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FGSIX vs. RIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGSIX vs. RIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and Royce International Premier Fund Institutional Class (RIPIX). The values are adjusted to include any dividend payments, if applicable.

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FGSIX vs. RIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGSIX
Federated MDT Mid Cap Growth Fund Institutional Shares
-9.48%10.87%33.37%27.44%-24.39%22.77%35.86%28.34%-10.30%
RIPIX
Royce International Premier Fund Institutional Class
-9.90%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%

Returns By Period

The year-to-date returns for both stocks are quite close, with FGSIX having a -9.48% return and RIPIX slightly lower at -9.90%.


FGSIX

1D
-0.80%
1M
-9.33%
YTD
-9.48%
6M
-11.71%
1Y
8.47%
3Y*
15.84%
5Y*
9.58%
10Y*
13.82%

RIPIX

1D
-0.44%
1M
-10.68%
YTD
-9.90%
6M
-12.89%
1Y
-0.99%
3Y*
-2.49%
5Y*
-4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGSIX vs. RIPIX - Expense Ratio Comparison

FGSIX has a 0.85% expense ratio, which is lower than RIPIX's 1.04% expense ratio.


Return for Risk

FGSIX vs. RIPIX — Risk / Return Rank

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

FGSIX
FGSIX Risk / Return Rank: 1212
Overall Rank
FGSIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FGSIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FGSIX Omega Ratio Rank: 1313
Omega Ratio Rank
FGSIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FGSIX Martin Ratio Rank: 1212
Martin Ratio Rank

RIPIX
RIPIX Risk / Return Rank: 44
Overall Rank
RIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 33
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGSIX vs. RIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and Royce International Premier Fund Institutional Class (RIPIX). 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.


FGSIXRIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.14

+0.42

Sortino ratio

Return per unit of downside risk

0.56

-0.09

+0.65

Omega ratio

Gain probability vs. loss probability

1.08

0.99

+0.09

Calmar ratio

Return relative to maximum drawdown

0.32

-0.19

+0.51

Martin ratio

Return relative to average drawdown

0.99

-0.51

+1.50

FGSIX vs. RIPIX - Sharpe Ratio Comparison

The current FGSIX Sharpe Ratio is 0.29, which is higher than the RIPIX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FGSIX and RIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGSIXRIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.14

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.30

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.04

+0.58

Correlation

The correlation between FGSIX and RIPIX is 0.58, 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.


Dividends

FGSIX vs. RIPIX - Dividend Comparison

FGSIX's dividend yield for the trailing twelve months is around 5.04%, more than RIPIX's 1.62% yield.


TTM20252024202320222021202020192018201720162015
FGSIX
Federated MDT Mid Cap Growth Fund Institutional Shares
5.04%4.56%4.02%0.00%2.17%24.31%6.77%7.83%14.02%13.59%1.11%24.86%
RIPIX
Royce International Premier Fund Institutional Class
1.62%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%0.00%0.00%

Drawdowns

FGSIX vs. RIPIX - Drawdown Comparison

The maximum FGSIX drawdown since its inception was -37.16%, smaller than the maximum RIPIX drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FGSIX and RIPIX.


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Drawdown Indicators


FGSIXRIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-41.89%

+4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-16.38%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-35.67%

-41.89%

+6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-37.16%

Current Drawdown

Current decline from peak

-13.36%

-33.58%

+20.22%

Average Drawdown

Average peak-to-trough decline

-7.08%

-17.83%

+10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

6.03%

-1.69%

Volatility

FGSIX vs. RIPIX - Volatility Comparison

Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and Royce International Premier Fund Institutional Class (RIPIX) have volatilities of 5.43% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGSIXRIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

5.45%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

9.22%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.29%

13.61%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

15.26%

+7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.27%

16.14%

+6.13%