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QALGX vs. FHYTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QALGX vs. FHYTX - 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 Opportunistic High Yield Bond Fund (FHYTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QALGX achieves a 2.67% return, which is significantly higher than FHYTX's 1.32% return. Over the past 10 years, QALGX has outperformed FHYTX with an annualized return of 18.99%, while FHYTX has yielded a comparatively lower 6.00% annualized return.


QALGX

1D
0.25%
1M
-1.52%
6M
4.90%
YTD
2.67%
1Y
10.24%
3Y*
22.79%
5Y*
14.79%
10Y*
18.99%
ALL TIME*
11.92%

FHYTX

1D
0.00%
1M
-0.46%
6M
1.19%
YTD
1.32%
1Y
4.57%
3Y*
7.39%
5Y*
2.99%
10Y*
6.00%
ALL TIME*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

QALGX vs. FHYTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QALGX
Federated Hermes MDT Large Cap Growth Fund Class A
2.67%19.14%40.93%39.32%-25.07%30.14%38.00%31.73%1.24%25.16%
FHYTX
Federated Hermes Opportunistic High Yield Bond Fund
1.32%8.40%6.24%13.22%-13.45%7.37%6.72%15.34%-4.66%7.46%

Correlation

The correlation between QALGX and FHYTX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2006

0.52

The correlation between QALGX and FHYTX has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

QALGX vs. FHYTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QALGX
QALGX Risk / Return Rank: 1313
Overall Rank
QALGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
QALGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
QALGX Omega Ratio Rank: 1414
Omega Ratio Rank
QALGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
QALGX Martin Ratio Rank: 1212
Martin Ratio Rank

FHYTX
FHYTX Risk / Return Rank: 4545
Overall Rank
FHYTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FHYTX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FHYTX Omega Ratio Rank: 5555
Omega Ratio Rank
FHYTX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FHYTX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QALGX vs. FHYTX - 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 Opportunistic High Yield Bond Fund (FHYTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QALGXFHYTXDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.12

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.63

1.66

-1.03

Martin ratioReturn relative to average drawdown

1.81

7.65

-5.84

QALGX vs. FHYTX - Sharpe Ratio Comparison

The current QALGX Sharpe Ratio is 0.55, which is lower than the FHYTX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of QALGX and FHYTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QALGX vs. FHYTX - Drawdown Comparison

The maximum QALGX drawdown since its inception was -53.63%, which is greater than FHYTX's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for QALGX and FHYTX.


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Drawdown Indicators


QALGXFHYTXDifference

Max Drawdown

Largest peak-to-trough decline

-53.63%

-34.98%

-18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.86%

-2.76%

-13.10%

Max Drawdown (3Y)

Largest decline over 3 years

-25.02%

-4.12%

-20.90%

Max Drawdown (5Y)

Largest decline over 5 years

-30.12%

-17.04%

-13.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.73%

-24.18%

-7.55%

Current Drawdown

Current decline from peak

-6.36%

-0.62%

-5.74%

Average Drawdown

Average peak-to-trough decline

-9.13%

-4.51%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

0.60%

+4.86%

Volatility

QALGX vs. FHYTX - Volatility Comparison

Federated Hermes MDT Large Cap Growth Fund Class A (QALGX) has a higher volatility of 6.00% compared to Federated Hermes Opportunistic High Yield Bond Fund (FHYTX) at 0.72%. This indicates that QALGX's price experiences larger fluctuations and is considered to be riskier than FHYTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QALGXFHYTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

0.72%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

2.86%

+11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

3.63%

+14.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

5.66%

+15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

7.22%

+14.20%

QALGX vs. FHYTX - Expense Ratio Comparison

QALGX has a 1.00% expense ratio, which is higher than FHYTX's 0.98% expense ratio.


Dividends

QALGX vs. FHYTX - Dividend Comparison

QALGX's dividend yield for the trailing twelve months is around 3.33%, less than FHYTX's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
FHYTX
Federated Hermes Opportunistic High Yield Bond Fund
4.79%5.19%4.91%5.42%4.40%3.95%4.67%5.01%6.71%4.68%14.56%5.28%
QALGX
Federated Hermes MDT Large Cap Growth Fund Class A
3.33%3.42%7.26%1.59%14.79%20.92%7.92%5.33%10.82%7.70%0.57%12.13%

Frequently Asked Questions


QALGX and FHYTX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QALGX has higher volatility (6.00%) compared to FHYTX (0.72%). In terms of maximum drawdown, QALGX dropped -53.63% vs FHYTX's -34.98%.

FHYTX currently has the higher Sharpe Ratio (1.27 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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