FSTKX vs. QAMNX
Compare and contrast key facts about Federated Hermes MDT Large Cap Value Fund (FSTKX) and Federated Hermes MDT Market Neutral A (QAMNX).
FSTKX is managed by Federated. It was launched on Mar 31, 1982. QAMNX is managed by Federated. It was launched on Sep 30, 2008.
Performance
FSTKX vs. QAMNX - Performance Comparison
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FSTKX vs. QAMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSTKX Federated Hermes MDT Large Cap Value Fund | -0.81% | 19.44% | 22.43% | 12.57% | -4.80% | 9.81% |
QAMNX Federated Hermes MDT Market Neutral A | 1.41% | 10.00% | 17.33% | 4.71% | 9.19% | 12.29% |
Returns By Period
In the year-to-date period, FSTKX achieves a -0.81% return, which is significantly lower than QAMNX's 1.41% 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%
QAMNX
- 1D
- 0.33%
- 1M
- -0.28%
- YTD
- 1.41%
- 6M
- 5.59%
- 1Y
- 7.87%
- 3Y*
- 10.38%
- 5Y*
- —
- 10Y*
- —
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FSTKX vs. QAMNX - Expense Ratio Comparison
FSTKX has a 0.99% expense ratio, which is lower than QAMNX's 1.86% expense ratio.
Return for Risk
FSTKX vs. QAMNX — Risk / Return Rank
FSTKX
QAMNX
FSTKX vs. QAMNX - 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 MDT Market Neutral A (QAMNX). 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 | QAMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.30 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.00 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.81 | -0.88 |
Martin ratioReturn relative to average drawdown | 4.12 | 5.23 | -1.11 |
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 | QAMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.30 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.87 | -0.26 |
Correlation
The correlation between FSTKX and QAMNX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FSTKX vs. QAMNX - Dividend Comparison
FSTKX's dividend yield for the trailing twelve months is around 6.31%, more than QAMNX's 1.51% 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% |
QAMNX Federated Hermes MDT Market Neutral A | 1.51% | 1.53% | 1.85% | 5.89% | 11.74% | 20.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSTKX vs. QAMNX - Drawdown Comparison
The maximum FSTKX drawdown since its inception was -53.21%, which is greater than QAMNX's maximum drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for FSTKX and QAMNX.
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Drawdown Indicators
| FSTKX | QAMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.21% | -17.97% | -35.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -4.16% | -8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.58% | — | — |
Current DrawdownCurrent decline from peak | -6.15% | -0.37% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -5.26% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 1.44% | +1.87% |
Volatility
FSTKX vs. QAMNX - Volatility Comparison
Federated Hermes MDT Large Cap Value Fund (FSTKX) has a higher volatility of 3.33% compared to Federated Hermes MDT Market Neutral A (QAMNX) at 1.07%. This indicates that FSTKX's price experiences larger fluctuations and is considered to be riskier than QAMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTKX | QAMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 1.07% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 4.88% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 6.39% | +12.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 14.05% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 14.05% | +4.78% |