QISGX vs. ASMOX
Compare and contrast key facts about Federated Hermes MDT Small Cap Growth Fund (QISGX) and AQR Small Cap Momentum Style Fund (ASMOX).
QISGX is managed by Federated. It was launched on Sep 15, 2005. ASMOX is managed by AQR Funds. It was launched on Jul 9, 2009.
Performance
QISGX vs. ASMOX - Performance Comparison
Loading graphics...
QISGX vs. ASMOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QISGX Federated Hermes MDT Small Cap Growth Fund | -3.30% | 17.72% | 15.63% | 19.63% | -27.94% | 18.14% | 29.91% | 21.14% | -6.33% | 25.17% |
ASMOX AQR Small Cap Momentum Style Fund | 1.25% | 16.87% | 16.54% | 18.37% | -19.56% | 15.37% | 25.76% | 26.47% | -12.14% | 17.43% |
Returns By Period
In the year-to-date period, QISGX achieves a -3.30% return, which is significantly lower than ASMOX's 1.25% return. Both investments have delivered pretty close results over the past 10 years, with QISGX having a 11.53% annualized return and ASMOX not far behind at 11.41%.
QISGX
- 1D
- 4.16%
- 1M
- -5.52%
- YTD
- -3.30%
- 6M
- -0.83%
- 1Y
- 28.16%
- 3Y*
- 13.63%
- 5Y*
- 4.72%
- 10Y*
- 11.53%
ASMOX
- 1D
- 4.56%
- 1M
- -6.72%
- YTD
- 1.25%
- 6M
- -0.36%
- 1Y
- 30.76%
- 3Y*
- 17.47%
- 5Y*
- 6.05%
- 10Y*
- 11.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QISGX vs. ASMOX - Expense Ratio Comparison
QISGX has a 0.89% expense ratio, which is higher than ASMOX's 0.61% expense ratio.
Return for Risk
QISGX vs. ASMOX — Risk / Return Rank
QISGX
ASMOX
QISGX vs. ASMOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Small Cap Growth Fund (QISGX) and AQR Small Cap Momentum Style Fund (ASMOX). 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.
| QISGX | ASMOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.16 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.69 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.26 | -0.42 |
Martin ratioReturn relative to average drawdown | 6.52 | 6.77 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QISGX | ASMOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.16 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.22 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.43 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.13 |
Correlation
The correlation between QISGX and ASMOX 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
QISGX vs. ASMOX - Dividend Comparison
QISGX's dividend yield for the trailing twelve months is around 4.05%, less than ASMOX's 8.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QISGX Federated Hermes MDT Small Cap Growth Fund | 4.05% | 3.91% | 0.00% | 0.05% | 3.63% | 29.34% | 0.45% | 0.00% | 7.03% | 5.09% | 1.61% | 18.51% |
ASMOX AQR Small Cap Momentum Style Fund | 8.02% | 8.12% | 18.80% | 3.92% | 0.57% | 24.81% | 5.46% | 4.38% | 29.63% | 9.90% | 0.79% | 1.23% |
Drawdowns
QISGX vs. ASMOX - Drawdown Comparison
The maximum QISGX drawdown since its inception was -60.75%, which is greater than ASMOX's maximum drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for QISGX and ASMOX.
Loading graphics...
Drawdown Indicators
| QISGX | ASMOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -42.16% | -18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -13.69% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | -40.32% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -45.08% | -42.16% | -2.92% |
Current DrawdownCurrent decline from peak | -9.62% | -9.76% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -13.99% | -10.63% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 4.57% | -0.84% |
Volatility
QISGX vs. ASMOX - Volatility Comparison
The current volatility for Federated Hermes MDT Small Cap Growth Fund (QISGX) is 8.17%, while AQR Small Cap Momentum Style Fund (ASMOX) has a volatility of 9.83%. This indicates that QISGX experiences smaller price fluctuations and is considered to be less risky than ASMOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QISGX | ASMOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 9.83% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 16.54% | 19.35% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.52% | 26.96% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.48% | 28.04% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 26.49% | -1.84% |