FSTKX vs. SPY
Compare and contrast key facts about Federated Hermes MDT Large Cap Value Fund (FSTKX) and State Street SPDR S&P 500 ETF (SPY).
FSTKX is managed by Federated. It was launched on Mar 31, 1982. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
FSTKX vs. SPY - Performance Comparison
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FSTKX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, FSTKX achieves a -0.81% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, FSTKX has underperformed SPY with an annualized return of 11.77%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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FSTKX vs. SPY - Expense Ratio Comparison
FSTKX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
FSTKX vs. SPY — Risk / Return Rank
FSTKX
SPY
FSTKX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Value Fund (FSTKX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.93 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.45 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.53 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.12 | 7.30 | -3.18 |
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 | SPY | Difference | |
|---|---|---|---|
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 | 0.69 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.78 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.56 | +0.05 |
Correlation
The correlation between FSTKX and SPY 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. SPY - Dividend Comparison
FSTKX's dividend yield for the trailing twelve months is around 6.31%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
FSTKX vs. SPY - Drawdown Comparison
The maximum FSTKX drawdown since its inception was -53.21%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FSTKX and SPY.
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Drawdown Indicators
| FSTKX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.21% | -55.19% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -12.05% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -24.50% | +2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -38.58% | -33.72% | -4.86% |
Current DrawdownCurrent decline from peak | -6.15% | -6.24% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -9.09% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.52% | +0.79% |
Volatility
FSTKX vs. SPY - Volatility Comparison
The current volatility for Federated Hermes MDT Large Cap Value Fund (FSTKX) is 3.33%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that FSTKX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTKX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 5.31% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 9.47% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 19.05% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 17.06% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 17.92% | +0.91% |