FGSKX vs. MGOYX
FGSKX (Federated Hermes MDT Mid Cap Growth Fund Class R6) and MGOYX (Victory Munder Mid-Cap Core Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, FGSKX returned 14.83%/yr vs 11.03%/yr for MGOYX. Their correlation of 0.89 means they have usually moved in the same direction. FGSKX charges 0.84%/yr vs 0.98%/yr for MGOYX.
Performance
FGSKX vs. MGOYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FGSKX achieves a -0.65% return, which is significantly lower than MGOYX's 21.50% return. Over the past 10 years, FGSKX has outperformed MGOYX with an annualized return of 14.83%, while MGOYX has yielded a comparatively lower 11.03% 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%
MGOYX
- 1D
- 1.82%
- 1M
- 0.83%
- 6M
- 16.08%
- YTD
- 21.50%
- 1Y
- 27.05%
- 3Y*
- 16.01%
- 5Y*
- 7.75%
- 10Y*
- 11.03%
- ALL TIME*
- 10.40%
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. MGOYX - 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% |
MGOYX Victory Munder Mid-Cap Core Growth Fund | 21.50% | 12.03% | 10.93% | 14.82% | -21.31% | 25.97% | 20.61% | 26.22% | -14.19% | 24.55% |
Correlation
The correlation between FGSKX and MGOYX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2006 | 0.89 |
Over the past year, the correlation between FGSKX and MGOYX has dropped to 0.25 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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. MGOYX — Risk / Return Rank
FGSKX
MGOYX
FGSKX vs. MGOYX - 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 Victory Munder Mid-Cap Core Growth Fund (MGOYX). 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 | MGOYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.29 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.14 | -3.21 |
| Martin ratioReturn relative to average drawdown | -0.18 | 11.71 | -11.89 |
Loading charts...
Drawdowns
FGSKX vs. MGOYX - Drawdown Comparison
The maximum FGSKX drawdown since its inception was -55.05%, roughly equal to the maximum MGOYX drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for FGSKX and MGOYX.
Loading charts...
Drawdown Indicators
| FGSKX | MGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.05% | -57.23% | +2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -7.81% | -6.20% |
Max Drawdown (3Y)Largest decline over 3 years | -24.47% | -26.05% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -35.68% | -40.49% | +4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -40.49% | +3.33% |
Current DrawdownCurrent decline from peak | -5.62% | -1.09% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -10.91% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 2.10% | +3.43% |
Volatility
FGSKX vs. MGOYX - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) has a higher volatility of 4.98% compared to Victory Munder Mid-Cap Core Growth Fund (MGOYX) at 3.74%. This indicates that FGSKX's price experiences larger fluctuations and is considered to be riskier than MGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FGSKX | MGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.74% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 12.02% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 14.91% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 25.11% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 23.23% | -0.89% |
FGSKX vs. MGOYX - Expense Ratio Comparison
FGSKX has a 0.84% expense ratio, which is lower than MGOYX's 0.98% expense ratio.
Dividends
FGSKX vs. MGOYX - Dividend Comparison
FGSKX's dividend yield for the trailing twelve months is around 5.40%, less than MGOYX's 12.65% 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% |
MGOYX Victory Munder Mid-Cap Core Growth Fund | 12.65% | 15.37% | 15.72% | 4.54% | 12.23% | 25.13% | 18.63% | 60.72% | 49.01% | 19.34% | 12.76% | 10.52% |
Frequently Asked Questions
FGSKX and MGOYX have a correlation of 0.25, 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 MGOYX (3.74%). In terms of maximum drawdown, FGSKX dropped -55.05% vs MGOYX's -57.23%.
MGOYX currently has the higher Sharpe Ratio (1.65 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 MGOYX
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