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QILGX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QILGX and VGT 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.


Performance

QILGX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Growth Fund (QILGX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QILGX:

0.63

VGT:

0.62

Sortino Ratio

QILGX:

1.02

VGT:

1.07

Omega Ratio

QILGX:

1.15

VGT:

1.15

Calmar Ratio

QILGX:

0.63

VGT:

0.71

Martin Ratio

QILGX:

2.04

VGT:

2.32

Ulcer Index

QILGX:

7.66%

VGT:

8.35%

Daily Std Dev

QILGX:

24.94%

VGT:

30.20%

Max Drawdown

QILGX:

-53.48%

VGT:

-54.63%

Current Drawdown

QILGX:

-6.82%

VGT:

-5.40%

Returns By Period

In the year-to-date period, QILGX achieves a 0.98% return, which is significantly higher than VGT's -1.53% return. Over the past 10 years, QILGX has underperformed VGT with an annualized return of 7.88%, while VGT has yielded a comparatively higher 19.99% annualized return.


QILGX

YTD

0.98%

1M

14.34%

6M

-3.27%

1Y

15.52%

5Y*

11.33%

10Y*

7.88%

VGT

YTD

-1.53%

1M

17.56%

6M

-1.61%

1Y

18.50%

5Y*

20.95%

10Y*

19.99%

*Annualized

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QILGX vs. VGT - Expense Ratio Comparison

QILGX has a 0.75% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

QILGX vs. VGT — Risk-Adjusted Performance Rank

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

QILGX
The Risk-Adjusted Performance Rank of QILGX is 6262
Overall Rank
The Sharpe Ratio Rank of QILGX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QILGX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QILGX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QILGX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of QILGX is 5656
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 6262
Overall Rank
The Sharpe Ratio Rank of VGT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QILGX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Growth Fund (QILGX) and Vanguard Information Technology ETF (VGT). 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.


The current QILGX Sharpe Ratio is 0.63, which is comparable to the VGT Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of QILGX and VGT, 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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Dividends

QILGX vs. VGT - Dividend Comparison

QILGX's dividend yield for the trailing twelve months is around 0.01%, less than VGT's 0.52% yield.


TTM20242023202220212020201920182017201620152014
QILGX
Federated Hermes MDT Large Cap Growth Fund
0.01%0.01%0.01%0.00%0.00%0.00%0.00%5.91%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

QILGX vs. VGT - Drawdown Comparison

The maximum QILGX drawdown since its inception was -53.48%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for QILGX and VGT. For additional features, visit the drawdowns tool.


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Volatility

QILGX vs. VGT - Volatility Comparison

The current volatility for Federated Hermes MDT Large Cap Growth Fund (QILGX) is 7.52%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.81%. This indicates that QILGX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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