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QISCX vs. ISCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QISCX vs. ISCAX - 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 International Small-Mid Company Fund (ISCAX). The values are adjusted to include any dividend payments, if applicable.

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QISCX vs. ISCAX - 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%
ISCAX
Federated Hermes International Small-Mid Company Fund
-3.05%34.01%5.67%12.61%-23.62%5.98%31.26%31.76%-18.88%34.73%

Returns By Period

In the year-to-date period, QISCX achieves a -5.22% return, which is significantly lower than ISCAX's -3.05% return. Over the past 10 years, QISCX has outperformed ISCAX with an annualized return of 10.76%, while ISCAX has yielded a comparatively lower 8.69% 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%

ISCAX

1D
-1.61%
1M
-11.91%
YTD
-3.05%
6M
-2.49%
1Y
20.20%
3Y*
13.19%
5Y*
4.79%
10Y*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QISCX vs. ISCAX - Expense Ratio Comparison

QISCX has a 0.89% expense ratio, which is lower than ISCAX's 1.24% expense ratio.


Return for Risk

QISCX vs. ISCAX — 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

ISCAX
ISCAX Risk / Return Rank: 7575
Overall Rank
ISCAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISCAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISCAX Omega Ratio Rank: 6868
Omega Ratio Rank
ISCAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
ISCAX Martin Ratio Rank: 8484
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. ISCAX - 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 International Small-Mid Company Fund (ISCAX). 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.


QISCXISCAXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.25

-0.52

Sortino ratio

Return per unit of downside risk

1.19

1.77

-0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.10

1.93

-0.84

Martin ratio

Return relative to average drawdown

3.34

8.49

-5.16

QISCX vs. ISCAX - Sharpe Ratio Comparison

The current QISCX Sharpe Ratio is 0.73, which is lower than the ISCAX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of QISCX and ISCAX, 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


QISCXISCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.25

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.29

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.51

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.48

-0.18

Correlation

The correlation between QISCX and ISCAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QISCX vs. ISCAX - Dividend Comparison

QISCX's dividend yield for the trailing twelve months is around 8.40%, more than ISCAX's 7.68% 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%
ISCAX
Federated Hermes International Small-Mid Company Fund
7.68%7.45%0.00%0.84%0.79%7.79%5.80%4.89%15.53%6.51%0.92%12.23%

Drawdowns

QISCX vs. ISCAX - Drawdown Comparison

The maximum QISCX drawdown since its inception was -68.05%, roughly equal to the maximum ISCAX drawdown of -71.55%. Use the drawdown chart below to compare losses from any high point for QISCX and ISCAX.


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Drawdown Indicators


QISCXISCAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-71.55%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-11.91%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

-40.33%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

-40.33%

-8.69%

Current Drawdown

Current decline from peak

-13.48%

-11.91%

-1.57%

Average Drawdown

Average peak-to-trough decline

-15.78%

-22.33%

+6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

3.00%

+1.92%

Volatility

QISCX vs. ISCAX - Volatility Comparison

Federated Hermes MDT Small Cap Core Fund (QISCX) has a higher volatility of 5.66% compared to Federated Hermes International Small-Mid Company Fund (ISCAX) at 4.86%. This indicates that QISCX's price experiences larger fluctuations and is considered to be riskier than ISCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QISCXISCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

4.86%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.29%

10.44%

+6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

17.22%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

17.28%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

17.29%

+6.86%