QISCX vs. DFFVX
Compare and contrast key facts about Federated Hermes MDT Small Cap Core Fund (QISCX) and DFA U.S. Targeted Value Portfolio (DFFVX).
QISCX is managed by Federated. It was launched on Sep 15, 2005. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
QISCX vs. DFFVX - Performance Comparison
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QISCX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, QISCX achieves a -5.22% return, which is significantly lower than DFFVX's 3.27% return. Both investments have delivered pretty close results over the past 10 years, with QISCX having a 10.76% annualized return and DFFVX not far behind at 10.23%.
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%
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
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QISCX vs. DFFVX - Expense Ratio Comparison
QISCX has a 0.89% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
QISCX vs. DFFVX — Risk / Return Rank
QISCX
DFFVX
QISCX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Small Cap Core Fund (QISCX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| QISCX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.97 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.49 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.31 | -0.22 |
Martin ratioReturn relative to average drawdown | 3.34 | 4.88 | -1.55 |
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
| QISCX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.97 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.38 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.43 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.15 |
Correlation
The correlation between QISCX and DFFVX is 0.90, 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
QISCX vs. DFFVX - Dividend Comparison
QISCX's dividend yield for the trailing twelve months is around 8.40%, more than DFFVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
QISCX vs. DFFVX - Drawdown Comparison
The maximum QISCX drawdown since its inception was -68.05%, which is greater than DFFVX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for QISCX and DFFVX.
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Drawdown Indicators
| QISCX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -64.21% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.71% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -26.09% | -6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -49.02% | -50.75% | +1.73% |
Current DrawdownCurrent decline from peak | -13.48% | -8.07% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -15.78% | -9.76% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 3.96% | +0.96% |
Volatility
QISCX vs. DFFVX - Volatility Comparison
Federated Hermes MDT Small Cap Core Fund (QISCX) has a higher volatility of 5.66% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 4.90%. This indicates that QISCX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QISCX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 4.90% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 12.20% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.09% | 22.60% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.26% | 21.69% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.15% | 23.67% | +0.48% |