FGSKX vs. DFIV
FGSKX (Federated Hermes MDT Mid Cap Growth Fund Class R6) and DFIV (Dimensional International Value ETF) are both funds - FGSKX is a Mid Cap Growth Equities fund actively managed by Federated, while DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, FGSKX returned 15.86%/yr vs 23.26%/yr for DFIV. Their 0.49 correlation means their historical movements had little consistent relationship. FGSKX charges 0.84%/yr vs 0.27%/yr for DFIV.
Performance
FGSKX vs. DFIV - Performance Comparison
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Returns By Period
In the year-to-date period, FGSKX achieves a -0.65% return, which is significantly lower than DFIV's 16.68% return.
FGSKX
- 1D
- 2.57%
- 1M
- -1.51%
- 6M
- 0.27%
- YTD
- -0.65%
- 1Y
- -1.59%
- 3Y*
- 15.86%
- 5Y*
- 8.20%
- 10Y*
- 14.83%
- ALL TIME*
- 9.81%
DFIV
- 1D
- -0.47%
- 1M
- 4.37%
- 6M
- 10.06%
- YTD
- 16.68%
- 1Y
- 37.44%
- 3Y*
- 23.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.53M | $67.72M | $67.89M | |
| $0.00 | $0.00 | $0.00 |
FGSKX vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6 | -0.65% | 10.90% | 33.36% | 27.45% | -24.38% | 0.71% |
DFIV Dimensional International Value ETF | 16.68% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
Correlation
The correlation between FGSKX and DFIV is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.49 |
Over the past year, the correlation between FGSKX and DFIV has dropped to 0.17 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
FGSKX vs. DFIV — Risk / Return Rank
FGSKX
DFIV
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.
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.
| FGSKX | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.48 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.86 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.18 | 14.96 | -15.15 |
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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.
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Drawdown Indicators
| FGSKX | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.05% | -25.42% | -29.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -9.66% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -24.47% | -14.72% | -9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -35.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | — | — |
Current DrawdownCurrent decline from peak | -5.62% | -0.47% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -4.37% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 2.49% | +3.04% |
Volatility
FGSKX vs. DFIV - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) has a higher volatility of 4.98% compared to Dimensional International Value ETF (DFIV) at 3.89%. This indicates that FGSKX's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSKX | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.89% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 11.59% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 13.91% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 16.55% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 16.55% | +5.79% |
FGSKX vs. DFIV - Expense Ratio Comparison
FGSKX has a 0.84% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Dividends
FGSKX vs. DFIV - Dividend Comparison
FGSKX's dividend yield for the trailing twelve months is around 5.40%, more than DFIV's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.58% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6 | 5.40% | 5.37% | 4.70% | 0.00% | 2.52% | 28.15% | 7.60% | 8.72% | 15.47% | 14.82% | 0.89% | 26.74% |
Frequently Asked Questions
FGSKX and DFIV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGSKX has higher volatility (4.98%) compared to DFIV (3.89%). In terms of maximum drawdown, FGSKX dropped -55.05% vs DFIV's -25.42%.
DFIV currently has the higher Sharpe Ratio (2.69 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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