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KAUFX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KAUFX and SWVXX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

KAUFX vs. SWVXX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-0.34%
2.25%
KAUFX
SWVXX

Key characteristics

Sharpe Ratio

KAUFX:

0.48

SWVXX:

3.40

Ulcer Index

KAUFX:

5.61%

SWVXX:

0.00%

Daily Std Dev

KAUFX:

19.80%

SWVXX:

1.31%

Max Drawdown

KAUFX:

-64.45%

SWVXX:

0.00%

Current Drawdown

KAUFX:

-28.20%

SWVXX:

0.00%

Returns By Period

Over the past 10 years, KAUFX has underperformed SWVXX with an annualized return of 0.07%, while SWVXX has yielded a comparatively higher 1.59% annualized return.


KAUFX

YTD

4.51%

1M

3.02%

6M

1.05%

1Y

8.02%

5Y*

-1.36%

10Y*

0.07%

SWVXX

YTD

0.00%

1M

0.37%

6M

2.25%

1Y

4.46%

5Y*

2.33%

10Y*

1.59%

*Annualized

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Risk-Adjusted Performance

KAUFX vs. SWVXX — Risk-Adjusted Performance Rank

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

KAUFX
The Risk-Adjusted Performance Rank of KAUFX is 1919
Overall Rank
The Sharpe Ratio Rank of KAUFX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of KAUFX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of KAUFX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of KAUFX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of KAUFX is 2121
Martin Ratio Rank

SWVXX
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KAUFX vs. SWVXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Fd (KAUFX) and Schwab Value Advantage Money Fund (SWVXX). 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.


Sharpe ratio
The chart of Sharpe ratio for KAUFX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.000.443.40
The chart of Sortino ratio for KAUFX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.0014.000.65
The chart of Omega ratio for KAUFX, currently valued at 1.10, compared to the broader market1.002.003.004.001.10
The chart of Calmar ratio for KAUFX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.25
The chart of Martin ratio for KAUFX, currently valued at 1.52, compared to the broader market0.0020.0040.0060.0080.001.52
KAUFX
SWVXX

The current KAUFX Sharpe Ratio is 0.48, which is lower than the SWVXX Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of KAUFX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.44
3.40
KAUFX
SWVXX

Drawdowns

KAUFX vs. SWVXX - Drawdown Comparison

The maximum KAUFX drawdown since its inception was -64.45%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for KAUFX and SWVXX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.20%
0
KAUFX
SWVXX

Volatility

KAUFX vs. SWVXX - Volatility Comparison

Federated Hermes Kaufmann Fd (KAUFX) has a higher volatility of 5.77% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.37%. This indicates that KAUFX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.77%
0.37%
KAUFX
SWVXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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