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KAUFX vs. KLCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KAUFX vs. KLCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Kaufmann Fd (KAUFX) and Federated Hermes Kaufmann Large Cap Fund (KLCIX). The values are adjusted to include any dividend payments, if applicable.

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KAUFX vs. KLCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KAUFX
Federated Hermes Kaufmann Fd
-12.10%12.18%29.84%14.88%-30.30%2.46%28.54%32.56%4.03%27.65%
KLCIX
Federated Hermes Kaufmann Large Cap Fund
-11.73%18.71%90.57%33.02%-30.06%13.95%28.58%38.16%0.16%23.57%

Returns By Period

The year-to-date returns for both investments are quite close, with KAUFX having a -12.10% return and KLCIX slightly higher at -11.73%. Over the past 10 years, KAUFX has underperformed KLCIX with an annualized return of 10.30%, while KLCIX has yielded a comparatively higher 17.40% annualized return.


KAUFX

1D
-1.00%
1M
-12.26%
YTD
-12.10%
6M
-12.45%
1Y
8.18%
3Y*
13.08%
5Y*
1.76%
10Y*
10.30%

KLCIX

1D
-0.80%
1M
-9.37%
YTD
-11.73%
6M
-9.65%
1Y
14.91%
3Y*
35.65%
5Y*
16.76%
10Y*
17.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KAUFX vs. KLCIX - Expense Ratio Comparison

KAUFX has a 1.96% expense ratio, which is higher than KLCIX's 0.84% expense ratio.


Return for Risk

KAUFX vs. KLCIX — Risk / Return Rank

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

KAUFX
KAUFX Risk / Return Rank: 1313
Overall Rank
KAUFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KAUFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
KAUFX Omega Ratio Rank: 1313
Omega Ratio Rank
KAUFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
KAUFX Martin Ratio Rank: 1414
Martin Ratio Rank

KLCIX
KLCIX Risk / Return Rank: 2626
Overall Rank
KLCIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
KLCIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
KLCIX Omega Ratio Rank: 3030
Omega Ratio Rank
KLCIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
KLCIX Martin Ratio Rank: 2424
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.

KAUFX vs. KLCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Fd (KAUFX) and Federated Hermes Kaufmann Large Cap Fund (KLCIX). 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.


KAUFXKLCIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.66

-0.37

Sortino ratio

Return per unit of downside risk

0.54

1.02

-0.47

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.33

0.74

-0.41

Martin ratio

Return relative to average drawdown

1.33

2.62

-1.29

KAUFX vs. KLCIX - Sharpe Ratio Comparison

The current KAUFX Sharpe Ratio is 0.29, which is lower than the KLCIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of KAUFX and KLCIX, 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


KAUFXKLCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.66

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.32

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.44

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.41

+0.15

Correlation

The correlation between KAUFX and KLCIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KAUFX vs. KLCIX - Dividend Comparison

KAUFX's dividend yield for the trailing twelve months is around 12.24%, less than KLCIX's 33.54% yield.


TTM20252024202320222021202020192018201720162015
KAUFX
Federated Hermes Kaufmann Fd
12.24%10.76%22.39%1.89%0.00%9.77%6.94%11.75%15.74%11.76%10.48%16.34%
KLCIX
Federated Hermes Kaufmann Large Cap Fund
33.54%29.60%72.67%29.59%26.95%14.50%3.48%4.34%11.36%1.41%0.00%0.01%

Drawdowns

KAUFX vs. KLCIX - Drawdown Comparison

The maximum KAUFX drawdown since its inception was -54.66%, which is greater than KLCIX's maximum drawdown of -51.80%. Use the drawdown chart below to compare losses from any high point for KAUFX and KLCIX.


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Drawdown Indicators


KAUFXKLCIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.66%

-51.80%

-2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.83%

-15.36%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-40.76%

-41.04%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

-41.04%

+0.28%

Current Drawdown

Current decline from peak

-14.83%

-25.06%

+10.23%

Average Drawdown

Average peak-to-trough decline

-11.23%

-9.26%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

4.35%

-0.70%

Volatility

KAUFX vs. KLCIX - Volatility Comparison

Federated Hermes Kaufmann Fd (KAUFX) has a higher volatility of 6.03% compared to Federated Hermes Kaufmann Large Cap Fund (KLCIX) at 5.27%. This indicates that KAUFX's price experiences larger fluctuations and is considered to be riskier than KLCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KAUFXKLCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.27%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

11.73%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

18.44%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

52.22%

-31.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

39.63%

-18.90%