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

Correlation

The correlation between FGSAX and PIPAX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FGSAX vs. PIPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
128.97%
372.10%
FGSAX
PIPAX

Key characteristics

Sharpe Ratio

FGSAX:

1.99

PIPAX:

1.19

Sortino Ratio

FGSAX:

2.56

PIPAX:

1.54

Omega Ratio

FGSAX:

1.37

PIPAX:

1.23

Calmar Ratio

FGSAX:

1.04

PIPAX:

1.23

Martin Ratio

FGSAX:

11.65

PIPAX:

5.95

Ulcer Index

FGSAX:

2.87%

PIPAX:

2.29%

Daily Std Dev

FGSAX:

16.80%

PIPAX:

11.50%

Max Drawdown

FGSAX:

-68.55%

PIPAX:

-58.00%

Current Drawdown

FGSAX:

-9.61%

PIPAX:

-2.90%

Returns By Period

In the year-to-date period, FGSAX achieves a 30.98% return, which is significantly higher than PIPAX's 13.17% return. Over the past 10 years, FGSAX has underperformed PIPAX with an annualized return of 3.08%, while PIPAX has yielded a comparatively higher 6.77% annualized return.


FGSAX

YTD

30.98%

1M

-4.32%

6M

17.77%

1Y

31.47%

5Y*

8.27%

10Y*

3.08%

PIPAX

YTD

13.17%

1M

1.05%

6M

1.23%

1Y

14.38%

5Y*

7.55%

10Y*

6.77%

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. PIPAX - Expense Ratio Comparison

Both FGSAX and PIPAX have an expense ratio of 1.15%.


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 PIPAX: 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%

Risk-Adjusted Performance

FGSAX vs. PIPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). 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-1.000.001.002.003.004.001.991.19
The chart of Sortino ratio for FGSAX, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.561.54
The chart of Omega ratio for FGSAX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.23
The chart of Calmar ratio for FGSAX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.0014.001.041.23
The chart of Martin ratio for FGSAX, currently valued at 11.65, compared to the broader market0.0020.0040.0060.0011.655.95
FGSAX
PIPAX

The current FGSAX Sharpe Ratio is 1.99, which is higher than the PIPAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FGSAX and PIPAX, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.99
1.19
FGSAX
PIPAX

Dividends

FGSAX vs. PIPAX - Dividend Comparison

FGSAX has not paid dividends to shareholders, while PIPAX's dividend yield for the trailing twelve months is around 13.69%.


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%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
13.69%9.88%5.75%7.60%1.44%9.01%1.46%7.39%0.79%8.15%12.09%5.75%

Drawdowns

FGSAX vs. PIPAX - Drawdown Comparison

The maximum FGSAX drawdown since its inception was -68.55%, which is greater than PIPAX's maximum drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for FGSAX and PIPAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.61%
-2.90%
FGSAX
PIPAX

Volatility

FGSAX vs. PIPAX - Volatility Comparison

Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a higher volatility of 8.28% compared to PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) at 3.07%. This indicates that FGSAX's price experiences larger fluctuations and is considered to be riskier than PIPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.28%
3.07%
FGSAX
PIPAX
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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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