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FGSAX vs. MVCAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FGSAX vs. MVCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and MFS Mid Cap Value Fund (MVCAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
24.95%
-1.21%
FGSAX
MVCAX

Key characteristics

Sharpe Ratio

FGSAX:

2.02

MVCAX:

0.59

Sortino Ratio

FGSAX:

2.60

MVCAX:

0.81

Omega Ratio

FGSAX:

1.37

MVCAX:

1.13

Calmar Ratio

FGSAX:

1.19

MVCAX:

0.57

Martin Ratio

FGSAX:

8.74

MVCAX:

1.81

Ulcer Index

FGSAX:

3.92%

MVCAX:

5.21%

Daily Std Dev

FGSAX:

16.97%

MVCAX:

16.02%

Max Drawdown

FGSAX:

-68.55%

MVCAX:

-58.56%

Current Drawdown

FGSAX:

-6.15%

MVCAX:

-12.34%

Returns By Period

In the year-to-date period, FGSAX achieves a 6.43% return, which is significantly higher than MVCAX's 3.68% return. Over the past 10 years, FGSAX has underperformed MVCAX with an annualized return of 3.63%, while MVCAX has yielded a comparatively higher 5.87% annualized return.


FGSAX

YTD

6.43%

1M

4.10%

6M

24.95%

1Y

32.86%

5Y*

8.46%

10Y*

3.63%

MVCAX

YTD

3.68%

1M

3.48%

6M

-1.21%

1Y

8.88%

5Y*

6.30%

10Y*

5.87%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGSAX vs. MVCAX - Expense Ratio Comparison

FGSAX has a 1.15% expense ratio, which is higher than MVCAX's 1.02% expense ratio.


FGSAX
Federated Hermes MDT Mid Cap Growth Fund
Expense ratio chart for FGSAX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
Expense ratio chart for MVCAX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%

Risk-Adjusted Performance

FGSAX vs. MVCAX — Risk-Adjusted Performance Rank

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

FGSAX
The Risk-Adjusted Performance Rank of FGSAX is 8181
Overall Rank
The Sharpe Ratio Rank of FGSAX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FGSAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FGSAX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FGSAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FGSAX is 8080
Martin Ratio Rank

MVCAX
The Risk-Adjusted Performance Rank of MVCAX is 2525
Overall Rank
The Sharpe Ratio Rank of MVCAX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of MVCAX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of MVCAX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MVCAX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of MVCAX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for FGSAX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.020.59
The chart of Sortino ratio for FGSAX, currently valued at 2.60, compared to the broader market0.005.0010.002.600.81
The chart of Omega ratio for FGSAX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.13
The chart of Calmar ratio for FGSAX, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.001.190.57
The chart of Martin ratio for FGSAX, currently valued at 8.74, compared to the broader market0.0020.0040.0060.0080.008.741.81
FGSAX
MVCAX

The current FGSAX Sharpe Ratio is 2.02, which is higher than the MVCAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FGSAX and MVCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.02
0.59
FGSAX
MVCAX

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 0.93%.


TTM20242023202220212020201920182017201620152014
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.00%0.15%
MVCAX
MFS Mid Cap Value Fund
0.93%0.96%1.28%1.40%0.92%0.80%0.91%0.96%0.42%1.12%0.31%7.08%

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 -58.56%. Use the drawdown chart below to compare losses from any high point for FGSAX and MVCAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.15%
-12.34%
FGSAX
MVCAX

Volatility

FGSAX vs. MVCAX - Volatility Comparison

Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a higher volatility of 4.75% compared to MFS Mid Cap Value Fund (MVCAX) at 3.63%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.75%
3.63%
FGSAX
MVCAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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