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FIGTX vs. FGSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGTX vs. FGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short-Intermediate Government Fund (FIGTX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). The values are adjusted to include any dividend payments, if applicable.

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FIGTX vs. FGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGTX
Federated Hermes Short-Intermediate Government Fund
-0.47%6.15%1.72%3.93%-9.25%-2.58%5.77%4.57%0.94%0.28%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
-6.56%10.54%32.97%27.05%-24.60%22.39%35.50%27.95%-3.23%24.38%

Returns By Period

In the year-to-date period, FIGTX achieves a -0.47% return, which is significantly higher than FGSAX's -6.56% return. Over the past 10 years, FIGTX has underperformed FGSAX with an annualized return of 0.90%, while FGSAX has yielded a comparatively higher 13.87% annualized return.


FIGTX

1D
0.10%
1M
-1.32%
YTD
-0.47%
6M
0.65%
1Y
3.11%
3Y*
3.00%
5Y*
0.05%
10Y*
0.90%

FGSAX

1D
3.29%
1M
-5.16%
YTD
-6.56%
6M
-8.51%
1Y
11.71%
3Y*
16.75%
5Y*
9.60%
10Y*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGTX vs. FGSAX - Expense Ratio Comparison

FIGTX has a 0.59% expense ratio, which is lower than FGSAX's 1.15% expense ratio.


Return for Risk

FIGTX vs. FGSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIGTX
FIGTX Risk / Return Rank: 4646
Overall Rank
FIGTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FIGTX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FIGTX Omega Ratio Rank: 3838
Omega Ratio Rank
FIGTX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FIGTX Martin Ratio Rank: 3838
Martin Ratio Rank

FGSAX
FGSAX Risk / Return Rank: 2020
Overall Rank
FGSAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FGSAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FGSAX Omega Ratio Rank: 2323
Omega Ratio Rank
FGSAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FGSAX Martin Ratio Rank: 1818
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.

FIGTX vs. FGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short-Intermediate Government Fund (FIGTX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). 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.


FIGTXFGSAXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.57

+0.42

Sortino ratio

Return per unit of downside risk

1.59

0.97

+0.62

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.62

0.65

+0.96

Martin ratio

Return relative to average drawdown

4.82

2.04

+2.78

FIGTX vs. FGSAX - Sharpe Ratio Comparison

The current FIGTX Sharpe Ratio is 1.00, which is higher than the FGSAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FIGTX and FGSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIGTXFGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.57

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.43

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.62

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.47

+0.22

Correlation

The correlation between FIGTX and FGSAX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FIGTX vs. FGSAX - Dividend Comparison

FIGTX's dividend yield for the trailing twelve months is around 3.39%, less than FGSAX's 5.27% yield.


TTM20252024202320222021202020192018201720162015
FIGTX
Federated Hermes Short-Intermediate Government Fund
3.39%3.78%4.00%3.61%1.51%0.89%1.37%2.23%1.95%1.31%1.28%1.24%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
5.27%4.92%4.32%0.00%2.31%25.75%7.07%8.13%14.46%13.93%0.89%25.34%

Drawdowns

FIGTX vs. FGSAX - Drawdown Comparison

The maximum FIGTX drawdown since its inception was -14.00%, smaller than the maximum FGSAX drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for FIGTX and FGSAX.


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Drawdown Indicators


FIGTXFGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.00%

-66.17%

+52.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-13.73%

+11.80%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

-35.79%

+22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-14.00%

-37.19%

+23.19%

Current Drawdown

Current decline from peak

-1.52%

-10.89%

+9.37%

Average Drawdown

Average peak-to-trough decline

-2.74%

-16.19%

+13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

4.41%

-3.76%

Volatility

FIGTX vs. FGSAX - Volatility Comparison

The current volatility for Federated Hermes Short-Intermediate Government Fund (FIGTX) is 0.90%, while Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a volatility of 6.50%. This indicates that FIGTX experiences smaller price fluctuations and is considered to be less risky than FGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGTXFGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

6.50%

-5.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

14.19%

-12.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

20.64%

-17.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

22.43%

-18.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

22.32%

-18.91%