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FHESX vs. PRDMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

FHESX vs. PRDMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes SDG Engagement Equity Fund (FHESX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-1.88%
8.17%
FHESX
PRDMX

Key characteristics

Sharpe Ratio

FHESX:

0.03

PRDMX:

1.02

Sortino Ratio

FHESX:

0.14

PRDMX:

1.38

Omega Ratio

FHESX:

1.02

PRDMX:

1.20

Calmar Ratio

FHESX:

0.05

PRDMX:

0.59

Martin Ratio

FHESX:

0.12

PRDMX:

5.25

Ulcer Index

FHESX:

3.59%

PRDMX:

3.40%

Daily Std Dev

FHESX:

14.26%

PRDMX:

17.60%

Max Drawdown

FHESX:

-40.76%

PRDMX:

-59.84%

Current Drawdown

FHESX:

-8.67%

PRDMX:

-15.66%

Returns By Period


FHESX

YTD

0.00%

1M

-5.76%

6M

-1.88%

1Y

0.15%

5Y*

4.34%

10Y*

N/A

PRDMX

YTD

16.91%

1M

-11.10%

6M

8.17%

1Y

17.24%

5Y*

4.89%

10Y*

7.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHESX vs. PRDMX - Expense Ratio Comparison

FHESX has a 0.94% expense ratio, which is higher than PRDMX's 0.79% expense ratio.


FHESX
Federated Hermes SDG Engagement Equity Fund
Expense ratio chart for FHESX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for PRDMX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


Sharpe ratio
The chart of Sharpe ratio for FHESX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.031.02
The chart of Sortino ratio for FHESX, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.000.141.38
The chart of Omega ratio for FHESX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.20
The chart of Calmar ratio for FHESX, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.0014.000.050.59
The chart of Martin ratio for FHESX, currently valued at 0.12, compared to the broader market0.0020.0040.0060.000.125.25
FHESX
PRDMX

The current FHESX Sharpe Ratio is 0.03, which is lower than the PRDMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FHESX and PRDMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.03
1.02
FHESX
PRDMX

Dividends

FHESX vs. PRDMX - Dividend Comparison

Neither FHESX nor PRDMX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FHESX
Federated Hermes SDG Engagement Equity Fund
0.00%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.67%
-15.66%
FHESX
PRDMX

Volatility

FHESX vs. PRDMX - Volatility Comparison

The current volatility for Federated Hermes SDG Engagement Equity Fund (FHESX) is 4.97%, while T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a volatility of 9.56%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.97%
9.56%
FHESX
PRDMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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