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SVAAX vs. OIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVAAX vs. OIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) and JPMorgan Equity Income Fund Class A (OIEIX). The values are adjusted to include any dividend payments, if applicable.

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SVAAX vs. OIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVAAX
Federated Hermes Strategic Value Dividend Fund Class A
9.07%14.42%16.29%-2.07%8.07%21.36%-8.15%19.42%-8.44%14.69%
OIEIX
JPMorgan Equity Income Fund Class A
1.51%14.42%19.54%4.49%-2.11%24.80%3.30%26.07%-4.76%17.21%

Returns By Period

In the year-to-date period, SVAAX achieves a 9.07% return, which is significantly higher than OIEIX's 1.51% return. Over the past 10 years, SVAAX has underperformed OIEIX with an annualized return of 8.16%, while OIEIX has yielded a comparatively higher 11.11% annualized return.


SVAAX

1D
0.73%
1M
-3.02%
YTD
9.07%
6M
10.75%
1Y
17.46%
3Y*
13.37%
5Y*
11.23%
10Y*
8.16%

OIEIX

1D
1.92%
1M
-4.66%
YTD
1.51%
6M
4.12%
1Y
13.23%
3Y*
14.12%
5Y*
9.97%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SVAAX vs. OIEIX - Expense Ratio Comparison

SVAAX has a 1.06% expense ratio, which is higher than OIEIX's 0.95% expense ratio.


Return for Risk

SVAAX vs. OIEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVAAX
SVAAX Risk / Return Rank: 6767
Overall Rank
SVAAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SVAAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SVAAX Omega Ratio Rank: 6666
Omega Ratio Rank
SVAAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SVAAX Martin Ratio Rank: 7070
Martin Ratio Rank

OIEIX
OIEIX Risk / Return Rank: 3737
Overall Rank
OIEIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
OIEIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
OIEIX Omega Ratio Rank: 3636
Omega Ratio Rank
OIEIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
OIEIX Martin Ratio Rank: 4545
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.

SVAAX vs. OIEIX - 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 JPMorgan Equity Income Fund Class A (OIEIX). 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.


SVAAXOIEIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.86

+0.47

Sortino ratio

Return per unit of downside risk

2.01

1.26

+0.75

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.72

1.28

+0.45

Martin ratio

Return relative to average drawdown

7.99

5.43

+2.56

SVAAX vs. OIEIX - Sharpe Ratio Comparison

The current SVAAX Sharpe Ratio is 1.34, which is higher than the OIEIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SVAAX and OIEIX, 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


SVAAXOIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.86

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.70

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.66

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.54

-0.06

Correlation

The correlation between SVAAX and OIEIX is 0.83, 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

SVAAX vs. OIEIX - Dividend Comparison

SVAAX's dividend yield for the trailing twelve months is around 5.76%, less than OIEIX's 10.70% yield.


TTM20252024202320222021202020192018201720162015
SVAAX
Federated Hermes Strategic Value Dividend Fund Class A
5.76%5.80%7.38%4.10%9.49%3.50%4.06%8.55%8.39%10.16%5.00%8.45%
OIEIX
JPMorgan Equity Income Fund Class A
10.70%10.83%14.48%2.59%3.50%3.17%1.62%2.60%4.95%2.29%2.30%2.52%

Drawdowns

SVAAX vs. OIEIX - Drawdown Comparison

The maximum SVAAX drawdown since its inception was -51.16%, roughly equal to the maximum OIEIX drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for SVAAX and OIEIX.


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Drawdown Indicators


SVAAXOIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.16%

-50.63%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-11.35%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-14.95%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

-36.92%

+0.45%

Current Drawdown

Current decline from peak

-3.02%

-5.36%

+2.34%

Average Drawdown

Average peak-to-trough decline

-8.25%

-6.67%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.66%

+0.11%

Volatility

SVAAX vs. OIEIX - Volatility Comparison

The current volatility for Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) is 2.89%, while JPMorgan Equity Income Fund Class A (OIEIX) has a volatility of 4.07%. This indicates that SVAAX experiences smaller price fluctuations and is considered to be less risky than OIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVAAXOIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

4.07%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.94%

7.86%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

15.25%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

14.29%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.37%

16.81%

-1.44%