QIACX vs. FMBPX
Compare and contrast key facts about Federated Hermes MDT All Cap Core Fund (QIACX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX).
QIACX is managed by Federated. It was launched on Oct 1, 2002. FMBPX is managed by Federated. It was launched on Dec 20, 2007.
Performance
QIACX vs. FMBPX - Performance Comparison
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QIACX vs. FMBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FMBPX Federated Hermes Mortgage Strategy Portfolio | -0.18% | 9.03% | 1.04% | 4.44% | -12.21% | -1.35% | 4.77% | 6.30% | 1.13% | 2.76% |
Returns By Period
In the year-to-date period, QIACX achieves a -7.69% return, which is significantly lower than FMBPX's -0.18% return. Over the past 10 years, QIACX has outperformed FMBPX with an annualized return of 15.25%, while FMBPX has yielded a comparatively lower 1.45% 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%
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%
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QIACX vs. FMBPX - Expense Ratio Comparison
QIACX has a 0.75% expense ratio, which is higher than FMBPX's 0.02% expense ratio.
Return for Risk
QIACX vs. FMBPX — Risk / Return Rank
QIACX
FMBPX
QIACX vs. FMBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund (QIACX) 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.
| QIACX | FMBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.25 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.87 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.11 | -1.17 |
Martin ratioReturn relative to average drawdown | 4.64 | 5.85 | -1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QIACX | FMBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.25 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.03 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.29 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.25 | +0.29 |
Correlation
The correlation between QIACX and FMBPX is -0.08. 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
QIACX vs. FMBPX - Dividend Comparison
QIACX's dividend yield for the trailing twelve months is around 4.96%, more than FMBPX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
QIACX vs. FMBPX - Drawdown Comparison
The maximum QIACX drawdown since its inception was -60.11%, which is greater than FMBPX's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for QIACX and FMBPX.
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Drawdown Indicators
| QIACX | FMBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -18.34% | -41.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -3.15% | -8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -18.02% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -18.34% | -18.13% |
Current DrawdownCurrent decline from peak | -8.65% | -2.19% | -6.46% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -3.29% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.13% | +1.53% |
Volatility
QIACX vs. FMBPX - Volatility Comparison
Federated Hermes MDT All Cap Core Fund (QIACX) has a higher volatility of 4.20% compared to Federated Hermes Mortgage Strategy Portfolio (FMBPX) at 1.53%. This indicates that QIACX's price experiences larger fluctuations and is considered to be riskier 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
| QIACX | FMBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.53% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 3.02% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 5.44% | +10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 6.72% | +10.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 5.08% | +13.61% |