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QISCX vs. BEARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QISCX vs. BEARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Small Cap Core Fund (QISCX) and Federated Hermes Prudent Bear Fd (BEARX). The values are adjusted to include any dividend payments, if applicable.

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QISCX vs. BEARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QISCX
Federated Hermes MDT Small Cap Core Fund
-5.22%14.95%14.82%20.58%-23.14%30.60%17.00%18.06%-11.63%15.67%
BEARX
Federated Hermes Prudent Bear Fd
8.44%-12.42%-20.34%-18.67%17.78%-23.78%-22.95%-19.95%-5.96%-15.76%

Returns By Period

In the year-to-date period, QISCX achieves a -5.22% return, which is significantly lower than BEARX's 8.44% return. Over the past 10 years, QISCX has outperformed BEARX with an annualized return of 10.76%, while BEARX has yielded a comparatively lower -13.36% annualized return.


QISCX

1D
-1.53%
1M
-9.74%
YTD
-5.22%
6M
-2.67%
1Y
20.55%
3Y*
13.82%
5Y*
6.26%
10Y*
10.76%

BEARX

1D
0.49%
1M
9.02%
YTD
8.44%
6M
6.24%
1Y
-10.09%
3Y*
-12.93%
5Y*
-9.96%
10Y*
-13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QISCX vs. BEARX - Expense Ratio Comparison

QISCX has a 0.89% expense ratio, which is lower than BEARX's 1.78% expense ratio.


Return for Risk

QISCX vs. BEARX — Risk / Return Rank

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

QISCX
QISCX Risk / Return Rank: 3535
Overall Rank
QISCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QISCX Sortino Ratio Rank: 3535
Sortino Ratio Rank
QISCX Omega Ratio Rank: 3838
Omega Ratio Rank
QISCX Calmar Ratio Rank: 4343
Calmar Ratio Rank
QISCX Martin Ratio Rank: 3131
Martin Ratio Rank

BEARX
BEARX Risk / Return Rank: 22
Overall Rank
BEARX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BEARX Sortino Ratio Rank: 11
Sortino Ratio Rank
BEARX Omega Ratio Rank: 11
Omega Ratio Rank
BEARX Calmar Ratio Rank: 33
Calmar Ratio Rank
BEARX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QISCX vs. BEARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Small Cap Core Fund (QISCX) and Federated Hermes Prudent Bear Fd (BEARX). 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.


QISCXBEARXDifference

Sharpe ratio

Return per unit of total volatility

0.73

-0.61

+1.34

Sortino ratio

Return per unit of downside risk

1.19

-0.81

+1.99

Omega ratio

Gain probability vs. loss probability

1.18

0.88

+0.29

Calmar ratio

Return relative to maximum drawdown

1.10

-0.33

+1.43

Martin ratio

Return relative to average drawdown

3.34

-0.41

+3.74

QISCX vs. BEARX - Sharpe Ratio Comparison

The current QISCX Sharpe Ratio is 0.73, which is higher than the BEARX Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of QISCX and BEARX, 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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Sharpe Ratios by Period


QISCXBEARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.61

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.59

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

-0.81

+1.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.01

+0.32

Correlation

The correlation between QISCX and BEARX is -0.82. 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

QISCX vs. BEARX - Dividend Comparison

QISCX's dividend yield for the trailing twelve months is around 8.40%, more than BEARX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
QISCX
Federated Hermes MDT Small Cap Core Fund
8.40%7.97%0.35%0.31%3.77%15.41%0.44%0.36%3.81%4.49%0.85%12.05%
BEARX
Federated Hermes Prudent Bear Fd
6.19%6.71%0.00%13.32%0.00%0.00%0.00%0.62%0.00%0.00%0.00%0.00%

Drawdowns

QISCX vs. BEARX - Drawdown Comparison

The maximum QISCX drawdown since its inception was -68.05%, smaller than the maximum BEARX drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for QISCX and BEARX.


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Drawdown Indicators


QISCXBEARXDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-95.38%

+27.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-26.53%

+13.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

-48.32%

+15.43%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

-78.77%

+29.75%

Current Drawdown

Current decline from peak

-13.48%

-94.91%

+81.43%

Average Drawdown

Average peak-to-trough decline

-15.78%

-60.84%

+45.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

21.54%

-16.62%

Volatility

QISCX vs. BEARX - Volatility Comparison

Federated Hermes MDT Small Cap Core Fund (QISCX) has a higher volatility of 5.66% compared to Federated Hermes Prudent Bear Fd (BEARX) at 3.81%. This indicates that QISCX's price experiences larger fluctuations and is considered to be riskier than BEARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QISCXBEARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

3.81%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

17.29%

8.81%

+8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

15.17%

+7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

16.97%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

16.62%

+7.53%