FGSAX vs. VLIFX

In the year-to-date period, FGSAX achieves a 30.98% return, which is significantly higher than VLIFX's 8.03% return. Over the past 10 years, FGSAX has underperformed VLIFX with an annualized return of 3.08%, while VLIFX has yielded a comparatively higher 9.05% annualized return.

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FGSAX has a 1.15% expense ratio, which is higher than VLIFX's 1.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and Value Line Mid Cap Focused Fund (VLIFX). 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.

The current FGSAX Sharpe Ratio is 1.99, which is higher than the VLIFX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FGSAX and VLIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FGSAX nor VLIFX has paid dividends to shareholders.

The maximum FGSAX drawdown since its inception was -68.55%, smaller than the maximum VLIFX drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for FGSAX and VLIFX. For additional features, visit the drawdowns tool.

Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a higher volatility of 8.28% compared to Value Line Mid Cap Focused Fund (VLIFX) at 4.93%. This indicates that FGSAX's price experiences larger fluctuations and is considered to be riskier than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.