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LEIFX vs. QIACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEIFX vs. QIACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Equity Income Fund (LEIFX) and Federated Hermes MDT All Cap Core Fund (QIACX). The values are adjusted to include any dividend payments, if applicable.

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LEIFX vs. QIACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEIFX
Federated Hermes Equity Income Fund
2.97%15.18%-0.45%8.82%-7.96%21.12%6.43%21.27%-12.13%16.06%
QIACX
Federated Hermes MDT All Cap Core Fund
-7.69%21.15%31.07%23.52%-14.16%31.40%21.95%26.91%-2.64%21.07%

Returns By Period

In the year-to-date period, LEIFX achieves a 2.97% return, which is significantly higher than QIACX's -7.69% return. Over the past 10 years, LEIFX has underperformed QIACX with an annualized return of 7.72%, while QIACX has yielded a comparatively higher 15.25% annualized return.


LEIFX

1D
0.19%
1M
-5.65%
YTD
2.97%
6M
5.99%
1Y
16.97%
3Y*
9.02%
5Y*
5.40%
10Y*
7.72%

QIACX

1D
-0.26%
1M
-7.77%
YTD
-7.69%
6M
-4.32%
1Y
15.04%
3Y*
19.32%
5Y*
14.06%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEIFX vs. QIACX - Expense Ratio Comparison

LEIFX has a 1.11% expense ratio, which is higher than QIACX's 0.75% expense ratio.


Return for Risk

LEIFX vs. QIACX — Risk / Return Rank

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

LEIFX
LEIFX Risk / Return Rank: 6868
Overall Rank
LEIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LEIFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LEIFX Omega Ratio Rank: 7878
Omega Ratio Rank
LEIFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
LEIFX Martin Ratio Rank: 6868
Martin Ratio Rank

QIACX
QIACX Risk / Return Rank: 4242
Overall Rank
QIACX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QIACX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QIACX Omega Ratio Rank: 5151
Omega Ratio Rank
QIACX Calmar Ratio Rank: 3535
Calmar Ratio Rank
QIACX Martin Ratio Rank: 4646
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.

LEIFX vs. QIACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Equity Income Fund (LEIFX) and Federated Hermes MDT All Cap Core Fund (QIACX). 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.


LEIFXQIACXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.82

+0.43

Sortino ratio

Return per unit of downside risk

1.65

1.22

+0.43

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

1.39

0.94

+0.45

Martin ratio

Return relative to average drawdown

6.46

4.64

+1.83

LEIFX vs. QIACX - Sharpe Ratio Comparison

The current LEIFX Sharpe Ratio is 1.25, which is higher than the QIACX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LEIFX and QIACX, 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


LEIFXQIACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.82

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.81

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.82

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.09

Correlation

The correlation between LEIFX and QIACX 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

LEIFX vs. QIACX - Dividend Comparison

LEIFX's dividend yield for the trailing twelve months is around 24.62%, more than QIACX's 4.96% yield.


TTM20252024202320222021202020192018201720162015
LEIFX
Federated Hermes Equity Income Fund
24.62%24.92%0.82%1.08%7.54%16.37%1.17%2.01%19.47%5.34%3.98%3.15%
QIACX
Federated Hermes MDT All Cap Core Fund
4.96%4.58%8.65%1.40%10.90%17.44%3.01%3.34%8.60%0.69%1.12%1.25%

Drawdowns

LEIFX vs. QIACX - Drawdown Comparison

The maximum LEIFX drawdown since its inception was -49.19%, smaller than the maximum QIACX drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for LEIFX and QIACX.


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Drawdown Indicators


LEIFXQIACXDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-60.11%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-11.99%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.60%

-23.05%

-2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.86%

-36.47%

-0.39%

Current Drawdown

Current decline from peak

-5.65%

-8.65%

+3.00%

Average Drawdown

Average peak-to-trough decline

-10.07%

-9.36%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.66%

-0.19%

Volatility

LEIFX vs. QIACX - Volatility Comparison

The current volatility for Federated Hermes Equity Income Fund (LEIFX) is 2.92%, while Federated Hermes MDT All Cap Core Fund (QIACX) has a volatility of 4.20%. This indicates that LEIFX experiences smaller price fluctuations and is considered to be less risky than QIACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEIFXQIACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

4.20%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

9.52%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

15.98%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

17.34%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

18.69%

-1.31%