FKASX vs. FZADX
Compare and contrast key facts about Federated Hermes Kaufmann Small Cap Fund (FKASX) and Fidelity Advisor Dividend Growth Fund Class Z (FZADX).
FKASX is managed by Federated. It was launched on Dec 18, 2002. FZADX is managed by Fidelity. It was launched on Aug 13, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FKASX or FZADX.
Key characteristics
| FKASX | FZADX | |
|---|---|---|
| YTD Return | 14.60% | 30.84% |
| 1Y Return | 30.53% | 43.93% |
| 3Y Return (Ann) | -9.84% | 11.13% |
| 5Y Return (Ann) | 5.58% | 12.82% |
| 10Y Return (Ann) | 6.22% | 10.44% |
| Sharpe Ratio | 1.57 | 3.04 |
| Sortino Ratio | 2.22 | 4.02 |
| Omega Ratio | 1.27 | 1.56 |
| Calmar Ratio | 0.66 | 4.44 |
| Martin Ratio | 8.78 | 19.94 |
| Ulcer Index | 3.37% | 2.19% |
| Daily Std Dev | 18.85% | 14.35% |
| Max Drawdown | -61.47% | -41.31% |
| Current Drawdown | -27.33% | 0.00% |
Correlation
The correlation between FKASX and FZADX is 0.72, 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.
Performance
FKASX vs. FZADX - Performance Comparison
In the year-to-date period, FKASX achieves a 14.60% return, which is significantly lower than FZADX's 30.84% return. Over the past 10 years, FKASX has underperformed FZADX with an annualized return of 6.22%, while FZADX has yielded a comparatively higher 10.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FKASX vs. FZADX - Expense Ratio Comparison
FKASX has a 1.36% expense ratio, which is higher than FZADX's 0.45% expense ratio.
Risk-Adjusted Performance
FKASX vs. FZADX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Small Cap Fund (FKASX) and Fidelity Advisor Dividend Growth Fund Class Z (FZADX). 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
FKASX vs. FZADX - Dividend Comparison
FKASX has not paid dividends to shareholders, while FZADX's dividend yield for the trailing twelve months is around 1.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKASX Federated Hermes Kaufmann Small Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FZADX Fidelity Advisor Dividend Growth Fund Class Z | 1.06% | 1.34% | 2.01% | 0.93% | 1.67% | 1.70% | 2.33% | 1.82% | 1.47% | 2.20% | 10.63% | 0.92% |
Drawdowns
FKASX vs. FZADX - Drawdown Comparison
The maximum FKASX drawdown since its inception was -61.47%, which is greater than FZADX's maximum drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for FKASX and FZADX. For additional features, visit the drawdowns tool.
Volatility
FKASX vs. FZADX - Volatility Comparison
Federated Hermes Kaufmann Small Cap Fund (FKASX) and Fidelity Advisor Dividend Growth Fund Class Z (FZADX) have volatilities of 4.49% and 4.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.