FSTKX vs. KAUFX
Compare and contrast key facts about Federated Hermes MDT Large Cap Value Fund (FSTKX) and Federated Hermes Kaufmann Fd (KAUFX).
FSTKX is managed by Federated. It was launched on Mar 31, 1982. KAUFX is managed by Federated. It was launched on Feb 21, 1986.
Performance
FSTKX vs. KAUFX - Performance Comparison
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FSTKX vs. KAUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
KAUFX Federated Hermes Kaufmann Fd | -12.10% | 12.18% | 29.84% | 14.88% | -30.30% | 2.46% | 28.54% | 32.56% | 4.03% | 27.65% |
Returns By Period
In the year-to-date period, FSTKX achieves a -0.81% return, which is significantly higher than KAUFX's -12.10% return. Over the past 10 years, FSTKX has outperformed KAUFX with an annualized return of 11.77%, while KAUFX has yielded a comparatively lower 10.30% 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%
KAUFX
- 1D
- -1.00%
- 1M
- -12.26%
- YTD
- -12.10%
- 6M
- -12.45%
- 1Y
- 8.18%
- 3Y*
- 13.08%
- 5Y*
- 1.76%
- 10Y*
- 10.30%
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FSTKX vs. KAUFX - Expense Ratio Comparison
FSTKX has a 0.99% expense ratio, which is lower than KAUFX's 1.96% expense ratio.
Return for Risk
FSTKX vs. KAUFX — Risk / Return Rank
FSTKX
KAUFX
FSTKX vs. KAUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Value Fund (FSTKX) and Federated Hermes Kaufmann Fd (KAUFX). 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.
| FSTKX | KAUFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.29 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.54 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.33 | +0.59 |
Martin ratioReturn relative to average drawdown | 4.12 | 1.33 | +2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTKX | KAUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.29 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.09 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.50 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.56 | +0.06 |
Correlation
The correlation between FSTKX and KAUFX is 0.67, 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
FSTKX vs. KAUFX - Dividend Comparison
FSTKX's dividend yield for the trailing twelve months is around 6.31%, less than KAUFX's 12.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KAUFX Federated Hermes Kaufmann Fd | 12.24% | 10.76% | 22.39% | 1.89% | 0.00% | 9.77% | 6.94% | 11.75% | 15.74% | 11.76% | 10.48% | 16.34% |
Drawdowns
FSTKX vs. KAUFX - Drawdown Comparison
The maximum FSTKX drawdown since its inception was -53.21%, roughly equal to the maximum KAUFX drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for FSTKX and KAUFX.
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Drawdown Indicators
| FSTKX | KAUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.21% | -54.66% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -14.83% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -40.76% | +18.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.58% | -40.76% | +2.18% |
Current DrawdownCurrent decline from peak | -6.15% | -14.83% | +8.68% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -11.23% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.65% | -0.34% |
Volatility
FSTKX vs. KAUFX - Volatility Comparison
The current volatility for Federated Hermes MDT Large Cap Value Fund (FSTKX) is 3.33%, while Federated Hermes Kaufmann Fd (KAUFX) has a volatility of 6.03%. This indicates that FSTKX experiences smaller price fluctuations and is considered to be less risky than KAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTKX | KAUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 6.03% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 12.83% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 19.11% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 20.85% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 20.73% | -1.90% |