PortfoliosLab logoPortfoliosLab logo
SVAIX vs. KAUFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVAIX vs. KAUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Strategic Value Dividend Fund (SVAIX) and Federated Hermes Kaufmann Fd (KAUFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SVAIX vs. KAUFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVAIX
Federated Hermes Strategic Value Dividend Fund
8.28%15.26%16.47%-1.81%8.47%21.52%-7.88%19.59%-8.23%15.10%
KAUFX
Federated Hermes Kaufmann Fd
-12.10%12.18%29.84%14.88%-30.30%2.46%28.54%32.56%4.03%27.65%

Returns By Period

In the year-to-date period, SVAIX achieves a 8.28% return, which is significantly higher than KAUFX's -12.10% return. Over the past 10 years, SVAIX has underperformed KAUFX with an annualized return of 8.37%, while KAUFX has yielded a comparatively higher 10.30% annualized return.


SVAIX

1D
0.29%
1M
-3.41%
YTD
8.28%
6M
10.68%
1Y
16.18%
3Y*
13.50%
5Y*
11.56%
10Y*
8.37%

KAUFX

1D
-1.00%
1M
-12.26%
YTD
-12.10%
6M
-12.45%
1Y
8.18%
3Y*
13.08%
5Y*
1.76%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SVAIX vs. KAUFX - Expense Ratio Comparison

SVAIX has a 0.81% expense ratio, which is lower than KAUFX's 1.96% expense ratio.


Return for Risk

SVAIX vs. KAUFX — Risk / Return Rank

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

SVAIX
SVAIX Risk / Return Rank: 7777
Overall Rank
SVAIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SVAIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
SVAIX Omega Ratio Rank: 7676
Omega Ratio Rank
SVAIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
SVAIX Martin Ratio Rank: 8080
Martin Ratio Rank

KAUFX
KAUFX Risk / Return Rank: 1313
Overall Rank
KAUFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KAUFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
KAUFX Omega Ratio Rank: 1313
Omega Ratio Rank
KAUFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
KAUFX Martin Ratio Rank: 1414
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.

SVAIX vs. KAUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Strategic Value Dividend Fund (SVAIX) and Federated Hermes Kaufmann Fd (KAUFX). 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.


SVAIXKAUFXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.29

+1.09

Sortino ratio

Return per unit of downside risk

2.05

0.54

+1.51

Omega ratio

Gain probability vs. loss probability

1.28

1.08

+0.21

Calmar ratio

Return relative to maximum drawdown

1.64

0.33

+1.31

Martin ratio

Return relative to average drawdown

7.78

1.33

+6.45

SVAIX vs. KAUFX - Sharpe Ratio Comparison

The current SVAIX Sharpe Ratio is 1.38, which is higher than the KAUFX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SVAIX and KAUFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SVAIXKAUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.29

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.09

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.50

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.56

-0.04

Correlation

The correlation between SVAIX and KAUFX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SVAIX vs. KAUFX - Dividend Comparison

SVAIX's dividend yield for the trailing twelve months is around 5.98%, less than KAUFX's 12.24% yield.


TTM20252024202320222021202020192018201720162015
SVAIX
Federated Hermes Strategic Value Dividend Fund
5.98%6.41%7.58%4.32%9.68%3.72%4.28%8.75%8.54%10.36%5.24%8.67%
KAUFX
Federated Hermes Kaufmann Fd
12.24%10.76%22.39%1.89%0.00%9.77%6.94%11.75%15.74%11.76%10.48%16.34%

Drawdowns

SVAIX vs. KAUFX - Drawdown Comparison

The maximum SVAIX drawdown since its inception was -50.62%, smaller than the maximum KAUFX drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for SVAIX and KAUFX.


Loading graphics...

Drawdown Indicators


SVAIXKAUFXDifference

Max Drawdown

Largest peak-to-trough decline

-50.62%

-54.66%

+4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-14.83%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.13%

-40.76%

+24.63%

Max Drawdown (10Y)

Largest decline over 10 years

-36.53%

-40.76%

+4.23%

Current Drawdown

Current decline from peak

-3.68%

-14.83%

+11.15%

Average Drawdown

Average peak-to-trough decline

-7.75%

-11.23%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.65%

-0.99%

Volatility

SVAIX vs. KAUFX - Volatility Comparison

The current volatility for Federated Hermes Strategic Value Dividend Fund (SVAIX) is 2.80%, while Federated Hermes Kaufmann Fd (KAUFX) has a volatility of 6.03%. This indicates that SVAIX experiences smaller price fluctuations and is considered to be less risky than KAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SVAIXKAUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

6.03%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

12.83%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

19.11%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

20.85%

-7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

20.73%

-5.31%