FGSKX vs. SVAAX
FGSKX (Federated Hermes MDT Mid Cap Growth Fund Class R6) and SVAAX (Federated Hermes Strategic Value Dividend Fund Class A) are both mutual funds - FGSKX is a Mid Cap Growth Equities fund actively managed by Federated, while SVAAX is a Dividend fund actively managed by Federated. Both are actively managed. Over the past 10 years, FGSKX returned 14.83%/yr vs 8.12%/yr for SVAAX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. FGSKX charges 0.84%/yr vs 1.06%/yr for SVAAX.
Performance
FGSKX vs. SVAAX - 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 SVAAX's 15.31% return. Over the past 10 years, FGSKX has outperformed SVAAX with an annualized return of 14.83%, while SVAAX has yielded a comparatively lower 8.12% 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%
SVAAX
- 1D
- -1.50%
- 1M
- 2.45%
- 6M
- 9.65%
- YTD
- 15.31%
- 1Y
- 24.12%
- 3Y*
- 15.87%
- 5Y*
- 11.50%
- 10Y*
- 8.12%
- ALL TIME*
- 7.75%
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. SVAAX - 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% |
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 15.31% | 14.42% | 16.29% | -2.07% | 8.07% | 21.36% | -8.15% | 19.42% | -8.44% | 14.69% |
Correlation
The correlation between FGSKX and SVAAX is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2006 | 0.58 |
The correlation between FGSKX and SVAAX shifts across timeframes, from -0.04 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FGSKX vs. SVAAX — Risk / Return Rank
FGSKX
SVAAX
FGSKX vs. SVAAX - 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 Strategic Value Dividend Fund Class A (SVAAX). 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 | SVAAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 5.91 | -5.99 |
| Martin ratioReturn relative to average drawdown | -0.18 | 15.70 | -15.89 |
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Drawdowns
FGSKX vs. SVAAX - Drawdown Comparison
The maximum FGSKX drawdown since its inception was -55.05%, which is greater than SVAAX's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for FGSKX and SVAAX.
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Drawdown Indicators
| FGSKX | SVAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.05% | -51.16% | -3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -4.71% | -9.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.47% | -12.84% | -11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -35.68% | -16.17% | -19.51% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -36.47% | -0.69% |
Current DrawdownCurrent decline from peak | -5.62% | -1.50% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -8.15% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 1.69% | +3.84% |
Volatility
FGSKX vs. SVAAX - Volatility Comparison
Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) has a higher volatility of 4.98% compared to Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) at 4.57%. This indicates that FGSKX's price experiences larger fluctuations and is considered to be riskier than SVAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSKX | SVAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.57% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 8.70% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 11.31% | +6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 13.80% | +8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 15.44% | +6.90% |
FGSKX vs. SVAAX - Expense Ratio Comparison
FGSKX has a 0.84% expense ratio, which is lower than SVAAX's 1.06% expense ratio.
Dividends
FGSKX vs. SVAAX - Dividend Comparison
FGSKX's dividend yield for the trailing twelve months is around 5.40%, less than SVAAX's 5.62% 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% |
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 5.62% | 5.80% | 7.38% | 4.10% | 9.49% | 3.50% | 4.06% | 8.55% | 8.39% | 10.16% | 5.00% | 8.45% |
Frequently Asked Questions
FGSKX and SVAAX have a correlation of -0.04, 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 SVAAX (4.57%). In terms of maximum drawdown, FGSKX dropped -55.05% vs SVAAX's -51.16%.
SVAAX currently has the higher Sharpe Ratio (2.47 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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