See what your fund actually adds
Federated Hermes MDT Large Cap Value ETF FLCV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLCV | Replication |
|---|---|---|
| Annualized growth | 20.4% | 13.7% |
| Annualized volatility | 13.0% | 12.9% |
| Sharpe ratio | 1.50 | 1.06 |
| Maximum drawdown | 13.7% | 13.0% |
| Replication fit (R²) | 0.94 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLCV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 27.4% |
| XLF | Sector · Financials | 25.9% |
| VOT | Mid-Cap · Growth | 25.8% |
| USMV | Factor · Min Vol | 20.9% |