QILGX vs. IVFIX
QILGX (Federated Hermes MDT Large Cap Growth Fund) and IVFIX (Federated Hermes International Strategic Value Dividend Fund) are both mutual funds - QILGX is a Large Cap Growth Equities fund managed by Federated, while IVFIX is a Foreign Large Cap Equities fund managed by Federated. Over the past 10 years, QILGX returned 20.20%/yr vs 6.77%/yr for IVFIX. A 0.58 correlation means they provide meaningful diversification when combined. QILGX charges 0.75%/yr vs 0.86%/yr for IVFIX.
Performance
QILGX vs. IVFIX - Performance Comparison
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Returns By Period
In the year-to-date period, QILGX achieves a 8.43% return, which is significantly higher than IVFIX's 5.57% return. Over the past 10 years, QILGX has outperformed IVFIX with an annualized return of 20.20%, while IVFIX has yielded a comparatively lower 6.77% annualized return.
QILGX
- 1D
- -0.90%
- 1M
- 5.44%
- YTD
- 8.43%
- 6M
- 9.68%
- 1Y
- 25.74%
- 3Y*
- 28.18%
- 5Y*
- 18.49%
- 10Y*
- 20.20%
IVFIX
- 1D
- -0.63%
- 1M
- -1.93%
- YTD
- 5.57%
- 6M
- 7.69%
- 1Y
- 14.82%
- 3Y*
- 13.81%
- 5Y*
- 8.83%
- 10Y*
- 6.77%
QILGX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QILGX Federated Hermes MDT Large Cap Growth Fund | 8.43% | 19.46% | 40.83% | 39.63% | -24.86% | 30.46% | 38.39% | 32.01% | 1.52% | 25.42% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.57% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Correlation
The correlation between QILGX and IVFIX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2008 | 0.58 |
Over the past year, the correlation between QILGX and IVFIX has dropped to 0.09 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
QILGX vs. IVFIX — Risk / Return Rank
QILGX
IVFIX
QILGX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Growth Fund (QILGX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| QILGX | IVFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.77 | -1.05 |
| Martin ratioReturn relative to average drawdown | 5.55 | 7.37 | -1.82 |
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
| QILGX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.61 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.71 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.47 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.21 | +0.39 |
Drawdowns
QILGX vs. IVFIX - Drawdown Comparison
The maximum QILGX drawdown since its inception was -53.48%, roughly equal to the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for QILGX and IVFIX.
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Drawdown Indicators
| QILGX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.48% | -51.49% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.55% | -6.97% | -8.58% |
Max Drawdown (3Y)Largest decline over 3 years | -24.71% | -10.75% | -13.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.05% | -21.29% | -8.76% |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | -33.46% | +1.78% |
Current DrawdownCurrent decline from peak | -1.19% | -6.26% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -11.62% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 2.61% | +2.22% |
Volatility
QILGX vs. IVFIX - Volatility Comparison
The current volatility for Federated Hermes MDT Large Cap Growth Fund (QILGX) is 3.38%, while Federated Hermes International Strategic Value Dividend Fund (IVFIX) has a volatility of 4.65%. This indicates that QILGX experiences smaller price fluctuations and is considered to be less risky than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QILGX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 4.65% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 9.37% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 12.04% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 13.13% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.25% | 14.78% | +6.47% |
QILGX vs. IVFIX - Expense Ratio Comparison
QILGX has a 0.75% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Dividends
QILGX vs. IVFIX - Dividend Comparison
QILGX's dividend yield for the trailing twelve months is around 2.85%, less than IVFIX's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.60% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
QILGX Federated Hermes MDT Large Cap Growth Fund | 2.85% | 3.09% | 6.60% | 1.47% | 13.57% | 19.44% | 7.47% | 5.07% | 10.33% | 7.40% | 0.55% | 11.76% |
Frequently Asked Questions
QILGX and IVFIX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVFIX has higher volatility (4.65%) compared to QILGX (3.38%). In terms of maximum drawdown, QILGX dropped -53.48% vs IVFIX's -51.49%.
QILGX currently has the higher Sharpe Ratio (1.67 vs 1.61), 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.
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