FTRBX vs. QILGX
FTRBX (Federated Hermes Total Return Bond Fund Institutional Shares) and QILGX (Federated Hermes MDT Large Cap Growth Fund) are both mutual funds - FTRBX is a Intermediate Core Bond fund managed by Federated, while QILGX is a Large Cap Growth Equities fund managed by Federated. Over the past 10 years, FTRBX returned 1.95%/yr vs 19.30%/yr for QILGX. Their -0.09 correlation means they have often moved in opposite directions in the past. FTRBX charges 0.39%/yr vs 0.75%/yr for QILGX.
Performance
FTRBX vs. QILGX - Performance Comparison
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Returns By Period
In the year-to-date period, FTRBX achieves a -0.97% return, which is significantly lower than QILGX's 4.82% return. Over the past 10 years, FTRBX has underperformed QILGX with an annualized return of 1.95%, while QILGX has yielded a comparatively higher 19.30% annualized return.
FTRBX
- 1D
- 0.22%
- 1M
- -1.17%
- 6M
- -0.81%
- YTD
- -0.97%
- 1Y
- 1.80%
- 3Y*
- 4.18%
- 5Y*
- -0.25%
- 10Y*
- 1.95%
- ALL TIME*
- 4.56%
QILGX
- 1D
- 1.98%
- 1M
- 0.45%
- 6M
- 7.10%
- YTD
- 4.82%
- 1Y
- 13.21%
- 3Y*
- 25.25%
- 5Y*
- 15.24%
- 10Y*
- 19.30%
- ALL TIME*
- 12.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FTRBX vs. QILGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRBX Federated Hermes Total Return Bond Fund Institutional Shares | -0.97% | 7.60% | 2.03% | 5.20% | -13.13% | -0.21% | 9.52% | 9.75% | -0.85% | 4.41% |
QILGX Federated Hermes MDT Large Cap Growth Fund | 4.82% | 19.46% | 40.83% | 39.63% | -24.86% | 30.46% | 38.39% | 32.01% | 1.52% | 25.42% |
Correlation
The correlation between FTRBX and QILGX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | -0.09 |
The correlation between FTRBX and QILGX shifts across timeframes, from -0.09 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FTRBX vs. QILGX — Risk / Return Rank
FTRBX
QILGX
FTRBX vs. QILGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) and Federated Hermes MDT Large Cap Growth Fund (QILGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTRBX | QILGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.82 | +0.21 |
| Martin ratioReturn relative to average drawdown | 2.67 | 2.40 | +0.27 |
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Drawdowns
FTRBX vs. QILGX - Drawdown Comparison
The maximum FTRBX drawdown since its inception was -17.49%, smaller than the maximum QILGX drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for FTRBX and QILGX.
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Drawdown Indicators
| FTRBX | QILGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.49% | -53.48% | +35.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -15.55% | +12.75% |
Max Drawdown (3Y)Largest decline over 3 years | -5.23% | -24.71% | +19.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -30.05% | +12.56% |
Max Drawdown (10Y)Largest decline over 10 years | -17.49% | -31.68% | +14.19% |
Current DrawdownCurrent decline from peak | -2.19% | -4.48% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -8.92% | +6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 5.31% | -4.23% |
Volatility
FTRBX vs. QILGX - Volatility Comparison
The current volatility for Federated Hermes Total Return Bond Fund Institutional Shares (FTRBX) is 1.07%, while Federated Hermes MDT Large Cap Growth Fund (QILGX) has a volatility of 6.27%. This indicates that FTRBX experiences smaller price fluctuations and is considered to be less risky than QILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRBX | QILGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 6.27% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 14.24% | -11.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 18.08% | -14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 21.35% | -15.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.81% | 21.34% | -16.53% |
FTRBX vs. QILGX - Expense Ratio Comparison
FTRBX has a 0.39% expense ratio, which is lower than QILGX's 0.75% expense ratio.
Dividends
FTRBX vs. QILGX - Dividend Comparison
FTRBX's dividend yield for the trailing twelve months is around 4.21%, more than QILGX's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRBX Federated Hermes Total Return Bond Fund Institutional Shares | 4.21% | 4.52% | 4.47% | 3.84% | 2.47% | 3.43% | 4.66% | 3.38% | 3.49% | 3.21% | 3.35% | 3.53% |
QILGX Federated Hermes MDT Large Cap Growth Fund | 2.95% | 3.09% | 6.60% | 1.47% | 13.57% | 19.44% | 7.47% | 5.07% | 10.33% | 7.40% | 0.55% | 11.76% |
Frequently Asked Questions
FTRBX and QILGX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QILGX has higher volatility (6.27%) compared to FTRBX (1.07%). In terms of maximum drawdown, FTRBX dropped -17.49% vs QILGX's -53.48%.
FTRBX currently has the higher Sharpe Ratio (0.73 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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