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QISCX vs. VSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QISCX vs. VSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Small Cap Core Fund (QISCX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). The values are adjusted to include any dividend payments, if applicable.

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QISCX vs. VSCPX - 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%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
-1.20%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%-9.31%16.27%

Returns By Period

In the year-to-date period, QISCX achieves a -5.22% return, which is significantly lower than VSCPX's -1.20% return. Over the past 10 years, QISCX has outperformed VSCPX with an annualized return of 10.76%, while VSCPX has yielded a comparatively lower 10.17% 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%

VSCPX

1D
-0.97%
1M
-8.08%
YTD
-1.20%
6M
0.60%
1Y
16.10%
3Y*
11.87%
5Y*
5.04%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QISCX vs. VSCPX - Expense Ratio Comparison

QISCX has a 0.89% expense ratio, which is higher than VSCPX's 0.03% expense ratio.


Return for Risk

QISCX vs. VSCPX — 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

VSCPX
VSCPX Risk / Return Rank: 3737
Overall Rank
VSCPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 4141
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. VSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Small Cap Core Fund (QISCX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). 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.


QISCXVSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.75

-0.02

Sortino ratio

Return per unit of downside risk

1.19

1.19

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.10

0.97

+0.13

Martin ratio

Return relative to average drawdown

3.34

4.21

-0.87

QISCX vs. VSCPX - Sharpe Ratio Comparison

The current QISCX Sharpe Ratio is 0.73, which is comparable to the VSCPX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QISCX and VSCPX, 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


QISCXVSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.75

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.24

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.47

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.49

-0.19

Correlation

The correlation between QISCX and VSCPX is 0.91, 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. VSCPX - Dividend Comparison

QISCX's dividend yield for the trailing twelve months is around 8.40%, more than VSCPX's 1.40% 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%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.40%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%

Drawdowns

QISCX vs. VSCPX - Drawdown Comparison

The maximum QISCX drawdown since its inception was -68.05%, which is greater than VSCPX's maximum drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for QISCX and VSCPX.


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Drawdown Indicators


QISCXVSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-41.81%

-26.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-14.29%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

-28.13%

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

-41.81%

-7.21%

Current Drawdown

Current decline from peak

-13.48%

-8.97%

-4.51%

Average Drawdown

Average peak-to-trough decline

-15.78%

-6.55%

-9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

3.29%

+1.63%

Volatility

QISCX vs. VSCPX - Volatility Comparison

Federated Hermes MDT Small Cap Core Fund (QISCX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) have volatilities of 5.66% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QISCXVSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

5.90%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.29%

12.22%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

21.62%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

20.70%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

21.53%

+2.62%