QISGX vs. QAMNX
Compare and contrast key facts about Federated Hermes MDT Small Cap Growth Fund (QISGX) and Federated Hermes MDT Market Neutral A (QAMNX).
QISGX is managed by Federated. It was launched on Sep 15, 2005. QAMNX is managed by Federated. It was launched on Sep 30, 2008.
Performance
QISGX vs. QAMNX - Performance Comparison
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QISGX vs. QAMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QISGX Federated Hermes MDT Small Cap Growth Fund | -3.30% | 17.72% | 15.63% | 19.63% | -27.94% | 2.63% |
QAMNX Federated Hermes MDT Market Neutral A | 1.36% | 10.00% | 17.33% | 4.71% | 9.19% | 12.29% |
Returns By Period
In the year-to-date period, QISGX achieves a -3.30% return, which is significantly lower than QAMNX's 1.36% return.
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%
QAMNX
- 1D
- -0.05%
- 1M
- -0.05%
- YTD
- 1.36%
- 6M
- 5.54%
- 1Y
- 7.82%
- 3Y*
- 10.36%
- 5Y*
- —
- 10Y*
- —
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QISGX vs. QAMNX - Expense Ratio Comparison
QISGX has a 0.89% expense ratio, which is lower than QAMNX's 1.86% expense ratio.
Return for Risk
QISGX vs. QAMNX — Risk / Return Rank
QISGX
QAMNX
QISGX vs. QAMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Small Cap Growth Fund (QISGX) and Federated Hermes MDT Market Neutral A (QAMNX). 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 | QAMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.23 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.90 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.97 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.52 | 5.71 | +0.81 |
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
| QISGX | QAMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.23 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.87 | -0.51 |
Correlation
The correlation between QISGX and QAMNX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QISGX vs. QAMNX - Dividend Comparison
QISGX's dividend yield for the trailing twelve months is around 4.05%, more than QAMNX's 1.51% 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% |
QAMNX Federated Hermes MDT Market Neutral A | 1.51% | 1.53% | 1.85% | 5.89% | 11.74% | 20.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QISGX vs. QAMNX - Drawdown Comparison
The maximum QISGX drawdown since its inception was -60.75%, which is greater than QAMNX's maximum drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for QISGX and QAMNX.
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Drawdown Indicators
| QISGX | QAMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -17.97% | -42.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -4.16% | -9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.08% | — | — |
Current DrawdownCurrent decline from peak | -9.62% | -0.42% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -13.99% | -5.25% | -8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 1.44% | +2.29% |
Volatility
QISGX vs. QAMNX - Volatility Comparison
Federated Hermes MDT Small Cap Growth Fund (QISGX) has a higher volatility of 8.17% compared to Federated Hermes MDT Market Neutral A (QAMNX) at 1.03%. This indicates that QISGX's price experiences larger fluctuations and is considered to be riskier than QAMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QISGX | QAMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 1.03% | +7.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.54% | 4.88% | +11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.52% | 6.38% | +16.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.48% | 14.04% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 14.04% | +10.61% |