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FKASX vs. FDSVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FKASX and FDSVX is 0.84, 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

FKASX vs. FDSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Kaufmann Small Cap Fund (FKASX) and Fidelity Growth Discovery Fund (FDSVX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2025FebruaryMarch
352.52%
1,177.49%
FKASX
FDSVX

Key characteristics

Sharpe Ratio

FKASX:

-0.35

FDSVX:

0.73

Sortino Ratio

FKASX:

-0.34

FDSVX:

1.06

Omega Ratio

FKASX:

0.96

FDSVX:

1.14

Calmar Ratio

FKASX:

-0.18

FDSVX:

1.06

Martin Ratio

FKASX:

-1.15

FDSVX:

3.85

Ulcer Index

FKASX:

5.97%

FDSVX:

3.18%

Daily Std Dev

FKASX:

19.79%

FDSVX:

16.73%

Max Drawdown

FKASX:

-61.47%

FDSVX:

-59.34%

Current Drawdown

FKASX:

-37.71%

FDSVX:

-8.48%

Returns By Period

In the year-to-date period, FKASX achieves a -5.30% return, which is significantly lower than FDSVX's -3.39% return. Over the past 10 years, FKASX has underperformed FDSVX with an annualized return of 5.61%, while FDSVX has yielded a comparatively higher 15.52% annualized return.


FKASX

YTD

-5.30%

1M

-9.68%

6M

-9.05%

1Y

-7.94%

5Y*

0.55%

10Y*

5.61%

FDSVX

YTD

-3.39%

1M

-5.78%

6M

0.77%

1Y

9.87%

5Y*

17.41%

10Y*

15.52%

*Annualized

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FKASX vs. FDSVX - Expense Ratio Comparison

FKASX has a 1.36% expense ratio, which is higher than FDSVX's 0.77% expense ratio.


Expense ratio chart for FKASX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for FDSVX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

FKASX vs. FDSVX — Risk-Adjusted Performance Rank

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

FKASX
The Risk-Adjusted Performance Rank of FKASX is 44
Overall Rank
The Sharpe Ratio Rank of FKASX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FKASX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FKASX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FKASX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FKASX is 22
Martin Ratio Rank

FDSVX
The Risk-Adjusted Performance Rank of FDSVX is 5252
Overall Rank
The Sharpe Ratio Rank of FDSVX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FKASX vs. FDSVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Small Cap Fund (FKASX) and Fidelity Growth Discovery Fund (FDSVX). 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.


The chart of Sharpe ratio for FKASX, currently valued at -0.35, compared to the broader market-1.000.001.002.003.004.00-0.350.73
The chart of Sortino ratio for FKASX, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.00-0.341.06
The chart of Omega ratio for FKASX, currently valued at 0.96, compared to the broader market1.002.003.000.961.14
The chart of Calmar ratio for FKASX, currently valued at -0.18, compared to the broader market0.005.0010.0015.00-0.181.06
The chart of Martin ratio for FKASX, currently valued at -1.15, compared to the broader market0.0020.0040.0060.0080.00-1.153.85
FKASX
FDSVX

The current FKASX Sharpe Ratio is -0.35, which is lower than the FDSVX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FKASX and FDSVX, 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 Ratio0.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-0.35
0.73
FKASX
FDSVX

Dividends

FKASX vs. FDSVX - Dividend Comparison

FKASX's dividend yield for the trailing twelve months is around 1.18%, less than FDSVX's 13.26% yield.


TTM20242023202220212020201920182017201620152014
FKASX
Federated Hermes Kaufmann Small Cap Fund
1.18%1.11%0.00%0.00%0.00%0.00%0.04%0.00%0.00%0.00%0.00%0.00%
FDSVX
Fidelity Growth Discovery Fund
13.26%12.81%2.55%3.65%13.46%9.65%4.28%5.02%4.94%0.09%0.16%0.09%

Drawdowns

FKASX vs. FDSVX - Drawdown Comparison

The maximum FKASX drawdown since its inception was -61.47%, roughly equal to the maximum FDSVX drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for FKASX and FDSVX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-37.71%
-8.48%
FKASX
FDSVX

Volatility

FKASX vs. FDSVX - Volatility Comparison

Federated Hermes Kaufmann Small Cap Fund (FKASX) has a higher volatility of 6.35% compared to Fidelity Growth Discovery Fund (FDSVX) at 5.08%. This indicates that FKASX's price experiences larger fluctuations and is considered to be riskier than FDSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2025FebruaryMarch
6.35%
5.08%
FKASX
FDSVX