FGSIX vs. VSNGX
Compare and contrast key facts about Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and JPMorgan Mid Cap Equity Fund (VSNGX).
FGSIX is an actively managed fund by Federated. It was launched on Aug 23, 1984. VSNGX is managed by JPMorgan. It was launched on Dec 31, 1996.
Performance
FGSIX vs. VSNGX - Performance Comparison
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FGSIX vs. VSNGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -3.00% | 24.70% |
VSNGX JPMorgan Mid Cap Equity Fund | -2.61% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -8.20% | 21.35% |
Returns By Period
In the year-to-date period, FGSIX achieves a -9.48% return, which is significantly lower than VSNGX's -2.61% return. Over the past 10 years, FGSIX has outperformed VSNGX with an annualized return of 13.82%, while VSNGX has yielded a comparatively lower 10.74% annualized return.
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%
VSNGX
- 1D
- -0.50%
- 1M
- -7.87%
- YTD
- -2.61%
- 6M
- -2.89%
- 1Y
- 8.16%
- 3Y*
- 11.30%
- 5Y*
- 5.82%
- 10Y*
- 10.74%
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FGSIX vs. VSNGX - Expense Ratio Comparison
FGSIX has a 0.85% expense ratio, which is lower than VSNGX's 0.89% expense ratio.
Return for Risk
FGSIX vs. VSNGX — Risk / Return Rank
FGSIX
VSNGX
FGSIX vs. VSNGX - 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 JPMorgan Mid Cap Equity Fund (VSNGX). 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.
| FGSIX | VSNGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.49 | -0.20 |
Sortino ratioReturn per unit of downside risk | 0.56 | 0.82 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.56 | -0.23 |
Martin ratioReturn relative to average drawdown | 0.99 | 2.49 | -1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGSIX | VSNGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.49 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.34 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.55 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.52 | +0.11 |
Correlation
The correlation between FGSIX and VSNGX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FGSIX vs. VSNGX - Dividend Comparison
FGSIX's dividend yield for the trailing twelve months is around 5.04%, less than VSNGX's 6.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSNGX JPMorgan Mid Cap Equity Fund | 6.32% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
Drawdowns
FGSIX vs. VSNGX - Drawdown Comparison
The maximum FGSIX drawdown since its inception was -37.16%, smaller than the maximum VSNGX drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for FGSIX and VSNGX.
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Drawdown Indicators
| FGSIX | VSNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -54.50% | +17.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -12.36% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.67% | -25.08% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -38.33% | +1.17% |
Current DrawdownCurrent decline from peak | -13.36% | -8.24% | -5.12% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -7.47% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 2.76% | +1.58% |
Volatility
FGSIX vs. VSNGX - Volatility Comparison
Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) has a higher volatility of 5.43% compared to JPMorgan Mid Cap Equity Fund (VSNGX) at 4.42%. This indicates that FGSIX's price experiences larger fluctuations and is considered to be riskier than VSNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSIX | VSNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.42% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 9.18% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 17.58% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 17.41% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 19.57% | +2.70% |