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ISCAX vs. VFSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCAX vs. VFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Small-Mid Company Fund (ISCAX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ISCAX having a 12.00% return and VFSNX slightly lower at 11.76%. Over the past 10 years, ISCAX has outperformed VFSNX with an annualized return of 10.09%, while VFSNX has yielded a comparatively lower 8.21% annualized return.


ISCAX

1D
0.02%
1M
4.25%
YTD
12.00%
6M
14.39%
1Y
21.81%
3Y*
18.24%
5Y*
6.22%
10Y*
10.09%

VFSNX

1D
0.05%
1M
1.81%
YTD
11.76%
6M
14.55%
1Y
28.61%
3Y*
17.18%
5Y*
6.19%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCAX vs. VFSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISCAX
Federated Hermes International Small-Mid Company Fund
12.00%34.01%5.67%12.61%-23.62%5.98%31.26%31.76%-18.88%34.73%
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
11.76%29.97%2.63%15.18%-21.26%12.74%11.92%21.72%-18.46%30.30%

Correlation

The correlation between ISCAX and VFSNX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2009

0.91

The correlation between ISCAX and VFSNX shifts across timeframes, from 0.75 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISCAX vs. VFSNX — Risk / Return Rank

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

ISCAX
ISCAX Risk / Return Rank: 3838
Overall Rank
ISCAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ISCAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
ISCAX Omega Ratio Rank: 3636
Omega Ratio Rank
ISCAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
ISCAX Martin Ratio Rank: 4242
Martin Ratio Rank

VFSNX
VFSNX Risk / Return Rank: 4747
Overall Rank
VFSNX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VFSNX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VFSNX Omega Ratio Rank: 5050
Omega Ratio Rank
VFSNX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VFSNX Martin Ratio Rank: 4545
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.

ISCAX vs. VFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Small-Mid Company Fund (ISCAX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.


ISCAXVFSNXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.32

1.39

-0.07

Calmar ratioReturn relative to maximum drawdown

2.26

2.46

-0.20

Martin ratioReturn relative to average drawdown

8.93

9.47

-0.54

ISCAX vs. VFSNX - Sharpe Ratio Comparison

The current ISCAX Sharpe Ratio is 1.75, which is comparable to the VFSNX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ISCAX and VFSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ISCAXVFSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.11

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.41

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.52

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.59

-0.09

Drawdowns

ISCAX vs. VFSNX - Drawdown Comparison

The maximum ISCAX drawdown since its inception was -71.55%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for ISCAX and VFSNX.


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Drawdown Indicators


ISCAXVFSNXDifference

Max Drawdown

Largest peak-to-trough decline

-71.55%

-43.65%

-27.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-11.47%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.90%

-14.70%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-40.33%

-33.75%

-6.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.33%

-43.65%

+3.32%

Current Drawdown

Current decline from peak

-0.74%

-1.09%

+0.35%

Average Drawdown

Average peak-to-trough decline

-22.23%

-9.49%

-12.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.98%

+0.15%

Volatility

ISCAX vs. VFSNX - Volatility Comparison

Federated Hermes International Small-Mid Company Fund (ISCAX) has a higher volatility of 5.12% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) at 4.30%. This indicates that ISCAX's price experiences larger fluctuations and is considered to be riskier than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCAXVFSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

4.30%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

11.19%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

13.40%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

15.03%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

15.76%

+1.68%

ISCAX vs. VFSNX - Expense Ratio Comparison

ISCAX has a 1.24% expense ratio, which is higher than VFSNX's 0.11% expense ratio.


Dividends

ISCAX vs. VFSNX - Dividend Comparison

ISCAX's dividend yield for the trailing twelve months is around 6.65%, more than VFSNX's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
ISCAX
Federated Hermes International Small-Mid Company Fund
6.65%7.45%0.00%0.84%0.79%7.79%5.80%4.89%15.53%6.51%0.92%12.23%
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
3.01%3.36%3.41%3.11%2.26%2.70%1.90%3.25%2.81%2.85%2.93%2.69%

Frequently Asked Questions


ISCAX and VFSNX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCAX has higher volatility (5.12%) compared to VFSNX (4.30%). In terms of maximum drawdown, ISCAX dropped -71.55% vs VFSNX's -43.65%.

VFSNX currently has the higher Sharpe Ratio (2.11 vs 1.75), 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.

Portfolio Optimizer

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