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QALGX vs. EMDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QALGX vs. EMDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Growth Fund Class A (QALGX) and Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX). The values are adjusted to include any dividend payments, if applicable.

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QALGX vs. EMDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QALGX
Federated Hermes MDT Large Cap Growth Fund Class A
-12.44%19.14%40.93%39.32%-25.07%30.14%38.00%31.73%1.24%25.16%
EMDIX
Federated Hermes Emerging Market Debt Fund Institutional Shares
-2.91%17.32%6.31%14.65%-16.00%-3.01%5.92%13.28%-5.04%15.06%

Returns By Period

In the year-to-date period, QALGX achieves a -12.44% return, which is significantly lower than EMDIX's -2.91% return. Over the past 10 years, QALGX has outperformed EMDIX with an annualized return of 17.26%, while EMDIX has yielded a comparatively lower 4.21% annualized return.


QALGX

1D
-0.38%
1M
-8.10%
YTD
-12.44%
6M
-9.95%
1Y
13.58%
3Y*
21.72%
5Y*
14.64%
10Y*
17.26%

EMDIX

1D
-0.34%
1M
-5.31%
YTD
-2.91%
6M
0.53%
1Y
11.22%
3Y*
10.88%
5Y*
3.31%
10Y*
4.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QALGX vs. EMDIX - Expense Ratio Comparison

QALGX has a 1.00% expense ratio, which is higher than EMDIX's 0.94% expense ratio.


Return for Risk

QALGX vs. EMDIX — Risk / Return Rank

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

QALGX
QALGX Risk / Return Rank: 2020
Overall Rank
QALGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
QALGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
QALGX Omega Ratio Rank: 2222
Omega Ratio Rank
QALGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
QALGX Martin Ratio Rank: 1818
Martin Ratio Rank

EMDIX
EMDIX Risk / Return Rank: 8686
Overall Rank
EMDIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMDIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
EMDIX Omega Ratio Rank: 9393
Omega Ratio Rank
EMDIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMDIX Martin Ratio Rank: 7979
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.

QALGX vs. EMDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Growth Fund Class A (QALGX) and Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX). 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.


QALGXEMDIXDifference

Sharpe ratio

Return per unit of total volatility

0.54

2.05

-1.51

Sortino ratio

Return per unit of downside risk

0.87

2.59

-1.72

Omega ratio

Gain probability vs. loss probability

1.14

1.46

-0.33

Calmar ratio

Return relative to maximum drawdown

0.63

1.81

-1.19

Martin ratio

Return relative to average drawdown

1.98

7.76

-5.78

QALGX vs. EMDIX - Sharpe Ratio Comparison

The current QALGX Sharpe Ratio is 0.54, which is lower than the EMDIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of QALGX and EMDIX, 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


QALGXEMDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.05

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.54

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.64

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.53

+0.01

Correlation

The correlation between QALGX and EMDIX is 0.32, 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.


Dividends

QALGX vs. EMDIX - Dividend Comparison

QALGX's dividend yield for the trailing twelve months is around 3.91%, more than EMDIX's 1.02% yield.


TTM20252024202320222021202020192018201720162015
QALGX
Federated Hermes MDT Large Cap Growth Fund Class A
3.91%3.42%7.26%1.59%14.79%20.92%7.92%5.33%10.82%7.70%0.57%12.13%
EMDIX
Federated Hermes Emerging Market Debt Fund Institutional Shares
1.02%0.29%2.83%3.13%5.61%2.17%3.71%2.08%4.25%7.78%3.38%4.17%

Drawdowns

QALGX vs. EMDIX - Drawdown Comparison

The maximum QALGX drawdown since its inception was -53.63%, which is greater than EMDIX's maximum drawdown of -27.01%. Use the drawdown chart below to compare losses from any high point for QALGX and EMDIX.


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Drawdown Indicators


QALGXEMDIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.63%

-27.01%

-26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.86%

-5.72%

-10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.12%

-27.01%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-31.73%

-27.01%

-4.72%

Current Drawdown

Current decline from peak

-15.86%

-5.72%

-10.14%

Average Drawdown

Average peak-to-trough decline

-9.21%

-5.72%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

1.34%

+3.67%

Volatility

QALGX vs. EMDIX - Volatility Comparison

Federated Hermes MDT Large Cap Growth Fund Class A (QALGX) has a higher volatility of 5.47% compared to Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX) at 2.66%. This indicates that QALGX's price experiences larger fluctuations and is considered to be riskier than EMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QALGXEMDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

2.66%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

3.70%

+9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

6.04%

+13.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

6.22%

+14.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

6.61%

+14.67%