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QAMNX vs. PIEFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QAMNX vs. PIEFX - 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 Emerging Markets Equity Fund (PIEFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QAMNX achieves a 4.61% return, which is significantly lower than PIEFX's 20.42% return.


QAMNX

1D
0.54%
1M
3.68%
6M
5.25%
YTD
4.61%
1Y
8.81%
3Y*
12.11%
5Y*
10Y*
ALL TIME*
12.00%

PIEFX

1D
2.69%
1M
-8.34%
6M
4.81%
YTD
20.42%
1Y
38.36%
3Y*
20.32%
5Y*
4.59%
10Y*
ALL TIME*
10.91%
*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

QAMNX vs. PIEFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QAMNX
Federated Hermes MDT Market Neutral A
4.61%10.00%17.33%4.71%9.19%12.29%
PIEFX
Federated Hermes Emerging Markets Equity Fund
20.42%36.22%11.90%4.79%-30.60%-6.32%

Correlation

The correlation between QAMNX and PIEFX is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.14

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

-0.03

The correlation between QAMNX and PIEFX shifts across timeframes, from -0.14 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QAMNX vs. PIEFX — Risk / Return Rank

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

QAMNX
QAMNX Risk / Return Rank: 5454
Overall Rank
QAMNX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QAMNX Sortino Ratio Rank: 5757
Sortino Ratio Rank
QAMNX Omega Ratio Rank: 6161
Omega Ratio Rank
QAMNX Calmar Ratio Rank: 6868
Calmar Ratio Rank
QAMNX Martin Ratio Rank: 3434
Martin Ratio Rank

PIEFX
PIEFX Risk / Return Rank: 6161
Overall Rank
PIEFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PIEFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PIEFX Omega Ratio Rank: 6161
Omega Ratio Rank
PIEFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PIEFX Martin Ratio Rank: 5757
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.

QAMNX vs. PIEFX - 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 Emerging Markets Equity Fund (PIEFX). 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.


QAMNXPIEFXDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

2.18

2.34

-0.16

Martin ratioReturn relative to average drawdown

4.83

7.80

-2.97

QAMNX vs. PIEFX - Sharpe Ratio Comparison

The current QAMNX Sharpe Ratio is 1.34, which is comparable to the PIEFX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of QAMNX and PIEFX, 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

QAMNX vs. PIEFX - Drawdown Comparison

The maximum QAMNX drawdown since its inception was -17.97%, smaller than the maximum PIEFX drawdown of -48.43%. Use the drawdown chart below to compare losses from any high point for QAMNX and PIEFX.


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Drawdown Indicators


QAMNXPIEFXDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-48.43%

+30.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-17.47%

+13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-4.16%

-17.47%

+13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-46.27%

Current Drawdown

Current decline from peak

0.00%

-15.24%

+15.24%

Average Drawdown

Average peak-to-trough decline

-5.03%

-18.98%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

5.05%

-3.18%

Volatility

QAMNX vs. PIEFX - Volatility Comparison

The current volatility for Federated Hermes MDT Market Neutral A (QAMNX) is 1.55%, while Federated Hermes Emerging Markets Equity Fund (PIEFX) has a volatility of 10.76%. This indicates that QAMNX experiences smaller price fluctuations and is considered to be less risky than PIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QAMNXPIEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

10.76%

-9.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

22.51%

-18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.74%

25.55%

-18.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

20.31%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

20.45%

-6.77%

QAMNX vs. PIEFX - Expense Ratio Comparison

QAMNX has a 1.86% expense ratio, which is higher than PIEFX's 0.98% expense ratio.


Dividends

QAMNX vs. PIEFX - Dividend Comparison

QAMNX's dividend yield for the trailing twelve months is around 1.46%, more than PIEFX's 1.41% yield.


PositionTTM202520242023202220212020201920182017
PIEFX
Federated Hermes Emerging Markets Equity Fund
1.41%1.70%1.12%0.63%0.99%0.00%0.00%0.42%2.01%0.44%
QAMNX
Federated Hermes MDT Market Neutral A
1.46%1.53%1.85%5.89%11.74%20.80%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QAMNX and PIEFX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIEFX has higher volatility (10.76%) compared to QAMNX (1.55%). In terms of maximum drawdown, QAMNX dropped -17.97% vs PIEFX's -48.43%.

PIEFX currently has the higher Sharpe Ratio (1.60 vs 1.34), 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

Find the right allocation for QAMNX and PIEFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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