QIACX vs. QAMNX
Compare and contrast key facts about Federated Hermes MDT All Cap Core Fund (QIACX) and Federated Hermes MDT Market Neutral A (QAMNX).
QIACX is managed by Federated. It was launched on Oct 1, 2002. QAMNX is managed by Federated. It was launched on Sep 30, 2008.
Performance
QIACX vs. QAMNX - Performance Comparison
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QIACX vs. QAMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QIACX Federated Hermes MDT All Cap Core Fund | -4.89% | 21.15% | 31.07% | 23.52% | -14.16% | 8.77% |
QAMNX Federated Hermes MDT Market Neutral A | 1.36% | 10.00% | 17.33% | 4.71% | 9.19% | 12.29% |
Returns By Period
In the year-to-date period, QIACX achieves a -4.89% return, which is significantly lower than QAMNX's 1.36% return.
QIACX
- 1D
- 3.03%
- 1M
- -4.69%
- YTD
- -4.89%
- 6M
- -1.60%
- 1Y
- 18.54%
- 3Y*
- 20.52%
- 5Y*
- 14.45%
- 10Y*
- 15.59%
QAMNX
- 1D
- -0.05%
- 1M
- -0.05%
- YTD
- 1.36%
- 6M
- 5.54%
- 1Y
- 7.82%
- 3Y*
- 10.36%
- 5Y*
- —
- 10Y*
- —
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QIACX vs. QAMNX - Expense Ratio Comparison
QIACX has a 0.75% expense ratio, which is lower than QAMNX's 1.86% expense ratio.
Return for Risk
QIACX vs. QAMNX — Risk / Return Rank
QIACX
QAMNX
QIACX vs. QAMNX - 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 MDT Market Neutral A (QAMNX). 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 | QAMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.23 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.90 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.97 | -0.60 |
Martin ratioReturn relative to average drawdown | 6.70 | 5.71 | +0.99 |
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 | QAMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.23 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.87 | -0.32 |
Correlation
The correlation between QIACX and QAMNX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QIACX vs. QAMNX - Dividend Comparison
QIACX's dividend yield for the trailing twelve months is around 4.81%, more than QAMNX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QIACX Federated Hermes MDT All Cap Core Fund | 4.81% | 4.58% | 8.65% | 1.40% | 10.90% | 17.44% | 3.01% | 3.34% | 8.60% | 0.69% | 1.12% | 1.25% |
QAMNX Federated Hermes MDT Market Neutral A | 1.51% | 1.53% | 1.85% | 5.89% | 11.74% | 20.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QIACX vs. QAMNX - Drawdown Comparison
The maximum QIACX drawdown since its inception was -60.11%, which is greater than QAMNX's maximum drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for QIACX and QAMNX.
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Drawdown Indicators
| QIACX | QAMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -17.97% | -42.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -4.16% | -7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | — | — |
Current DrawdownCurrent decline from peak | -5.88% | -0.42% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -5.25% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.44% | +1.02% |
Volatility
QIACX vs. QAMNX - Volatility Comparison
Federated Hermes MDT All Cap Core Fund (QIACX) has a higher volatility of 5.39% compared to Federated Hermes MDT Market Neutral A (QAMNX) at 1.03%. This indicates that QIACX's price experiences larger fluctuations and is considered to be riskier than QAMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIACX | QAMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 1.03% | +4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 4.88% | +5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.22% | 6.38% | +9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 14.04% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 14.04% | +4.68% |