PortfoliosLab logoPortfoliosLab logo
FSTKX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTKX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Value Fund (FSTKX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSTKX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTKX
Federated Hermes MDT Large Cap Value Fund
-0.81%19.44%22.43%12.57%-4.80%28.37%6.05%20.68%-7.48%14.04%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, FSTKX achieves a -0.81% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, FSTKX has outperformed ACIIX with an annualized return of 11.77%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


FSTKX

1D
-1.46%
1M
-6.09%
YTD
-0.81%
6M
3.76%
1Y
15.87%
3Y*
17.39%
5Y*
12.54%
10Y*
11.77%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSTKX vs. ACIIX - Expense Ratio Comparison

FSTKX has a 0.99% expense ratio, which is higher than ACIIX's 0.72% expense ratio.


Return for Risk

FSTKX vs. ACIIX — Risk / Return Rank

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

FSTKX
FSTKX Risk / Return Rank: 5252
Overall Rank
FSTKX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSTKX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FSTKX Omega Ratio Rank: 6262
Omega Ratio Rank
FSTKX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FSTKX Martin Ratio Rank: 4040
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

FSTKX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Value Fund (FSTKX) and American Century Equity Income Fund Class I (ACIIX). 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.


FSTKXACIIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.93

+0.11

Sortino ratio

Return per unit of downside risk

1.64

1.35

+0.30

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

0.92

1.11

-0.19

Martin ratio

Return relative to average drawdown

4.12

4.37

-0.25

FSTKX vs. ACIIX - Sharpe Ratio Comparison

The current FSTKX Sharpe Ratio is 1.04, which is comparable to the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FSTKX and ACIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSTKXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.93

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.67

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.53

+0.09

Correlation

The correlation between FSTKX and ACIIX 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

FSTKX vs. ACIIX - Dividend Comparison

FSTKX's dividend yield for the trailing twelve months is around 6.31%, less than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
FSTKX
Federated Hermes MDT Large Cap Value Fund
6.31%6.28%15.06%1.86%14.38%18.45%1.29%2.63%10.03%10.01%5.12%9.24%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

FSTKX vs. ACIIX - Drawdown Comparison

The maximum FSTKX drawdown since its inception was -53.21%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FSTKX and ACIIX.


Loading graphics...

Drawdown Indicators


FSTKXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.21%

-39.16%

-14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-8.96%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-13.49%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.58%

-32.76%

-5.82%

Current Drawdown

Current decline from peak

-6.15%

-5.73%

-0.42%

Average Drawdown

Average peak-to-trough decline

-6.83%

-5.26%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.30%

+1.01%

Volatility

FSTKX vs. ACIIX - Volatility Comparison

Federated Hermes MDT Large Cap Value Fund (FSTKX) has a higher volatility of 3.33% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that FSTKX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSTKXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.76%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

6.05%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

11.61%

+7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

10.74%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

13.37%

+5.46%