KAUFX vs. VO
Compare and contrast key facts about Federated Hermes Kaufmann Fd (KAUFX) and Vanguard Mid-Cap ETF (VO).
KAUFX is managed by Federated. It was launched on Feb 21, 1986. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KAUFX or VO.
Performance
KAUFX vs. VO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with KAUFX having a 20.34% return and VO slightly lower at 19.83%. Over the past 10 years, KAUFX has underperformed VO with an annualized return of -0.55%, while VO has yielded a comparatively higher 10.06% annualized return.
KAUFX
20.34%
0.64%
11.84%
27.36%
-0.28%
-0.55%
VO
19.83%
1.58%
11.67%
30.32%
11.59%
10.06%
Key characteristics
| KAUFX | VO | |
|---|---|---|
| Sharpe Ratio | 1.78 | 2.51 |
| Sortino Ratio | 2.42 | 3.45 |
| Omega Ratio | 1.32 | 1.44 |
| Calmar Ratio | 0.74 | 2.03 |
| Martin Ratio | 12.44 | 15.02 |
| Ulcer Index | 2.28% | 2.06% |
| Daily Std Dev | 15.92% | 12.31% |
| Max Drawdown | -64.45% | -58.89% |
| Current Drawdown | -21.50% | -1.46% |
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KAUFX vs. VO - Expense Ratio Comparison
KAUFX has a 1.96% expense ratio, which is higher than VO's 0.04% expense ratio.
Correlation
The correlation between KAUFX and VO is 0.87, 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.
Risk-Adjusted Performance
KAUFX vs. VO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Fd (KAUFX) and Vanguard Mid-Cap ETF (VO). 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.
Dividends
KAUFX vs. VO - Dividend Comparison
KAUFX has not paid dividends to shareholders, while VO's dividend yield for the trailing twelve months is around 1.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KAUFX Federated Hermes Kaufmann Fd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.81% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
Drawdowns
KAUFX vs. VO - Drawdown Comparison
The maximum KAUFX drawdown since its inception was -64.45%, which is greater than VO's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for KAUFX and VO. For additional features, visit the drawdowns tool.
Volatility
KAUFX vs. VO - Volatility Comparison
Federated Hermes Kaufmann Fd (KAUFX) has a higher volatility of 5.16% compared to Vanguard Mid-Cap ETF (VO) at 3.92%. This indicates that KAUFX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.