QISCX vs. DFFVX
QISCX (Federated Hermes MDT Small Cap Core Fund) and DFFVX (DFA U.S. Targeted Value Portfolio Institutional Class) are both mutual funds - QISCX is a Small Cap Blend Equities fund managed by Federated, while DFFVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, QISCX returned 12.06%/yr vs 11.29%/yr for DFFVX. Their correlation of 0.90 means they have usually moved in the same direction. QISCX charges 0.89%/yr vs 0.29%/yr for DFFVX.
Performance
QISCX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, QISCX achieves a 17.93% return, which is significantly lower than DFFVX's 20.09% return. Over the past 10 years, QISCX has outperformed DFFVX with an annualized return of 12.06%, while DFFVX has yielded a comparatively lower 11.29% annualized return.
QISCX
- 1D
- 1.35%
- 1M
- -1.89%
- 6M
- 12.04%
- YTD
- 17.93%
- 1Y
- 35.00%
- 3Y*
- 18.27%
- 5Y*
- 9.87%
- 10Y*
- 12.06%
- ALL TIME*
- 8.79%
DFFVX
- 1D
- -0.14%
- 1M
- 1.73%
- 6M
- 12.71%
- YTD
- 20.09%
- 1Y
- 35.50%
- 3Y*
- 14.93%
- 5Y*
- 10.96%
- 10Y*
- 11.29%
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 17.93% | 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 Institutional Class | 20.09% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between QISCX and DFFVX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.90 |
Over the past year, the correlation between QISCX and DFFVX has dropped to 0.26 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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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 Institutional Class (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QISCX | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.28 | -0.80 |
| Martin ratioReturn relative to average drawdown | 7.62 | 11.12 | -3.50 |
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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% | -9.70% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -26.51% | -26.09% | -0.42% |
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 | -3.11% | -0.97% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -15.56% | -9.65% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 2.86% | +1.51% |
Volatility
QISCX vs. DFFVX - Volatility Comparison
Federated Hermes MDT Small Cap Core Fund (QISCX) has a higher volatility of 3.87% compared to DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX) at 3.35%. 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 | 3.87% | 3.35% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 10.52% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.41% | 16.43% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.20% | 21.27% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.10% | 23.55% | +0.55% |
QISCX vs. DFFVX - Expense Ratio Comparison
QISCX has a 0.89% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
QISCX vs. DFFVX - Dividend Comparison
QISCX's dividend yield for the trailing twelve months is around 6.76%, more than DFFVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 1.49% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
QISCX Federated Hermes MDT Small Cap Core Fund | 6.76% | 7.97% | 0.35% | 0.31% | 3.77% | 15.41% | 0.44% | 0.36% | 3.81% | 4.49% | 0.85% | 12.05% |
Frequently Asked Questions
QISCX and DFFVX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QISCX has higher volatility (3.87%) compared to DFFVX (3.35%). In terms of maximum drawdown, QISCX dropped -68.05% vs DFFVX's -64.21%.
DFFVX currently has the higher Sharpe Ratio (1.94 vs 1.56), 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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