QIACX vs. JNUSX
Compare and contrast key facts about Federated Hermes MDT All Cap Core Fund (QIACX) and JPMorgan International Value Fund (JNUSX).
QIACX is managed by Federated. It was launched on Oct 1, 2002. JNUSX is managed by JPMorgan. It was launched on Nov 3, 1993.
Performance
QIACX vs. JNUSX - Performance Comparison
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QIACX vs. JNUSX - 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% |
JNUSX JPMorgan International Value Fund | 2.01% | 48.51% | 9.94% | 19.06% | -5.17% | 16.55% | -3.92% | 15.55% | -18.62% | 22.26% |
Returns By Period
In the year-to-date period, QIACX achieves a -7.69% return, which is significantly lower than JNUSX's 2.01% return. Over the past 10 years, QIACX has outperformed JNUSX with an annualized return of 15.25%, while JNUSX has yielded a comparatively lower 10.18% 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%
JNUSX
- 1D
- 0.53%
- 1M
- -9.50%
- YTD
- 2.01%
- 6M
- 10.82%
- 1Y
- 33.61%
- 3Y*
- 23.22%
- 5Y*
- 14.63%
- 10Y*
- 10.18%
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QIACX vs. JNUSX - Expense Ratio Comparison
QIACX has a 0.75% expense ratio, which is higher than JNUSX's 0.63% expense ratio.
Return for Risk
QIACX vs. JNUSX — Risk / Return Rank
QIACX
JNUSX
QIACX vs. JNUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund (QIACX) and JPMorgan International Value Fund (JNUSX). 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 | JNUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 2.00 | -1.18 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.50 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.57 | -1.63 |
Martin ratioReturn relative to average drawdown | 4.64 | 10.57 | -5.93 |
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 | JNUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.00 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.92 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.57 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.29 | +0.26 |
Correlation
The correlation between QIACX and JNUSX is 0.72, 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. JNUSX - Dividend Comparison
QIACX's dividend yield for the trailing twelve months is around 4.96%, more than JNUSX's 2.86% 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% |
JNUSX JPMorgan International Value Fund | 2.86% | 2.92% | 4.51% | 5.14% | 3.93% | 5.02% | 2.89% | 4.22% | 4.56% | 2.44% | 6.43% | 1.38% |
Drawdowns
QIACX vs. JNUSX - Drawdown Comparison
The maximum QIACX drawdown since its inception was -60.11%, roughly equal to the maximum JNUSX drawdown of -62.24%. Use the drawdown chart below to compare losses from any high point for QIACX and JNUSX.
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Drawdown Indicators
| QIACX | JNUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -62.24% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.40% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -27.49% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -48.34% | +11.87% |
Current DrawdownCurrent decline from peak | -8.65% | -9.50% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -15.35% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.95% | -0.29% |
Volatility
QIACX vs. JNUSX - Volatility Comparison
The current volatility for Federated Hermes MDT All Cap Core Fund (QIACX) is 4.20%, while JPMorgan International Value Fund (JNUSX) has a volatility of 6.68%. This indicates that QIACX experiences smaller price fluctuations and is considered to be less risky than JNUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIACX | JNUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 6.68% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 10.28% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 16.15% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 16.06% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 17.97% | +0.72% |