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FSSAX vs. QISCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSSAX vs. QISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Small Cap Growth Fund (FSSAX) and Federated Hermes MDT Small Cap Core Fund (QISCX). The values are adjusted to include any dividend payments, if applicable.

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FSSAX vs. QISCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSSAX
Franklin Small Cap Growth Fund
-7.69%7.88%13.02%31.05%-30.29%-0.24%41.68%42.14%-3.08%21.32%
QISCX
Federated Hermes MDT Small Cap Core Fund
-5.22%14.95%14.82%20.58%-23.14%30.60%17.00%18.06%-11.63%15.67%

Returns By Period

In the year-to-date period, FSSAX achieves a -7.69% return, which is significantly lower than QISCX's -5.22% return. Both investments have delivered pretty close results over the past 10 years, with FSSAX having a 10.94% annualized return and QISCX not far behind at 10.76%.


FSSAX

1D
-1.36%
1M
-9.02%
YTD
-7.69%
6M
-1.97%
1Y
14.20%
3Y*
10.07%
5Y*
-0.60%
10Y*
10.94%

QISCX

1D
-1.53%
1M
-9.74%
YTD
-5.22%
6M
-2.67%
1Y
20.55%
3Y*
13.82%
5Y*
6.26%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSSAX vs. QISCX - Expense Ratio Comparison

FSSAX has a 0.78% expense ratio, which is lower than QISCX's 0.89% expense ratio.


Return for Risk

FSSAX vs. QISCX — Risk / Return Rank

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

FSSAX
FSSAX Risk / Return Rank: 2121
Overall Rank
FSSAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FSSAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSSAX Omega Ratio Rank: 2020
Omega Ratio Rank
FSSAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSSAX Martin Ratio Rank: 2222
Martin Ratio Rank

QISCX
QISCX Risk / Return Rank: 3535
Overall Rank
QISCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QISCX Sortino Ratio Rank: 3535
Sortino Ratio Rank
QISCX Omega Ratio Rank: 3838
Omega Ratio Rank
QISCX Calmar Ratio Rank: 4343
Calmar Ratio Rank
QISCX Martin Ratio Rank: 3131
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.

FSSAX vs. QISCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Growth Fund (FSSAX) and Federated Hermes MDT Small Cap Core Fund (QISCX). 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.


FSSAXQISCXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.73

-0.20

Sortino ratio

Return per unit of downside risk

0.92

1.19

-0.27

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.59

1.10

-0.51

Martin ratio

Return relative to average drawdown

2.43

3.34

-0.91

FSSAX vs. QISCX - Sharpe Ratio Comparison

The current FSSAX Sharpe Ratio is 0.53, which is comparable to the QISCX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FSSAX and QISCX, 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


FSSAXQISCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.73

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.27

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.45

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.30

+0.02

Correlation

The correlation between FSSAX and QISCX is 0.89, 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

FSSAX vs. QISCX - Dividend Comparison

FSSAX's dividend yield for the trailing twelve months is around 8.28%, less than QISCX's 8.40% yield.


TTM20252024202320222021202020192018201720162015
FSSAX
Franklin Small Cap Growth Fund
8.28%7.64%0.00%0.00%0.54%16.49%9.31%12.17%22.72%1.77%0.00%1.92%
QISCX
Federated Hermes MDT Small Cap Core Fund
8.40%7.97%0.35%0.31%3.77%15.41%0.44%0.36%3.81%4.49%0.85%12.05%

Drawdowns

FSSAX vs. QISCX - Drawdown Comparison

The maximum FSSAX drawdown since its inception was -59.61%, smaller than the maximum QISCX drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for FSSAX and QISCX.


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Drawdown Indicators


FSSAXQISCXDifference

Max Drawdown

Largest peak-to-trough decline

-59.61%

-68.05%

+8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-13.48%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-42.58%

-32.89%

-9.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.80%

-49.02%

+6.22%

Current Drawdown

Current decline from peak

-11.99%

-13.48%

+1.49%

Average Drawdown

Average peak-to-trough decline

-14.83%

-15.78%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

4.92%

-1.17%

Volatility

FSSAX vs. QISCX - Volatility Comparison

Franklin Small Cap Growth Fund (FSSAX) has a higher volatility of 6.78% compared to Federated Hermes MDT Small Cap Core Fund (QISCX) at 5.66%. This indicates that FSSAX's price experiences larger fluctuations and is considered to be riskier than QISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSSAXQISCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.66%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

17.29%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

23.09%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

23.26%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

24.15%

-0.24%