SVAAX vs. EMDIX
Compare and contrast key facts about Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) and Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX).
SVAAX is an actively managed fund by Federated Hermes. It was launched on Mar 30, 2005. EMDIX is a passively managed fund by Federated Hermes that tracks the performance of the J.P. Morgan Emerging Markets Bond Index Global Diversified. It was launched on Oct 2, 1996.
Performance
SVAAX vs. EMDIX - Performance Comparison
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SVAAX vs. EMDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 8.28% | 14.42% | 16.29% | -2.07% | 8.07% | 21.36% | -8.15% | 19.42% | -8.44% | 14.69% |
EMDIX Federated Hermes Emerging Market Debt Fund Institutional Shares | -2.91% | 17.32% | 6.31% | 14.65% | -16.00% | -3.01% | 5.92% | 13.28% | -5.04% | 15.06% |
Returns By Period
In the year-to-date period, SVAAX achieves a 8.28% return, which is significantly higher than EMDIX's -2.91% return. Over the past 10 years, SVAAX has outperformed EMDIX with an annualized return of 8.08%, while EMDIX has yielded a comparatively lower 4.21% annualized return.
SVAAX
- 1D
- 0.29%
- 1M
- -3.32%
- YTD
- 8.28%
- 6M
- 10.63%
- 1Y
- 16.05%
- 3Y*
- 13.10%
- 5Y*
- 11.19%
- 10Y*
- 8.08%
EMDIX
- 1D
- -0.34%
- 1M
- -5.31%
- YTD
- -2.91%
- 6M
- 0.53%
- 1Y
- 11.22%
- 3Y*
- 10.88%
- 5Y*
- 3.31%
- 10Y*
- 4.21%
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SVAAX vs. EMDIX - Expense Ratio Comparison
SVAAX has a 1.06% expense ratio, which is higher than EMDIX's 0.94% expense ratio.
Return for Risk
SVAAX vs. EMDIX — Risk / Return Rank
SVAAX
EMDIX
SVAAX vs. EMDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) and Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX). 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.
| SVAAX | EMDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.05 | -0.68 |
Sortino ratioReturn per unit of downside risk | 2.06 | 2.59 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.81 | -0.26 |
Martin ratioReturn relative to average drawdown | 7.25 | 7.76 | -0.51 |
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
| SVAAX | EMDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.05 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.54 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.64 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.53 | -0.05 |
Correlation
The correlation between SVAAX and EMDIX is 0.34, 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
SVAAX vs. EMDIX - Dividend Comparison
SVAAX's dividend yield for the trailing twelve months is around 5.81%, more than EMDIX's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 5.81% | 5.80% | 7.38% | 4.10% | 9.49% | 3.50% | 4.06% | 8.55% | 8.39% | 10.16% | 5.00% | 8.45% |
EMDIX Federated Hermes Emerging Market Debt Fund Institutional Shares | 1.02% | 0.29% | 2.83% | 3.13% | 5.61% | 2.17% | 3.71% | 2.08% | 4.25% | 7.78% | 3.38% | 4.17% |
Drawdowns
SVAAX vs. EMDIX - Drawdown Comparison
The maximum SVAAX drawdown since its inception was -51.16%, which is greater than EMDIX's maximum drawdown of -27.01%. Use the drawdown chart below to compare losses from any high point for SVAAX and EMDIX.
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Drawdown Indicators
| SVAAX | EMDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.16% | -27.01% | -24.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -5.72% | -6.14% |
Max Drawdown (5Y)Largest decline over 5 years | -16.17% | -27.01% | +10.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -27.01% | -9.46% |
Current DrawdownCurrent decline from peak | -3.72% | -5.72% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -5.72% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.34% | +1.42% |
Volatility
SVAAX vs. EMDIX - Volatility Comparison
Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) has a higher volatility of 2.85% compared to Federated Hermes Emerging Market Debt Fund Institutional Shares (EMDIX) at 2.66%. This indicates that SVAAX's price experiences larger fluctuations and is considered to be riskier than EMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVAAX | EMDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.66% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 6.94% | 3.70% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 6.04% | +9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 6.22% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 6.61% | +8.75% |