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QIACX vs. FLCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QIACX vs. FLCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT All Cap Core Fund (QIACX) and Fidelity Large Cap Stock Fund (FLCSX). The values are adjusted to include any dividend payments, if applicable.

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QIACX vs. FLCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QIACX
Federated Hermes MDT All Cap Core Fund
-7.69%21.15%31.07%23.52%-14.16%31.40%21.95%26.91%-2.64%21.07%
FLCSX
Fidelity Large Cap Stock Fund
-4.93%27.49%26.31%23.51%-8.02%25.80%9.05%31.59%-13.62%17.86%

Returns By Period

In the year-to-date period, QIACX achieves a -7.69% return, which is significantly lower than FLCSX's -4.93% return. Over the past 10 years, QIACX has outperformed FLCSX with an annualized return of 15.25%, while FLCSX has yielded a comparatively lower 14.16% annualized return.


QIACX

1D
-0.26%
1M
-7.77%
YTD
-7.69%
6M
-4.32%
1Y
15.04%
3Y*
19.32%
5Y*
14.06%
10Y*
15.25%

FLCSX

1D
-0.61%
1M
-8.08%
YTD
-4.93%
6M
-0.24%
1Y
24.05%
3Y*
21.07%
5Y*
14.30%
10Y*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QIACX vs. FLCSX - Expense Ratio Comparison

QIACX has a 0.75% expense ratio, which is higher than FLCSX's 0.54% expense ratio.


Return for Risk

QIACX vs. FLCSX — Risk / Return Rank

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

QIACX
QIACX Risk / Return Rank: 4242
Overall Rank
QIACX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QIACX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QIACX Omega Ratio Rank: 5151
Omega Ratio Rank
QIACX Calmar Ratio Rank: 3535
Calmar Ratio Rank
QIACX Martin Ratio Rank: 4646
Martin Ratio Rank

FLCSX
FLCSX Risk / Return Rank: 7979
Overall Rank
FLCSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FLCSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLCSX Omega Ratio Rank: 8080
Omega Ratio Rank
FLCSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLCSX Martin Ratio Rank: 8383
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.

QIACX vs. FLCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund (QIACX) and Fidelity Large Cap Stock Fund (FLCSX). 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.


QIACXFLCSXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.34

-0.52

Sortino ratio

Return per unit of downside risk

1.22

1.91

-0.69

Omega ratio

Gain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratio

Return relative to maximum drawdown

0.94

1.79

-0.85

Martin ratio

Return relative to average drawdown

4.64

8.29

-3.65

QIACX vs. FLCSX - Sharpe Ratio Comparison

The current QIACX Sharpe Ratio is 0.82, which is lower than the FLCSX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QIACX and FLCSX, 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


QIACXFLCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.34

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.85

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.76

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Correlation

The correlation between QIACX and FLCSX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QIACX vs. FLCSX - Dividend Comparison

QIACX's dividend yield for the trailing twelve months is around 4.96%, less than FLCSX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
QIACX
Federated Hermes MDT All Cap Core Fund
4.96%4.58%8.65%1.40%10.90%17.44%3.01%3.34%8.60%0.69%1.12%1.25%
FLCSX
Fidelity Large Cap Stock Fund
6.83%6.50%4.26%2.83%3.07%4.71%3.93%5.43%7.63%3.25%3.61%4.55%

Drawdowns

QIACX vs. FLCSX - Drawdown Comparison

The maximum QIACX drawdown since its inception was -60.11%, smaller than the maximum FLCSX drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for QIACX and FLCSX.


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Drawdown Indicators


QIACXFLCSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-63.67%

+3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-12.34%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-21.69%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

-37.11%

+0.64%

Current Drawdown

Current decline from peak

-8.65%

-9.55%

+0.90%

Average Drawdown

Average peak-to-trough decline

-9.36%

-13.89%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.66%

0.00%

Volatility

QIACX vs. FLCSX - Volatility Comparison

The current volatility for Federated Hermes MDT All Cap Core Fund (QIACX) is 4.20%, while Fidelity Large Cap Stock Fund (FLCSX) has a volatility of 4.46%. This indicates that QIACX experiences smaller price fluctuations and is considered to be less risky than FLCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIACXFLCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.46%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

9.41%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

18.31%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

16.82%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

18.65%

+0.04%