FGSKX vs. KAUFX
FGSKX (Federated Hermes MDT Mid Cap Growth Fund Class R6) and KAUFX (Federated Hermes Kaufmann Fd) are both Mid Cap Growth Equities funds from Federated. Over the past 10 years, FGSKX returned 14.83%/yr vs 11.37%/yr for KAUFX. Their correlation of 0.90 means they have usually moved in the same direction. FGSKX charges 0.84%/yr vs 1.96%/yr for KAUFX.
Performance
FGSKX vs. KAUFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FGSKX achieves a -0.65% return, which is significantly lower than KAUFX's 8.01% return. Over the past 10 years, FGSKX has outperformed KAUFX with an annualized return of 14.83%, while KAUFX has yielded a comparatively lower 11.37% annualized 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%
KAUFX
- 1D
- 3.23%
- 1M
- -3.65%
- 6M
- 8.39%
- YTD
- 8.01%
- 1Y
- 9.50%
- 3Y*
- 17.44%
- 5Y*
- 4.44%
- 10Y*
- 11.37%
- ALL TIME*
- 11.67%
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 |
FGSKX vs. KAUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6 | -0.65% | 10.90% | 33.36% | 27.45% | -24.38% | 22.74% | 35.92% | 28.35% | -3.00% | 24.68% |
KAUFX Federated Hermes Kaufmann Fd | 8.01% | 12.18% | 29.84% | 14.88% | -30.30% | 2.46% | 28.54% | 32.56% | 4.03% | 27.65% |
Correlation
The correlation between FGSKX and KAUFX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2006 | 0.90 |
The correlation between FGSKX and KAUFX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FGSKX vs. KAUFX — Risk / Return Rank
FGSKX
KAUFX
FGSKX vs. KAUFX - 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 Kaufmann Fd (KAUFX). 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 | KAUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.11 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.63 | -0.70 |
| Martin ratioReturn relative to average drawdown | -0.18 | 2.29 | -2.47 |
Loading charts...
Drawdowns
FGSKX vs. KAUFX - Drawdown Comparison
The maximum FGSKX drawdown since its inception was -55.05%, roughly equal to the maximum KAUFX drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for FGSKX and KAUFX.
Loading charts...
Drawdown Indicators
| FGSKX | KAUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.05% | -54.66% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -14.83% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.47% | -22.58% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -35.68% | -40.76% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -40.76% | +3.60% |
Current DrawdownCurrent decline from peak | -5.62% | -5.89% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -11.16% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 4.08% | +1.45% |
Volatility
FGSKX vs. KAUFX - Volatility Comparison
The current volatility for Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) is 4.98%, while Federated Hermes Kaufmann Fd (KAUFX) has a volatility of 6.52%. This indicates that FGSKX experiences smaller price fluctuations and is considered to be less risky than KAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FGSKX | KAUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 6.52% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 16.09% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 18.93% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 21.28% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 20.92% | +1.42% |
FGSKX vs. KAUFX - Expense Ratio Comparison
FGSKX has a 0.84% expense ratio, which is lower than KAUFX's 1.96% expense ratio.
Dividends
FGSKX vs. KAUFX - Dividend Comparison
FGSKX's dividend yield for the trailing twelve months is around 5.40%, less than KAUFX's 9.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KAUFX Federated Hermes Kaufmann Fd | 9.97% | 10.76% | 22.39% | 1.89% | 0.00% | 9.77% | 6.94% | 11.75% | 15.74% | 11.76% | 10.48% | 16.34% |
Frequently Asked Questions
FGSKX and KAUFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KAUFX has higher volatility (6.52%) compared to FGSKX (4.98%). In terms of maximum drawdown, FGSKX dropped -55.05% vs KAUFX's -54.66%.
KAUFX currently has the higher Sharpe Ratio (0.49 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.
Find the right allocation for FGSKX and KAUFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer