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FLCC vs. RSSY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCC vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Core ETF (FLCC) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

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FLCC vs. RSSY - Yearly Performance Comparison


2026 (YTD)20252024
FLCC
Federated Hermes MDT Large Cap Core ETF
-4.17%16.61%9.94%
RSSY
Return Stacked US Stocks & Futures Yield ETF
18.18%-3.52%-0.78%

Returns By Period

In the year-to-date period, FLCC achieves a -4.17% return, which is significantly lower than RSSY's 18.18% return.


FLCC

1D
0.93%
1M
-3.60%
YTD
-4.17%
6M
-2.37%
1Y
15.51%
3Y*
5Y*
10Y*

RSSY

1D
1.82%
1M
6.93%
YTD
18.18%
6M
14.95%
1Y
27.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCC vs. RSSY - Expense Ratio Comparison

FLCC has a 0.29% expense ratio, which is lower than RSSY's 1.04% expense ratio.


Return for Risk

FLCC vs. RSSY — Risk / Return Rank

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

FLCC
FLCC Risk / Return Rank: 4242
Overall Rank
FLCC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FLCC Sortino Ratio Rank: 4141
Sortino Ratio Rank
FLCC Omega Ratio Rank: 4545
Omega Ratio Rank
FLCC Calmar Ratio Rank: 4040
Calmar Ratio Rank
FLCC Martin Ratio Rank: 4848
Martin Ratio Rank

RSSY
RSSY Risk / Return Rank: 6464
Overall Rank
RSSY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RSSY Sortino Ratio Rank: 6767
Sortino Ratio Rank
RSSY Omega Ratio Rank: 7272
Omega Ratio Rank
RSSY Calmar Ratio Rank: 5656
Calmar Ratio Rank
RSSY Martin Ratio Rank: 5757
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.

FLCC vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Core ETF (FLCC) and Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.


FLCCRSSYDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.28

-0.47

Sortino ratio

Return per unit of downside risk

1.25

1.80

-0.55

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.25

1.70

-0.45

Martin ratio

Return relative to average drawdown

5.40

6.64

-1.24

FLCC vs. RSSY - Sharpe Ratio Comparison

The current FLCC Sharpe Ratio is 0.81, which is lower than the RSSY Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FLCC and RSSY, 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


FLCCRSSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.28

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.43

+0.31

Correlation

The correlation between FLCC and RSSY is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLCC vs. RSSY - Dividend Comparison

FLCC's dividend yield for the trailing twelve months is around 0.53%, less than RSSY's 1.72% yield.


Drawdowns

FLCC vs. RSSY - Drawdown Comparison

The maximum FLCC drawdown since its inception was -19.18%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for FLCC and RSSY.


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Drawdown Indicators


FLCCRSSYDifference

Max Drawdown

Largest peak-to-trough decline

-19.18%

-29.57%

+10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-10.29%

-2.50%

Current Drawdown

Current decline from peak

-5.82%

-0.57%

-5.25%

Average Drawdown

Average peak-to-trough decline

-2.49%

-8.00%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.33%

-1.37%

Volatility

FLCC vs. RSSY - Volatility Comparison

Federated Hermes MDT Large Cap Core ETF (FLCC) has a higher volatility of 5.48% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 3.98%. This indicates that FLCC's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCCRSSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

3.98%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

11.08%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

21.59%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

18.93%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

18.93%

-1.05%