KAUFX vs. SPY

In the year-to-date period, KAUFX achieves a 3.97% return, which is significantly higher than SPY's 1.17% return. Over the past 10 years, KAUFX has underperformed SPY with an annualized return of 8.38%, while SPY has yielded a comparatively higher 12.78% annualized return.

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KAUFX has a 1.96% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Fd (KAUFX) and SPDR S&P 500 ETF (SPY). 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.

The current KAUFX Sharpe Ratio is 0.54, which is comparable to the SPY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KAUFX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KAUFX's dividend yield for the trailing twelve months is around 10.76%, more than SPY's 1.21% yield.

The maximum KAUFX drawdown since its inception was -54.66%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KAUFX and SPY.

Federated Hermes Kaufmann Fd (KAUFX) has a higher volatility of 5.10% compared to SPDR S&P 500 ETF (SPY) at 4.78%. This indicates that KAUFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.