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FMI International Fund (FMIJX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3029333040

CUSIP

302933304

Issuer

FMI Funds

Inception Date

Dec 31, 2010

Min. Investment

$2,500

Asset Class

Equity

Expense Ratio

FMIJX has a high expense ratio of 0.94%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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S&P 500

Returns By Period

FMI International Fund (FMIJX) returned 3.92% year-to-date (YTD) and 2.22% over the past 12 months. Over the past 10 years, FMIJX returned 4.65% annually, underperforming the S&P 500 benchmark at 10.64%.


FMIJX

YTD

3.92%

1M

11.21%

6M

3.74%

1Y

2.22%

3Y*

7.27%

5Y*

10.48%

10Y*

4.65%

^GSPC (Benchmark)

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

Monthly Returns

The table below presents the monthly returns of FMIJX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.67%1.42%-5.08%-0.03%5.16%3.92%
2024-0.41%1.69%4.34%-0.98%2.82%-3.54%4.38%1.42%0.03%-3.95%3.49%-2.05%6.99%
20239.88%0.43%-0.07%2.90%-1.87%4.07%1.64%-1.19%-1.51%-4.23%5.89%4.79%21.81%
2022-2.08%-2.27%-1.73%-2.99%-0.34%-8.04%5.18%-4.25%-5.71%7.50%7.67%-11.51%-18.67%
2021-1.36%3.48%4.90%3.12%1.48%-0.69%-1.25%0.65%-1.26%2.32%-4.64%6.83%13.82%
2020-3.74%-6.71%-20.10%6.76%3.15%3.60%1.40%3.72%-0.61%-1.44%13.23%4.79%0.06%
20195.34%1.99%0.88%2.93%-4.38%4.39%-0.03%-1.13%1.21%0.78%1.68%2.60%17.11%
20181.36%-3.49%-1.14%2.86%-0.09%-0.30%0.36%1.07%-0.91%-6.86%1.65%-4.05%-9.54%
20172.31%1.34%1.94%1.96%2.48%-0.94%0.95%-0.33%2.13%2.50%-0.78%0.98%15.45%
2016-1.14%-0.93%3.80%0.56%1.42%-0.44%2.89%2.20%0.23%-1.01%0.72%1.40%10.00%
20152.70%3.82%1.25%0.87%0.69%-3.54%0.51%-3.82%-2.85%5.39%1.44%-2.81%3.20%
2014-2.40%3.13%1.16%0.96%1.24%1.43%-1.55%2.17%-1.95%-1.01%2.01%-0.47%4.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FMIJX is 28, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FMIJX is 2828
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FMI International Fund (FMIJX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FMI International Fund Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: 0.12
  • 5-Year: 0.72
  • 10-Year: 0.31
  • All Time: 0.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of FMI International Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

FMI International Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.00$0.00$0.00$4.24$1.23$0.00$1.15$2.13$0.55$1.12$0.52$0.96

Dividend yield

0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%

Monthly Dividends

The table displays the monthly dividend distributions for FMI International Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.24$4.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$1.15
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.13$2.13
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12$1.12
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2014$0.96$0.96

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FMI International Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FMI International Fund was 37.45%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current FMI International Fund drawdown is 0.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.45%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-21.77%Jan 12, 2022181Sep 30, 2022349Feb 22, 2024530
-16.37%May 11, 201171Aug 19, 2011126Feb 21, 2012197
-15.88%Feb 14, 202537Apr 8, 2025
-14.38%Jan 23, 2018233Dec 24, 2018217Nov 4, 2019450

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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