PortfoliosLab logoPortfoliosLab logo
QCLGX vs. VIGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCLGX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Growth Fund Class C (QCLGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QCLGX achieves a 1.93% return, which is significantly lower than VIGAX's 3.80% return. Both investments have delivered pretty close results over the past 10 years, with QCLGX having a 18.02% annualized return and VIGAX not far behind at 17.14%.


QCLGX

1D
3.26%
1M
-1.82%
6M
3.93%
YTD
1.93%
1Y
9.12%
3Y*
22.24%
5Y*
14.15%
10Y*
18.02%
ALL TIME*
11.13%

VIGAX

1D
2.71%
1M
-1.61%
6M
5.19%
YTD
3.80%
1Y
14.04%
3Y*
20.59%
5Y*
11.90%
10Y*
17.14%
ALL TIME*
9.56%
*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

QCLGX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QCLGX
Federated Hermes MDT Large Cap Growth Fund Class C
1.93%18.29%41.71%38.26%-25.69%29.19%37.06%30.69%0.46%24.22%
VIGAX
Vanguard Growth Index Fund Admiral Shares
3.80%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Correlation

The correlation between QCLGX and VIGAX is 0.51, 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.

0.51

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

0.63

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

0.80

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

0.87

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

0.91

Over the past year, the correlation between QCLGX and VIGAX has dropped to 0.51 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QCLGX vs. VIGAX — Risk / Return Rank

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

QCLGX
QCLGX Risk / Return Rank: 1111
Overall Rank
QCLGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
QCLGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
QCLGX Omega Ratio Rank: 1313
Omega Ratio Rank
QCLGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
QCLGX Martin Ratio Rank: 1111
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 1818
Overall Rank
VIGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 1919
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 1717
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.

QCLGX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Growth Fund Class C (QCLGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


QCLGXVIGAXDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.54

0.71

-0.16

Martin ratioReturn relative to average drawdown

1.51

2.26

-0.75

QCLGX vs. VIGAX - Sharpe Ratio Comparison

The current QCLGX Sharpe Ratio is 0.49, which is comparable to the VIGAX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of QCLGX and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QCLGX vs. VIGAX - Drawdown Comparison

The maximum QCLGX drawdown since its inception was -54.01%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for QCLGX and VIGAX.


Loading charts...

Drawdown Indicators


QCLGXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.01%

-50.66%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-17.11%

-16.51%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.07%

-23.04%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-35.63%

+5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-31.79%

-35.63%

+3.84%

Current Drawdown

Current decline from peak

-6.73%

-6.60%

-0.13%

Average Drawdown

Average peak-to-trough decline

-9.75%

-11.92%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

5.16%

+0.98%

Volatility

QCLGX vs. VIGAX - Volatility Comparison

Federated Hermes MDT Large Cap Growth Fund Class C (QCLGX) has a higher volatility of 6.01% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 5.41%. This indicates that QCLGX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QCLGXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

5.41%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

14.24%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

17.76%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

22.62%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

21.69%

+0.08%

QCLGX vs. VIGAX - Expense Ratio Comparison

QCLGX has a 1.79% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Dividends

QCLGX vs. VIGAX - Dividend Comparison

QCLGX's dividend yield for the trailing twelve months is around 4.63%, more than VIGAX's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
QCLGX
Federated Hermes MDT Large Cap Growth Fund Class C
4.63%4.72%9.81%2.11%19.37%26.17%9.41%6.20%12.38%8.63%0.63%13.27%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.39%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Frequently Asked Questions


QCLGX and VIGAX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLGX has higher volatility (6.01%) compared to VIGAX (5.41%). In terms of maximum drawdown, QCLGX dropped -54.01% vs VIGAX's -50.66%.

VIGAX currently has the higher Sharpe Ratio (0.66 vs 0.49), 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 QCLGX and VIGAX

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

Open Portfolio Optimizer