FGSIX vs. VSEQX
FGSIX (Federated MDT Mid Cap Growth Fund Institutional Shares) and VSEQX (Vanguard Strategic Equity Fund) are both mutual funds - FGSIX is a Mid Cap Growth Equities fund actively managed by Federated, while VSEQX is a Mid Cap Blend Equities fund tracking the Spliced Small and Mid Cap Index. FGSIX is actively managed, while VSEQX is passively managed. Over the past 10 years, FGSIX returned 14.83%/yr vs 12.94%/yr for VSEQX. Their correlation of 0.84 means they have usually moved in the same direction. FGSIX charges 0.85%/yr vs 0.17%/yr for VSEQX.
Performance
FGSIX vs. VSEQX - Performance Comparison
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Returns By Period
In the year-to-date period, FGSIX achieves a -0.65% return, which is significantly lower than VSEQX's 19.38% return. Over the past 10 years, FGSIX has outperformed VSEQX with an annualized return of 14.83%, while VSEQX has yielded a comparatively lower 12.94% annualized return.
FGSIX
- 1D
- 2.56%
- 1M
- -1.52%
- 6M
- 0.26%
- YTD
- -0.65%
- 1Y
- -1.62%
- 3Y*
- 15.84%
- 5Y*
- 8.19%
- 10Y*
- 14.83%
- ALL TIME*
- 13.50%
VSEQX
- 1D
- 0.83%
- 1M
- -0.20%
- 6M
- 15.59%
- YTD
- 19.38%
- 1Y
- 33.97%
- 3Y*
- 18.83%
- 5Y*
- 12.49%
- 10Y*
- 12.94%
- ALL TIME*
- 10.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FGSIX vs. VSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | -0.65% | 10.87% | 33.37% | 27.44% | -24.39% | 22.77% | 35.86% | 28.34% | -3.00% | 24.70% |
VSEQX Vanguard Strategic Equity Fund | 19.38% | 15.32% | 16.67% | 19.31% | -11.90% | 30.83% | 10.26% | 26.76% | -11.86% | 12.36% |
Correlation
The correlation between FGSIX and VSEQX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2010 | 0.84 |
Over the past year, the correlation between FGSIX and VSEQX has dropped to 0.28 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
FGSIX vs. VSEQX — Risk / Return Rank
FGSIX
VSEQX
FGSIX vs. VSEQX - 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 Vanguard Strategic Equity Fund (VSEQX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FGSIX | VSEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.36 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 4.10 | -4.18 |
| Martin ratioReturn relative to average drawdown | -0.21 | 15.69 | -15.90 |
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Drawdowns
FGSIX vs. VSEQX - Drawdown Comparison
The maximum FGSIX drawdown since its inception was -37.16%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for FGSIX and VSEQX.
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Drawdown Indicators
| FGSIX | VSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -63.55% | +26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -7.60% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -24.73% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.67% | -24.73% | -10.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -44.08% | +6.92% |
Current DrawdownCurrent decline from peak | -4.91% | -1.04% | -3.87% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -9.02% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 1.98% | +3.05% |
Volatility
FGSIX vs. VSEQX - Volatility Comparison
Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) has a higher volatility of 4.97% compared to Vanguard Strategic Equity Fund (VSEQX) at 3.03%. This indicates that FGSIX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSIX | VSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 3.03% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 10.82% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 15.11% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 19.86% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.26% | 21.35% | +0.91% |
FGSIX vs. VSEQX - Expense Ratio Comparison
FGSIX has a 0.85% expense ratio, which is higher than VSEQX's 0.17% expense ratio.
Dividends
FGSIX vs. VSEQX - Dividend Comparison
FGSIX's dividend yield for the trailing twelve months is around 4.59%, less than VSEQX's 9.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | 4.59% | 4.56% | 4.02% | 0.00% | 2.17% | 24.31% | 6.77% | 7.83% | 14.02% | 13.59% | 1.11% | 24.86% |
VSEQX Vanguard Strategic Equity Fund | 9.35% | 11.16% | 11.36% | 6.11% | 11.77% | 21.36% | 1.77% | 2.92% | 10.34% | 7.05% | 3.13% | 12.28% |
Frequently Asked Questions
FGSIX and VSEQX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGSIX has higher volatility (4.97%) compared to VSEQX (3.03%). In terms of maximum drawdown, FGSIX dropped -37.16% vs VSEQX's -63.55%.
VSEQX currently has the higher Sharpe Ratio (2.06 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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