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FMDCX vs. FGSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMDCX vs. FGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Mid Cap Index Fund (FMDCX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). The values are adjusted to include any dividend payments, if applicable.

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FMDCX vs. FGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMDCX
Federated Hermes Mid Cap Index Fund
2.43%6.95%13.34%16.38%-13.88%25.28%13.37%25.36%-11.51%15.43%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
-6.56%10.54%32.97%27.05%-24.60%22.39%35.50%27.95%-3.23%24.38%

Returns By Period

In the year-to-date period, FMDCX achieves a 2.43% return, which is significantly higher than FGSAX's -6.56% return. Over the past 10 years, FMDCX has underperformed FGSAX with an annualized return of 10.09%, while FGSAX has yielded a comparatively higher 13.87% annualized return.


FMDCX

1D
2.83%
1M
-6.17%
YTD
2.43%
6M
3.46%
1Y
16.11%
3Y*
11.65%
5Y*
6.26%
10Y*
10.09%

FGSAX

1D
3.29%
1M
-5.16%
YTD
-6.56%
6M
-8.51%
1Y
11.71%
3Y*
16.75%
5Y*
9.60%
10Y*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMDCX vs. FGSAX - Expense Ratio Comparison

FMDCX has a 0.57% expense ratio, which is lower than FGSAX's 1.15% expense ratio.


Return for Risk

FMDCX vs. FGSAX — Risk / Return Rank

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

FMDCX
FMDCX Risk / Return Rank: 2626
Overall Rank
FMDCX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FMDCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FMDCX Omega Ratio Rank: 3838
Omega Ratio Rank
FMDCX Calmar Ratio Rank: 77
Calmar Ratio Rank
FMDCX Martin Ratio Rank: 77
Martin Ratio Rank

FGSAX
FGSAX Risk / Return Rank: 2020
Overall Rank
FGSAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FGSAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FGSAX Omega Ratio Rank: 2323
Omega Ratio Rank
FGSAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FGSAX Martin Ratio Rank: 1818
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.

FMDCX vs. FGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Mid Cap Index Fund (FMDCX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). 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.


FMDCXFGSAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.57

+0.28

Sortino ratio

Return per unit of downside risk

1.38

0.97

+0.41

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

0.17

0.65

-0.48

Martin ratio

Return relative to average drawdown

0.57

2.04

-1.47

FMDCX vs. FGSAX - Sharpe Ratio Comparison

The current FMDCX Sharpe Ratio is 0.86, which is higher than the FGSAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FMDCX and FGSAX, 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


FMDCXFGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.57

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.43

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.62

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.47

+0.05

Correlation

The correlation between FMDCX and FGSAX is 0.88, 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.


Dividends

FMDCX vs. FGSAX - Dividend Comparison

FMDCX's dividend yield for the trailing twelve months is around 10.41%, more than FGSAX's 5.27% yield.


TTM20252024202320222021202020192018201720162015
FMDCX
Federated Hermes Mid Cap Index Fund
10.41%10.67%15.63%11.46%12.33%22.20%15.60%10.60%26.14%17.30%11.41%14.68%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
5.27%4.92%4.32%0.00%2.31%25.75%7.07%8.13%14.46%13.93%0.89%25.34%

Drawdowns

FMDCX vs. FGSAX - Drawdown Comparison

The maximum FMDCX drawdown since its inception was -55.36%, smaller than the maximum FGSAX drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for FMDCX and FGSAX.


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Drawdown Indicators


FMDCXFGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-66.17%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.10%

-13.73%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.16%

-35.79%

+11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

-37.19%

-4.86%

Current Drawdown

Current decline from peak

-6.17%

-10.89%

+4.72%

Average Drawdown

Average peak-to-trough decline

-6.83%

-16.19%

+9.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

4.41%

+2.34%

Volatility

FMDCX vs. FGSAX - Volatility Comparison

The current volatility for Federated Hermes Mid Cap Index Fund (FMDCX) is 5.54%, while Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a volatility of 6.50%. This indicates that FMDCX experiences smaller price fluctuations and is considered to be less risky than FGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMDCXFGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

6.50%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

14.19%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.33%

20.64%

+3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

22.43%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

22.32%

-0.98%