FGSAX vs. PIPAX
Compare and contrast key facts about Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX).
FGSAX is managed by Federated. It was launched on Aug 23, 1984. PIPAX is managed by PIMCO. It was launched on Oct 31, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGSAX or PIPAX.
Key characteristics
| FGSAX | PIPAX | |
|---|---|---|
| YTD Return | 37.53% | 12.44% |
| 1Y Return | 51.25% | 19.05% |
| 3Y Return (Ann) | -1.06% | 5.32% |
| 5Y Return (Ann) | 8.20% | 7.48% |
| 10Y Return (Ann) | 2.47% | 6.81% |
| Sharpe Ratio | 3.65 | 1.76 |
| Sortino Ratio | 4.81 | 2.23 |
| Omega Ratio | 1.66 | 1.35 |
| Calmar Ratio | 1.53 | 1.80 |
| Martin Ratio | 24.04 | 9.15 |
| Ulcer Index | 2.32% | 2.19% |
| Daily Std Dev | 15.30% | 11.39% |
| Max Drawdown | -68.55% | -58.00% |
| Current Drawdown | -3.91% | -3.29% |
Correlation
The correlation between FGSAX and PIPAX is 0.62, 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.
Performance
FGSAX vs. PIPAX - Performance Comparison
In the year-to-date period, FGSAX achieves a 37.53% return, which is significantly higher than PIPAX's 12.44% return. Over the past 10 years, FGSAX has underperformed PIPAX with an annualized return of 2.47%, while PIPAX has yielded a comparatively higher 6.81% 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. PIPAX - Expense Ratio Comparison
Both FGSAX and PIPAX have an expense ratio of 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.
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 13.78%.
| 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% |
PIPAX PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A | 13.78% | 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.
Volatility
FGSAX vs. PIPAX - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a higher volatility of 5.26% compared to PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) at 2.60%. 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.