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IVFIX vs. FGSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVFIX vs. FGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Strategic Value Dividend Fund (IVFIX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). The values are adjusted to include any dividend payments, if applicable.

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IVFIX vs. FGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVFIX
Federated Hermes International Strategic Value Dividend Fund
6.75%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
-6.56%10.54%32.97%27.05%-24.60%22.39%35.50%27.95%-3.23%24.38%

Returns By Period

In the year-to-date period, IVFIX achieves a 6.75% return, which is significantly higher than FGSAX's -6.56% return. Over the past 10 years, IVFIX has underperformed FGSAX with an annualized return of 7.22%, while FGSAX has yielded a comparatively higher 13.87% annualized return.


IVFIX

1D
1.46%
1M
-4.48%
YTD
6.75%
6M
11.60%
1Y
24.65%
3Y*
14.44%
5Y*
10.48%
10Y*
7.22%

FGSAX

1D
3.29%
1M
-5.16%
YTD
-6.56%
6M
-8.51%
1Y
11.71%
3Y*
16.75%
5Y*
9.60%
10Y*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVFIX vs. FGSAX - Expense Ratio Comparison

IVFIX has a 0.86% expense ratio, which is lower than FGSAX's 1.15% expense ratio.


Return for Risk

IVFIX vs. FGSAX — Risk / Return Rank

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

IVFIX
IVFIX Risk / Return Rank: 9494
Overall Rank
IVFIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9191
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9898
Martin Ratio Rank

FGSAX
FGSAX Risk / Return Rank: 2020
Overall Rank
FGSAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FGSAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FGSAX Omega Ratio Rank: 2323
Omega Ratio Rank
FGSAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FGSAX Martin Ratio Rank: 1818
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.

IVFIX vs. FGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Strategic Value Dividend Fund (IVFIX) and Federated Hermes MDT Mid Cap Growth Fund (FGSAX). 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.


IVFIXFGSAXDifference

Sharpe ratio

Return per unit of total volatility

2.12

0.57

+1.55

Sortino ratio

Return per unit of downside risk

2.75

0.97

+1.78

Omega ratio

Gain probability vs. loss probability

1.43

1.14

+0.29

Calmar ratio

Return relative to maximum drawdown

4.40

0.65

+3.74

Martin ratio

Return relative to average drawdown

18.54

2.04

+16.50

IVFIX vs. FGSAX - Sharpe Ratio Comparison

The current IVFIX Sharpe Ratio is 2.12, which is higher than the FGSAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IVFIX and FGSAX, 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


IVFIXFGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.57

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.43

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.62

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.47

-0.26

Correlation

The correlation between IVFIX and FGSAX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IVFIX vs. FGSAX - Dividend Comparison

IVFIX's dividend yield for the trailing twelve months is around 3.09%, less than FGSAX's 5.27% yield.


TTM20252024202320222021202020192018201720162015
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.09%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%
FGSAX
Federated Hermes MDT Mid Cap Growth Fund
5.27%4.92%4.32%0.00%2.31%25.75%7.07%8.13%14.46%13.93%0.89%25.34%

Drawdowns

IVFIX vs. FGSAX - Drawdown Comparison

The maximum IVFIX drawdown since its inception was -51.49%, smaller than the maximum FGSAX drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for IVFIX and FGSAX.


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Drawdown Indicators


IVFIXFGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-66.17%

+14.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-13.73%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-35.79%

+14.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-37.19%

+3.73%

Current Drawdown

Current decline from peak

-5.22%

-10.89%

+5.67%

Average Drawdown

Average peak-to-trough decline

-11.69%

-16.19%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

4.41%

-2.40%

Volatility

IVFIX vs. FGSAX - Volatility Comparison

The current volatility for Federated Hermes International Strategic Value Dividend Fund (IVFIX) is 4.59%, while Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a volatility of 6.50%. This indicates that IVFIX experiences smaller price fluctuations and is considered to be less risky than FGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVFIXFGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

6.50%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

14.19%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

20.64%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

22.43%

-9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

22.32%

-7.58%