FKASX vs. QAMNX
Compare and contrast key facts about Federated Hermes Kaufmann Small Cap Fund (FKASX) and Federated Hermes MDT Market Neutral A (QAMNX).
FKASX is managed by Federated. It was launched on Dec 18, 2002. QAMNX is managed by Federated. It was launched on Sep 30, 2008.
Performance
FKASX vs. QAMNX - Performance Comparison
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FKASX vs. QAMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FKASX Federated Hermes Kaufmann Small Cap Fund | -11.05% | 12.01% | 14.45% | 14.48% | -31.40% | -9.08% |
QAMNX Federated Hermes MDT Market Neutral A | 1.41% | 10.00% | 17.33% | 4.71% | 9.19% | 12.29% |
Returns By Period
In the year-to-date period, FKASX achieves a -11.05% return, which is significantly lower than QAMNX's 1.41% return.
FKASX
- 1D
- -1.79%
- 1M
- -13.35%
- YTD
- -11.05%
- 6M
- -8.95%
- 1Y
- 12.39%
- 3Y*
- 7.91%
- 5Y*
- -2.05%
- 10Y*
- 11.89%
QAMNX
- 1D
- 0.33%
- 1M
- -0.28%
- YTD
- 1.41%
- 6M
- 5.59%
- 1Y
- 7.87%
- 3Y*
- 10.38%
- 5Y*
- —
- 10Y*
- —
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FKASX vs. QAMNX - Expense Ratio Comparison
FKASX has a 1.36% expense ratio, which is lower than QAMNX's 1.86% expense ratio.
Return for Risk
FKASX vs. QAMNX — Risk / Return Rank
FKASX
QAMNX
FKASX vs. QAMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Small Cap Fund (FKASX) and Federated Hermes MDT Market Neutral A (QAMNX). 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.
| FKASX | QAMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 1.30 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.00 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.28 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.81 | -1.25 |
Martin ratioReturn relative to average drawdown | 2.22 | 5.23 | -3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FKASX | QAMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.30 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.87 | -0.33 |
Correlation
The correlation between FKASX and QAMNX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FKASX vs. QAMNX - Dividend Comparison
FKASX's dividend yield for the trailing twelve months is around 23.27%, more than QAMNX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKASX Federated Hermes Kaufmann Small Cap Fund | 23.27% | 20.70% | 11.82% | 0.15% | 0.00% | 8.40% | 0.12% | 0.21% | 6.36% | 6.50% | 0.76% | 8.55% |
QAMNX Federated Hermes MDT Market Neutral A | 1.51% | 1.53% | 1.85% | 5.89% | 11.74% | 20.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FKASX vs. QAMNX - Drawdown Comparison
The maximum FKASX drawdown since its inception was -60.21%, which is greater than QAMNX's maximum drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for FKASX and QAMNX.
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Drawdown Indicators
| FKASX | QAMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.21% | -17.97% | -42.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -4.16% | -10.72% |
Max Drawdown (5Y)Largest decline over 5 years | -44.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.86% | — | — |
Current DrawdownCurrent decline from peak | -21.27% | -0.37% | -20.90% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -5.26% | -7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 1.44% | +2.33% |
Volatility
FKASX vs. QAMNX - Volatility Comparison
Federated Hermes Kaufmann Small Cap Fund (FKASX) has a higher volatility of 7.25% compared to Federated Hermes MDT Market Neutral A (QAMNX) at 1.07%. This indicates that FKASX's price experiences larger fluctuations and is considered to be riskier than QAMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKASX | QAMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 1.07% | +6.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 4.88% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 6.39% | +14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.23% | 14.05% | +9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 14.05% | +8.15% |