PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FHUMX vs. BTMFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FHUMX vs. BTMFX

Last updated Jun 24, 2026

FHUMX (Federated Hermes U.S. SMID Fund) and BTMFX (Boston Trust Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, FHUMX returned 6.59%/yr vs 5.94%/yr for BTMFX. Their correlation of 0.86 suggests significant overlap in exposure. FHUMX charges 0.79%/yr vs 1.00%/yr for BTMFX.

Performance

FHUMX vs. BTMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes U.S. SMID Fund (FHUMX) and Boston Trust Midcap Fund (BTMFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FHUMX achieves a 16.11% return, which is significantly higher than BTMFX's 2.09% return.

FHUMX

1D
1.05%
1M
6.93%
YTD
16.11%
6M
13.53%
1Y
18.89%
3Y*
11.51%
5Y*
6.59%
10Y*
—

BTMFX

1D
0.04%
1M
0.82%
YTD
2.09%
6M
0.90%
1Y
6.30%
3Y*
9.05%
5Y*
5.94%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHUMX vs. BTMFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
FHUMX
Federated Hermes U.S. SMID Fund		16.11%-1.38%9.90%21.92%-16.51%22.94%27.31%
BTMFX
Boston Trust Midcap Fund		2.09%4.29%10.27%13.06%-10.91%24.77%23.34%

Correlation

The correlation between FHUMX and BTMFX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2020

0.86

The correlation between FHUMX and BTMFX shifts across timeframes, from 0.71 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Federated Hermes U.S. SMID Fund

Boston Trust Midcap Fund

Often compared with FHUMX:
FHUMX vs. SMMDFHUMX vs. JNVSXFHUMX vs. DSMFXFHUMX vs. FZFLXFHUMX vs. QAMNXFHUMX vs. FHYTXFHUMX vs. BEARX
Often compared with BTMFX:
BTMFX vs. AVEMXBTMFX vs. NBSRXBTMFX vs. FMCSXBTMFX vs. ^GSPCBTMFX vs. BTSMXBTMFX vs. WIEFXBTMFX vs. WSBFX

Return for Risk

FHUMX vs. BTMFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FHUMX
FHUMX Risk / Return Rank: 2121
Overall Rank
FHUMX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FHUMX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FHUMX Omega Ratio Rank: 1616
Omega Ratio Rank
FHUMX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FHUMX Martin Ratio Rank: 2626
Martin Ratio Rank
BTMFX
BTMFX Risk / Return Rank: 99
Overall Rank
BTMFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BTMFX Sortino Ratio Rank: 99
Sortino Ratio Rank
BTMFX Omega Ratio Rank: 88
Omega Ratio Rank
BTMFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BTMFX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FHUMX vs. BTMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes U.S. SMID Fund (FHUMX) and Boston Trust Midcap Fund (BTMFX). 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.

FHUMXBTMFXDifference
Sharpe ratioReturn per unit of total volatility
1.08
0.65

+0.43

Sortino ratioReturn per unit of downside risk
1.63
1.04

+0.59

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratioReturn relative to maximum drawdown

1.93

0.99

+0.94

Martin ratioReturn relative to average drawdown

5.65

2.71

+2.94

FHUMX vs. BTMFX - Sharpe Ratio Comparison

The current FHUMX Sharpe Ratio is 1.08, which is higher than the BTMFX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FHUMX and BTMFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

FHUMX vs. BTMFX - Drawdown Comparison

The maximum FHUMX drawdown since its inception was -29.48%, smaller than the maximum BTMFX drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for FHUMX and BTMFX.

Loading charts...

Drawdown Indicators

FHUMXBTMFXDifference

Max Drawdown

Largest peak-to-trough decline

-29.48%

-49.26%

+19.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-7.79%

-3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-29.48%

-17.77%

-11.71%

Max Drawdown (5Y)

Largest decline over 5 years

-29.48%

-20.79%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.14%

—

Current Drawdown

Current decline from peak

0.00%

-2.38%

+2.38%

Average Drawdown

Average peak-to-trough decline

-8.14%

-6.15%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

2.83%

+0.99%

Volatility

FHUMX vs. BTMFX - Volatility Comparison

Federated Hermes U.S. SMID Fund (FHUMX) has a higher volatility of 8.37% compared to Boston Trust Midcap Fund (BTMFX) at 3.13%. This indicates that FHUMX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FHUMXBTMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

3.13%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

8.18%

+7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

11.93%

+8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

15.75%

+5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

17.45%

+3.74%

FHUMX vs. BTMFX - Expense Ratio Comparison

FHUMX has a 0.79% expense ratio, which is lower than BTMFX's 1.00% expense ratio.

Dividends

FHUMX vs. BTMFX - Dividend Comparison

FHUMX's dividend yield for the trailing twelve months is around 7.37%, less than BTMFX's 10.64% yield.

PositionTTM20252024202320222021202020192018201720162015
BTMFX
Boston Trust Midcap Fund		10.64%10.86%4.23%4.41%4.71%4.91%1.98%6.95%5.96%6.61%7.03%6.60%
FHUMX
Federated Hermes U.S. SMID Fund		7.37%8.56%0.93%4.41%2.77%4.05%0.08%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FHUMX and BTMFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FHUMX has higher volatility (8.37%) compared to BTMFX (3.13%). In terms of maximum drawdown, FHUMX dropped -29.48% vs BTMFX's -49.26%.

FHUMX currently has the higher Sharpe Ratio (1.08 vs 0.65), 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.

Portfolio Optimizer

Find the right allocation for FHUMX and BTMFX

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