FHESX vs. PRDMX
Compare and contrast key facts about Federated Hermes SDG Engagement Equity Fund (FHESX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX).
FHESX is managed by Federated. It was launched on Nov 5, 2018. PRDMX is managed by T. Rowe Price. It was launched on Dec 31, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FHESX or PRDMX.
Performance
FHESX vs. PRDMX - Performance Comparison
Returns By Period
In the year-to-date period, FHESX achieves a 6.11% return, which is significantly lower than PRDMX's 31.52% return.
FHESX
6.11%
1.12%
2.34%
16.31%
6.28%
N/A
PRDMX
31.52%
11.87%
20.93%
32.35%
7.72%
8.11%
Key characteristics
| FHESX | PRDMX | |
|---|---|---|
| Sharpe Ratio | 1.16 | 1.92 |
| Sortino Ratio | 1.71 | 2.46 |
| Omega Ratio | 1.20 | 1.35 |
| Calmar Ratio | 1.33 | 1.07 |
| Martin Ratio | 4.83 | 9.38 |
| Ulcer Index | 3.38% | 3.45% |
| Daily Std Dev | 14.04% | 16.88% |
| Max Drawdown | -40.76% | -59.84% |
| Current Drawdown | -3.09% | -5.12% |
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FHESX vs. PRDMX - Expense Ratio Comparison
FHESX has a 0.94% expense ratio, which is higher than PRDMX's 0.79% expense ratio.
Correlation
The correlation between FHESX and PRDMX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FHESX vs. PRDMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes SDG Engagement Equity Fund (FHESX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). 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.
Dividends
FHESX vs. PRDMX - Dividend Comparison
FHESX's dividend yield for the trailing twelve months is around 0.89%, while PRDMX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHESX Federated Hermes SDG Engagement Equity Fund | 0.89% | 0.95% | 0.37% | 0.71% | 0.88% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.14% | 0.33% | 3.16% | 0.20% | 0.04% | 0.00% | 0.07% |
Drawdowns
FHESX vs. PRDMX - Drawdown Comparison
The maximum FHESX drawdown since its inception was -40.76%, smaller than the maximum PRDMX drawdown of -59.84%. Use the drawdown chart below to compare losses from any high point for FHESX and PRDMX. For additional features, visit the drawdowns tool.
Volatility
FHESX vs. PRDMX - Volatility Comparison
The current volatility for Federated Hermes SDG Engagement Equity Fund (FHESX) is 3.38%, while T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a volatility of 5.72%. This indicates that FHESX experiences smaller price fluctuations and is considered to be less risky than PRDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.