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VSGAX vs. QILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSGAX vs. QILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) and Federated Hermes MDT Large Cap Growth Fund (QILGX). The values are adjusted to include any dividend payments, if applicable.

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VSGAX vs. QILGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
1.13%8.44%14.94%23.04%-28.39%5.70%35.26%32.76%-5.69%21.92%
QILGX
Federated Hermes MDT Large Cap Growth Fund
-8.29%19.46%40.83%39.63%-24.86%30.46%38.39%32.01%1.52%25.42%

Returns By Period

In the year-to-date period, VSGAX achieves a 1.13% return, which is significantly higher than QILGX's -8.29% return. Over the past 10 years, VSGAX has underperformed QILGX with an annualized return of 10.54%, while QILGX has yielded a comparatively higher 18.05% annualized return.


VSGAX

1D
0.87%
1M
-3.55%
YTD
1.13%
6M
1.30%
1Y
19.19%
3Y*
12.75%
5Y*
2.34%
10Y*
10.54%

QILGX

1D
0.98%
1M
-3.62%
YTD
-8.29%
6M
-6.32%
1Y
18.39%
3Y*
23.76%
5Y*
15.57%
10Y*
18.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSGAX vs. QILGX - Expense Ratio Comparison

VSGAX has a 0.07% expense ratio, which is lower than QILGX's 0.75% expense ratio.


Return for Risk

VSGAX vs. QILGX — Risk / Return Rank

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

VSGAX
VSGAX Risk / Return Rank: 3939
Overall Rank
VSGAX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VSGAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VSGAX Omega Ratio Rank: 3030
Omega Ratio Rank
VSGAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
VSGAX Martin Ratio Rank: 4949
Martin Ratio Rank

QILGX
QILGX Risk / Return Rank: 3838
Overall Rank
QILGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QILGX Sortino Ratio Rank: 4040
Sortino Ratio Rank
QILGX Omega Ratio Rank: 4747
Omega Ratio Rank
QILGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
QILGX Martin Ratio Rank: 2828
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.

VSGAX vs. QILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) and Federated Hermes MDT Large Cap Growth Fund (QILGX). 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.


VSGAXQILGXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.97

-0.10

Sortino ratio

Return per unit of downside risk

1.36

1.45

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.50

1.23

+0.27

Martin ratio

Return relative to average drawdown

5.96

3.99

+1.97

VSGAX vs. QILGX - Sharpe Ratio Comparison

The current VSGAX Sharpe Ratio is 0.87, which is comparable to the QILGX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VSGAX and QILGX, 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


VSGAXQILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.97

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.74

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.85

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.04

Correlation

The correlation between VSGAX and QILGX is 0.80, 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

VSGAX vs. QILGX - Dividend Comparison

VSGAX's dividend yield for the trailing twelve months is around 0.52%, less than QILGX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.52%0.54%0.54%0.67%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%
QILGX
Federated Hermes MDT Large Cap Growth Fund
3.37%3.09%6.60%1.47%13.57%19.44%7.47%5.07%10.33%7.40%0.55%11.76%

Drawdowns

VSGAX vs. QILGX - Drawdown Comparison

The maximum VSGAX drawdown since its inception was -38.70%, smaller than the maximum QILGX drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for VSGAX and QILGX.


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Drawdown Indicators


VSGAXQILGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-53.48%

+14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-15.55%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.36%

-30.05%

-8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-31.68%

-7.02%

Current Drawdown

Current decline from peak

-6.72%

-11.58%

+4.86%

Average Drawdown

Average peak-to-trough decline

-8.63%

-9.01%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

4.81%

-1.16%

Volatility

VSGAX vs. QILGX - Volatility Comparison

Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a higher volatility of 8.73% compared to Federated Hermes MDT Large Cap Growth Fund (QILGX) at 6.91%. This indicates that VSGAX's price experiences larger fluctuations and is considered to be riskier than QILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSGAXQILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

6.91%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

13.48%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

19.81%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

21.03%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

21.21%

+1.73%