FKASX vs. IWM

In the year-to-date period, FKASX achieves a -14.76% return, which is significantly higher than IWM's -16.10% return. Over the past 10 years, FKASX has underperformed IWM with an annualized return of 3.99%, while IWM has yielded a comparatively higher 5.44% annualized return.

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FKASX has a 1.36% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Small Cap Fund (FKASX) and iShares Russell 2000 ETF (IWM). 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 current FKASX Sharpe Ratio is -0.49, which is lower than the IWM Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of FKASX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FKASX's dividend yield for the trailing twelve months is around 1.31%, less than IWM's 1.33% yield.

The maximum FKASX drawdown since its inception was -61.47%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FKASX and IWM. For additional features, visit the drawdowns tool.

Federated Hermes Kaufmann Small Cap Fund (FKASX) has a higher volatility of 15.37% compared to iShares Russell 2000 ETF (IWM) at 13.58%. This indicates that FKASX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.