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FSCC vs. CSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCC vs. CSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Small Cap Core ETF (FSCC) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). The values are adjusted to include any dividend payments, if applicable.

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FSCC vs. CSB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FSCC achieves a 0.40% return, which is significantly lower than CSB's 6.99% return.


FSCC

1D
0.63%
1M
-2.44%
YTD
0.40%
6M
1.97%
1Y
25.83%
3Y*
5Y*
10Y*

CSB

1D
0.70%
1M
-0.79%
YTD
6.99%
6M
7.87%
1Y
10.90%
3Y*
10.09%
5Y*
4.55%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCC vs. CSB - Expense Ratio Comparison

FSCC has a 0.36% expense ratio, which is higher than CSB's 0.35% expense ratio.


Return for Risk

FSCC vs. CSB — Risk / Return Rank

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

FSCC
FSCC Risk / Return Rank: 5959
Overall Rank
FSCC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSCC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FSCC Omega Ratio Rank: 5353
Omega Ratio Rank
FSCC Calmar Ratio Rank: 6363
Calmar Ratio Rank
FSCC Martin Ratio Rank: 6060
Martin Ratio Rank

CSB
CSB Risk / Return Rank: 2929
Overall Rank
CSB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSB Sortino Ratio Rank: 2929
Sortino Ratio Rank
CSB Omega Ratio Rank: 2828
Omega Ratio Rank
CSB Calmar Ratio Rank: 2828
Calmar Ratio Rank
CSB Martin Ratio Rank: 2929
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.

FSCC vs. CSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Small Cap Core ETF (FSCC) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). 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.


FSCCCSBDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.57

+0.53

Sortino ratio

Return per unit of downside risk

1.64

0.93

+0.71

Omega ratio

Gain probability vs. loss probability

1.21

1.13

+0.09

Calmar ratio

Return relative to maximum drawdown

2.01

0.86

+1.14

Martin ratio

Return relative to average drawdown

7.58

3.04

+4.55

FSCC vs. CSB - Sharpe Ratio Comparison

The current FSCC Sharpe Ratio is 1.10, which is higher than the CSB Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FSCC and CSB, 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


FSCCCSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.57

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.44

+0.03

Correlation

The correlation between FSCC and CSB is 0.81, 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

FSCC vs. CSB - Dividend Comparison

FSCC's dividend yield for the trailing twelve months is around 0.27%, less than CSB's 3.37% yield.


TTM20252024202320222021202020192018201720162015
FSCC
Federated Hermes MDT Small Cap Core ETF
0.27%0.27%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSB
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
3.37%3.54%3.12%3.45%3.60%3.11%3.70%3.19%3.45%3.19%2.85%1.57%

Drawdowns

FSCC vs. CSB - Drawdown Comparison

The maximum FSCC drawdown since its inception was -27.17%, smaller than the maximum CSB drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for FSCC and CSB.


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Drawdown Indicators


FSCCCSBDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-42.07%

+14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-8.91%

-2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

Current Drawdown

Current decline from peak

-6.57%

-2.83%

-3.74%

Average Drawdown

Average peak-to-trough decline

-5.59%

-7.23%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

4.03%

-0.28%

Volatility

FSCC vs. CSB - Volatility Comparison

Federated Hermes MDT Small Cap Core ETF (FSCC) has a higher volatility of 7.35% compared to VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) at 3.89%. This indicates that FSCC's price experiences larger fluctuations and is considered to be riskier than CSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCCCSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

3.89%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

10.04%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.67%

19.09%

+4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.67%

18.89%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

21.31%

+1.36%