FGSKX vs. EMDIX
Compare and contrast key facts about Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) and Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX).
FGSKX is an actively managed fund by Federated Hermes. It was launched on Dec 12, 2006. EMDIX is a passively managed fund by Federated Hermes that tracks the performance of the J.P. Morgan Emerging Markets Bond Index Global Diversified. It was launched on Oct 2, 1996.
Performance
FGSKX vs. EMDIX - Performance Comparison
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FGSKX vs. EMDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6 | -9.48% | 10.90% | 33.36% | 27.45% | -24.38% | 22.74% | 35.92% | 28.35% | -3.00% | 24.68% |
EMDIX Federated Hermes Emerging Market Debt Fund Institutional Shares | -2.91% | 17.32% | 6.31% | 14.65% | -16.00% | -3.01% | 5.92% | 13.28% | -5.04% | 15.06% |
Returns By Period
In the year-to-date period, FGSKX achieves a -9.48% return, which is significantly lower than EMDIX's -2.91% return. Over the past 10 years, FGSKX has outperformed EMDIX with an annualized return of 13.79%, while EMDIX has yielded a comparatively lower 4.21% annualized 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%
EMDIX
- 1D
- -0.34%
- 1M
- -5.31%
- YTD
- -2.91%
- 6M
- 0.53%
- 1Y
- 11.22%
- 3Y*
- 10.88%
- 5Y*
- 3.31%
- 10Y*
- 4.21%
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FGSKX vs. EMDIX - Expense Ratio Comparison
FGSKX has a 0.84% expense ratio, which is lower than EMDIX's 0.94% expense ratio.
Return for Risk
FGSKX vs. EMDIX — Risk / Return Rank
FGSKX
EMDIX
FGSKX vs. EMDIX - 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 Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX). 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 | EMDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 2.05 | -1.76 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.59 | -2.03 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.46 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.81 | -1.40 |
Martin ratioReturn relative to average drawdown | 1.30 | 7.76 | -6.46 |
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
| FGSKX | EMDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.05 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.54 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.11 |
Correlation
The correlation between FGSKX and EMDIX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FGSKX vs. EMDIX - Dividend Comparison
FGSKX's dividend yield for the trailing twelve months is around 5.93%, more than EMDIX's 1.02% 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% |
EMDIX Federated Hermes Emerging Market Debt Fund Institutional Shares | 1.02% | 0.29% | 2.83% | 3.13% | 5.61% | 2.17% | 3.71% | 2.08% | 4.25% | 7.78% | 3.38% | 4.17% |
Drawdowns
FGSKX vs. EMDIX - Drawdown Comparison
The maximum FGSKX drawdown since its inception was -55.05%, which is greater than EMDIX's maximum drawdown of -27.01%. Use the drawdown chart below to compare losses from any high point for FGSKX and EMDIX.
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Drawdown Indicators
| FGSKX | EMDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.05% | -27.01% | -28.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -5.72% | -8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -35.68% | -27.01% | -8.67% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -27.01% | -10.15% |
Current DrawdownCurrent decline from peak | -14.01% | -5.72% | -8.29% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -5.72% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 1.34% | +3.16% |
Volatility
FGSKX vs. EMDIX - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) has a higher volatility of 5.42% compared to Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX) at 2.66%. This indicates that FGSKX's price experiences larger fluctuations and is considered to be riskier than EMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSKX | EMDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 2.66% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 3.70% | +10.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 6.04% | +14.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.41% | 6.22% | +16.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 6.61% | +15.74% |