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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.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
149.89%
697.28%
FGSAX
MVCAX

Key characteristics

Sharpe Ratio

FGSAX:

1.99

MVCAX:

0.30

Sortino Ratio

FGSAX:

2.56

MVCAX:

0.46

Omega Ratio

FGSAX:

1.37

MVCAX:

1.08

Calmar Ratio

FGSAX:

1.04

MVCAX:

0.28

Martin Ratio

FGSAX:

11.65

MVCAX:

1.42

Ulcer Index

FGSAX:

2.87%

MVCAX:

3.44%

Daily Std Dev

FGSAX:

16.80%

MVCAX:

16.37%

Max Drawdown

FGSAX:

-68.55%

MVCAX:

-59.10%

Current Drawdown

FGSAX:

-9.61%

MVCAX:

-16.10%

Returns By Period

In the year-to-date period, FGSAX achieves a 30.98% return, which is significantly higher than MVCAX's 2.92% return. Over the past 10 years, FGSAX has underperformed MVCAX with an annualized return of 3.08%, while MVCAX has yielded a comparatively higher 7.64% annualized return.


FGSAX

YTD

30.98%

1M

-4.32%

6M

17.77%

1Y

31.47%

5Y*

8.27%

10Y*

3.08%

MVCAX

YTD

2.92%

1M

-13.08%

6M

-3.34%

1Y

3.75%

5Y*

7.46%

10Y*

7.64%

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 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 1.99, compared to the broader market-1.000.001.002.003.004.001.990.30
The chart of Sortino ratio for FGSAX, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.560.46
The chart of Omega ratio for FGSAX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.08
The chart of Calmar ratio for FGSAX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.0014.001.040.28
The chart of Martin ratio for FGSAX, currently valued at 11.65, compared to the broader market0.0020.0040.0060.0011.651.42
FGSAX
MVCAX

The current FGSAX Sharpe Ratio is 1.99, which is higher than the MVCAX Sharpe Ratio of 0.30. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.99
0.30
FGSAX
MVCAX

Dividends

FGSAX vs. MVCAX - Dividend Comparison

Neither FGSAX nor MVCAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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
0.00%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.61%
-16.10%
FGSAX
MVCAX

Volatility

FGSAX vs. MVCAX - Volatility Comparison

The current volatility for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) is 8.28%, while MFS Mid Cap Value Fund (MVCAX) has a volatility of 11.50%. This indicates that FGSAX experiences smaller price fluctuations and is considered to be less risky 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.28%
11.50%
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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