See what your fund actually adds
Federated Hermes SDG Engagement Equity Fund Class A Shares FHEQX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FHEQX | Replication |
|---|---|---|
| Annualized growth | 2.8% | 6.0% |
| Annualized volatility | 17.1% | 16.4% |
| Sharpe ratio | 0.25 | 0.44 |
| Maximum drawdown | 27.7% | 27.4% |
| Replication fit (R²) | 0.93 · Tracking error 4.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FHEQX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 53.3% |
| EFG | Intl · Growth | 19.4% |
| VNQI | Alternatives · Intl Real Estate | 9.9% |
| VSS | Intl · Small Cap | 9.3% |
| VEA | Intl · Developed | 8.2% |