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IHIAX vs. QIACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHIAX vs. QIACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Emerging Market Debt Fund (IHIAX) and Federated Hermes MDT All Cap Core Fund (QIACX). The values are adjusted to include any dividend payments, if applicable.

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IHIAX vs. QIACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHIAX
Federated Hermes Emerging Market Debt Fund
-2.34%17.06%6.06%14.41%-16.21%-3.26%5.79%12.89%-5.18%10.36%
QIACX
Federated Hermes MDT All Cap Core Fund
-4.89%21.15%31.07%23.52%-14.16%31.40%21.95%26.91%-2.64%21.07%

Returns By Period

In the year-to-date period, IHIAX achieves a -2.34% return, which is significantly higher than QIACX's -4.89% return. Over the past 10 years, IHIAX has underperformed QIACX with an annualized return of 3.65%, while QIACX has yielded a comparatively higher 15.59% annualized return.


IHIAX

1D
0.69%
1M
-3.86%
YTD
-2.34%
6M
1.02%
1Y
11.65%
3Y*
10.87%
5Y*
3.18%
10Y*
3.65%

QIACX

1D
3.03%
1M
-4.69%
YTD
-4.89%
6M
-1.60%
1Y
18.54%
3Y*
20.52%
5Y*
14.45%
10Y*
15.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHIAX vs. QIACX - Expense Ratio Comparison

IHIAX has a 1.18% expense ratio, which is higher than QIACX's 0.75% expense ratio.


Return for Risk

IHIAX vs. QIACX — Risk / Return Rank

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

IHIAX
IHIAX Risk / Return Rank: 9090
Overall Rank
IHIAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IHIAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
IHIAX Omega Ratio Rank: 9595
Omega Ratio Rank
IHIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
IHIAX Martin Ratio Rank: 8686
Martin Ratio Rank

QIACX
QIACX Risk / Return Rank: 6464
Overall Rank
QIACX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QIACX Sortino Ratio Rank: 6262
Sortino Ratio Rank
QIACX Omega Ratio Rank: 7373
Omega Ratio Rank
QIACX Calmar Ratio Rank: 5454
Calmar Ratio Rank
QIACX Martin Ratio Rank: 6868
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.

IHIAX vs. QIACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Emerging Market Debt Fund (IHIAX) and Federated Hermes MDT All Cap Core Fund (QIACX). 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.


IHIAXQIACXDifference

Sharpe ratio

Return per unit of total volatility

2.32

1.15

+1.17

Sortino ratio

Return per unit of downside risk

2.91

1.67

+1.25

Omega ratio

Gain probability vs. loss probability

1.53

1.28

+0.24

Calmar ratio

Return relative to maximum drawdown

2.21

1.38

+0.83

Martin ratio

Return relative to average drawdown

9.95

6.70

+3.25

IHIAX vs. QIACX - Sharpe Ratio Comparison

The current IHIAX Sharpe Ratio is 2.32, which is higher than the QIACX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IHIAX and QIACX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHIAXQIACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.15

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.84

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.84

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.55

+0.37

Correlation

The correlation between IHIAX and QIACX is 0.30, 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

IHIAX vs. QIACX - Dividend Comparison

IHIAX's dividend yield for the trailing twelve months is around 0.81%, less than QIACX's 4.81% yield.


TTM20252024202320222021202020192018201720162015
IHIAX
Federated Hermes Emerging Market Debt Fund
0.81%0.28%2.60%2.92%5.36%1.91%3.48%1.85%3.99%3.78%3.13%3.91%
QIACX
Federated Hermes MDT All Cap Core Fund
4.81%4.58%8.65%1.40%10.90%17.44%3.01%3.34%8.60%0.69%1.12%1.25%

Drawdowns

IHIAX vs. QIACX - Drawdown Comparison

The maximum IHIAX drawdown since its inception was -36.42%, smaller than the maximum QIACX drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for IHIAX and QIACX.


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Drawdown Indicators


IHIAXQIACXDifference

Max Drawdown

Largest peak-to-trough decline

-36.42%

-60.11%

+23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-11.99%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.24%

-23.05%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-27.24%

-36.47%

+9.23%

Current Drawdown

Current decline from peak

-5.11%

-5.88%

+0.77%

Average Drawdown

Average peak-to-trough decline

-4.69%

-9.36%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.46%

-1.18%

Volatility

IHIAX vs. QIACX - Volatility Comparison

The current volatility for Federated Hermes Emerging Market Debt Fund (IHIAX) is 2.68%, while Federated Hermes MDT All Cap Core Fund (QIACX) has a volatility of 5.39%. This indicates that IHIAX experiences smaller price fluctuations and is considered to be less risky than QIACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHIAXQIACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

5.39%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

9.95%

-6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

16.22%

-9.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

17.39%

-11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

18.72%

-12.23%