FGSKX vs. DFIV

Last updated Apr 1, 2026

Compare and contrast key facts about Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) and Dimensional International Value ETF (DFIV).

FGSKX is an actively managed fund by Federated Hermes. It was launched on Dec 12, 2006. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.

Performance

FGSKX vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

FGSKX vs. DFIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6	-9.48%	10.90%	33.36%	27.45%	-24.38%	1.59%
DFIV Dimensional International Value ETF	5.98%	45.36%	7.26%	17.75%	-3.70%	0.08%

Returns By Period

In the year-to-date period, FGSKX achieves a -9.48% return, which is significantly lower than DFIV's 5.98% return.

FGSKX

• 1D: -0.81%
• 1M: -9.32%
• YTD: -9.48%
• 6M: -11.69%
• 1Y: 8.47%
• 3Y*: 15.86%
• 5Y*: 9.58%
• 10Y*: 13.79%

DFIV

• 1D: 2.74%
• 1M: -5.65%
• YTD: 5.98%
• 6M: 15.53%
• 1Y: 38.38%
• 3Y*: 22.24%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FGSKX vs. DFIV - Expense Ratio Comparison

FGSKX has a 0.84% expense ratio, which is higher than DFIV's 0.27% expense ratio.

FGSKX

Federated Hermes MDT Mid Cap Growth Fund Class R6

DFIV

Dimensional International Value ETF

Return for Risk

FGSKX vs. DFIV — Risk / Return Rank

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

FGSKX

FGSKX Risk / Return Rank: 12
FGSKX Sharpe Ratio Rank: 11
FGSKX Sortino Ratio Rank: 11
FGSKX Omega Ratio Rank: 12
FGSKX Calmar Ratio Rank: 14
FGSKX Martin Ratio Rank: 13

DFIV

DFIV Risk / Return Rank: 94
DFIV Sharpe Ratio Rank: 94
DFIV Sortino Ratio Rank: 95
DFIV Omega Ratio Rank: 95
DFIV Calmar Ratio Rank: 91
DFIV Martin Ratio Rank: 94

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.

FGSKX vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) and Dimensional International Value ETF (DFIV). 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.

	FGSKX	DFIV	Difference
Sharpe ratio Return per unit of total volatility	0.28	2.25	-1.97
Sortino ratio Return per unit of downside risk	0.56	2.94	-2.38
Omega ratio Gain probability vs. loss probability	1.08	1.46	-0.38
Calmar ratio Return relative to maximum drawdown	0.42	3.08	-2.66
Martin ratio Return relative to average drawdown	1.30	13.72	-12.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGSKX vs. DFIV - Sharpe Ratio Comparison

The current FGSKX Sharpe Ratio is 0.28, which is lower than the DFIV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FGSKX and DFIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FGSKX	DFIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	2.25	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.89	-0.48

Correlation

The correlation between FGSKX and DFIV is 0.49, 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

FGSKX vs. DFIV - Dividend Comparison

FGSKX's dividend yield for the trailing twelve months is around 5.93%, more than DFIV's 2.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6	5.93%	5.37%	4.70%	0.00%	2.52%	28.15%	7.60%	8.72%	15.47%	14.82%	0.89%	26.74%
DFIV Dimensional International Value ETF	2.69%	2.92%	3.88%	3.93%	3.84%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FGSKX vs. DFIV - Drawdown Comparison

The maximum FGSKX drawdown since its inception was -55.05%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for FGSKX and DFIV.

Drawdown Indicators

	FGSKX	DFIV	Difference
Max Drawdown Largest peak-to-trough decline	-55.05%	-25.42%	-29.63%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-12.12%	-1.89%
Max Drawdown (5Y) Largest decline over 5 years	-35.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.16%	—	—
Current Drawdown Current decline from peak	-14.01%	-5.95%	-8.06%
Average Drawdown Average peak-to-trough decline	-10.90%	-4.58%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	2.72%	+1.78%

Volatility

FGSKX vs. DFIV - Volatility Comparison

The current volatility for Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) is 5.42%, while Dimensional International Value ETF (DFIV) has a volatility of 6.81%. This indicates that FGSKX experiences smaller price fluctuations and is considered to be less risky than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGSKX	DFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	6.81%	-1.39%
Volatility (6M) Calculated over the trailing 6-month period	14.12%	10.46%	+3.66%
Volatility (1Y) Calculated over the trailing 1-year period	20.55%	17.16%	+3.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.41%	16.71%	+5.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.35%	16.71%	+5.64%