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ISHIX vs. QILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHIX vs. QILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Corporate Bond Fund (ISHIX) and Federated Hermes MDT Large Cap Growth Fund (QILGX). The values are adjusted to include any dividend payments, if applicable.

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ISHIX vs. QILGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHIX
Federated Hermes Corporate Bond Fund
-1.10%6.94%2.06%7.72%-14.64%-0.07%8.83%13.86%-2.94%6.63%
QILGX
Federated Hermes MDT Large Cap Growth Fund
-9.18%19.46%40.83%39.63%-24.86%30.46%38.39%32.01%1.52%25.42%

Returns By Period

In the year-to-date period, ISHIX achieves a -1.10% return, which is significantly higher than QILGX's -9.18% return. Over the past 10 years, ISHIX has underperformed QILGX with an annualized return of 2.90%, while QILGX has yielded a comparatively higher 17.94% annualized return.


ISHIX

1D
0.48%
1M
-2.02%
YTD
-1.10%
6M
-0.26%
1Y
4.02%
3Y*
3.96%
5Y*
0.49%
10Y*
2.90%

QILGX

1D
3.69%
1M
-4.55%
YTD
-9.18%
6M
-6.82%
1Y
18.03%
3Y*
23.36%
5Y*
15.35%
10Y*
17.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISHIX vs. QILGX - Expense Ratio Comparison

ISHIX has a 0.86% expense ratio, which is higher than QILGX's 0.75% expense ratio.


Return for Risk

ISHIX vs. QILGX — Risk / Return Rank

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

ISHIX
ISHIX Risk / Return Rank: 6262
Overall Rank
ISHIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISHIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
ISHIX Omega Ratio Rank: 6262
Omega Ratio Rank
ISHIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
ISHIX Martin Ratio Rank: 6262
Martin Ratio Rank

QILGX
QILGX Risk / Return Rank: 4343
Overall Rank
QILGX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
QILGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
QILGX Omega Ratio Rank: 5050
Omega Ratio Rank
QILGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
QILGX Martin Ratio Rank: 3434
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.

ISHIX vs. QILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Corporate Bond Fund (ISHIX) 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.


ISHIXQILGXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.91

+0.20

Sortino ratio

Return per unit of downside risk

1.53

1.37

+0.16

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.60

1.16

+0.44

Martin ratio

Return relative to average drawdown

5.88

3.79

+2.09

ISHIX vs. QILGX - Sharpe Ratio Comparison

The current ISHIX Sharpe Ratio is 1.11, which is comparable to the QILGX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ISHIX and QILGX, 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


ISHIXQILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.91

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.73

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.85

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.56

+0.66

Correlation

The correlation between ISHIX and QILGX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ISHIX vs. QILGX - Dividend Comparison

ISHIX's dividend yield for the trailing twelve months is around 3.74%, more than QILGX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
ISHIX
Federated Hermes Corporate Bond Fund
3.74%3.34%3.26%3.45%3.63%3.16%3.15%3.62%3.72%3.92%4.12%5.59%
QILGX
Federated Hermes MDT Large Cap Growth Fund
3.41%3.09%6.60%1.47%13.57%19.44%7.47%5.07%10.33%7.40%0.55%11.76%

Drawdowns

ISHIX vs. QILGX - Drawdown Comparison

The maximum ISHIX drawdown since its inception was -21.10%, smaller than the maximum QILGX drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for ISHIX and QILGX.


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Drawdown Indicators


ISHIXQILGXDifference

Max Drawdown

Largest peak-to-trough decline

-21.10%

-53.48%

+32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-15.55%

+12.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.00%

-30.05%

+10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-20.00%

-31.68%

+11.68%

Current Drawdown

Current decline from peak

-2.36%

-12.44%

+10.08%

Average Drawdown

Average peak-to-trough decline

-2.68%

-9.01%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

4.75%

-3.98%

Volatility

ISHIX vs. QILGX - Volatility Comparison

The current volatility for Federated Hermes Corporate Bond Fund (ISHIX) is 1.69%, while Federated Hermes MDT Large Cap Growth Fund (QILGX) has a volatility of 6.81%. This indicates that ISHIX 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


ISHIXQILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

6.81%

-5.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

13.44%

-10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

19.96%

-15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

21.04%

-15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

21.22%

-16.07%