the drawdowns tool.
Volatility
FGSAX vs. MVCAX - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a higher volatility of 5.26% compared to MFS Mid Cap Value Fund (MVCAX) at 4.09%. This indicates that FGSAX's price experiences larger fluctuations and is considered to be riskier than MVCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.