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QAMNX vs. FMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QAMNX vs. FMBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Market Neutral A (QAMNX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). The values are adjusted to include any dividend payments, if applicable.

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QAMNX vs. FMBPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QAMNX
Federated Hermes MDT Market Neutral A
1.41%10.00%17.33%4.71%9.19%12.29%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
-0.18%9.03%1.04%4.44%-12.21%-0.63%

Returns By Period

In the year-to-date period, QAMNX achieves a 1.41% return, which is significantly higher than FMBPX's -0.18% return.


QAMNX

1D
0.33%
1M
-0.28%
YTD
1.41%
6M
5.59%
1Y
7.87%
3Y*
10.38%
5Y*
10Y*

FMBPX

1D
0.59%
1M
-2.19%
YTD
-0.18%
6M
1.51%
1Y
5.46%
3Y*
3.90%
5Y*
0.19%
10Y*
1.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QAMNX vs. FMBPX - Expense Ratio Comparison

QAMNX has a 1.86% expense ratio, which is higher than FMBPX's 0.02% expense ratio.


Return for Risk

QAMNX vs. FMBPX — Risk / Return Rank

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

QAMNX
QAMNX Risk / Return Rank: 7272
Overall Rank
QAMNX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QAMNX Sortino Ratio Rank: 8080
Sortino Ratio Rank
QAMNX Omega Ratio Rank: 7676
Omega Ratio Rank
QAMNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
QAMNX Martin Ratio Rank: 5454
Martin Ratio Rank

FMBPX
FMBPX Risk / Return Rank: 7272
Overall Rank
FMBPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 7070
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 6161
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.

QAMNX vs. FMBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Market Neutral A (QAMNX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). 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.


QAMNXFMBPXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.25

+0.05

Sortino ratio

Return per unit of downside risk

2.00

1.87

+0.12

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

1.81

2.11

-0.30

Martin ratio

Return relative to average drawdown

5.23

5.85

-0.62

QAMNX vs. FMBPX - Sharpe Ratio Comparison

The current QAMNX Sharpe Ratio is 1.30, which is comparable to the FMBPX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of QAMNX and FMBPX, 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


QAMNXFMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.25

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.25

+0.62

Correlation

The correlation between QAMNX and FMBPX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QAMNX vs. FMBPX - Dividend Comparison

QAMNX's dividend yield for the trailing twelve months is around 1.51%, less than FMBPX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
QAMNX
Federated Hermes MDT Market Neutral A
1.51%1.53%1.85%5.89%11.74%20.80%0.00%0.00%0.00%0.00%0.00%0.00%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
4.60%4.87%4.29%3.46%2.29%1.96%2.68%3.23%3.14%2.83%2.72%2.65%

Drawdowns

QAMNX vs. FMBPX - Drawdown Comparison

The maximum QAMNX drawdown since its inception was -17.97%, roughly equal to the maximum FMBPX drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for QAMNX and FMBPX.


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Drawdown Indicators


QAMNXFMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-18.34%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-3.15%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-18.34%

Current Drawdown

Current decline from peak

-0.37%

-2.19%

+1.82%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.29%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.13%

+0.31%

Volatility

QAMNX vs. FMBPX - Volatility Comparison

The current volatility for Federated Hermes MDT Market Neutral A (QAMNX) is 1.07%, while Federated Hermes Mortgage Strategy Portfolio (FMBPX) has a volatility of 1.53%. This indicates that QAMNX experiences smaller price fluctuations and is considered to be less risky than FMBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QAMNXFMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.53%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

3.02%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

5.44%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

6.72%

+7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.05%

5.08%

+8.97%