Summary
FLCG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.24% Volatility 22.59% Sharpe 0.50
Official loaded data — not a live quote.

FEDERATED HERMES MDT LARGE CAP GROWTH ETF

Symbol: FLCG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 30/07/2024

Latest date: 20/07/2026

Current price: $33.70

Expense ratio: 0.39%

Assets under management
$558.7M
-0.88% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.73%

Ann. -36.32% (Sharpe / Sortino numerator)

Volatility

22.31%

Sharpe ratio

-1.791

VaR 95%

-2.23%

CVaR 95%: -2.28%
Max drawdown: -9.02%
Sortino ratio: -3.455
Calmar ratio: -4.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.25%

Ann. -29.74% (Sharpe / Sortino numerator)

Volatility

18.56%

Sharpe ratio

-1.798

VaR 95%

-2.05%

CVaR 95%: -2.27%
Max drawdown: -13.80%
Sortino ratio: -2.882
Calmar ratio: -2.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.09%

Ann. -15.31% (Sharpe / Sortino numerator)

Volatility

17.41%

Sharpe ratio

-1.088

VaR 95%

-2.03%

CVaR 95%: -2.35%
Max drawdown: -15.07%
Sortino ratio: -1.595
Calmar ratio: -1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.24%

Ann. 14.95% (Sharpe / Sortino numerator)

Volatility

22.59%

Sharpe ratio

0.501

VaR 95%

-2.04%

CVaR 95%: -3.21%
Max drawdown: -15.07%
Sortino ratio: 0.650
Calmar ratio: 0.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.37%

Ann. 18.91% (Sharpe / Sortino numerator)

Volatility

21.47%

Sharpe ratio

0.714

VaR 95%

-2.17%

CVaR 95%: -3.09%
Max drawdown: -22.95%
Sortino ratio: 0.922
Calmar ratio: 0.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.041%

Best day

3.816%

31/03/2026
Worst day

-3.149%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.99 $33.99 $33.66 $33.70 58,100
17/07/2026 $33.47 $33.93 $33.17 $33.65 69,300
16/07/2026 $34.22 $34.32 $33.92 $34.02 47,300
15/07/2026 $34.67 $34.67 $34.15 $34.57 86,900
14/07/2026 $34.49 $34.51 $34.18 $34.47 38,200
13/07/2026 $34.48 $34.48 $34.03 $34.09 31,500
10/07/2026 $34.43 $34.60 $34.24 $34.60 89,700
09/07/2026 $34.17 $34.48 $33.99 $34.43 104,300
08/07/2026 $33.76 $33.98 $33.57 $33.94 236,900
07/07/2026 $34.20 $34.20 $33.81 $33.93 114,100