- ISIN
- US3029337009
- CUSIP
- 302933700
- Issuer
- FMI Funds
- Inception Date
- Dec 31, 2010
- Category
- Foreign Large Cap Equities
- Min. Investment
- $100,000
- Index Tracked
- MSCI EAFE Net (USD)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FMIYX Performance Chart
FMI International Fund Class I (FMIYX) is up 5.1% since the beginning of the year. FMIYX is currently trading at $37 per share. Investors who bought $1,000 worth of FMIYX shares 5 years ago would now be looking at an investment worth $1,388.
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Returns By Period
FMI International Fund Class I (FMIYX) has returned 5.11% so far this year and 12.55% over the past 12 months.
FMI International Fund Class I
- 1D
- 1.66%
- 1M
- 4.16%
- YTD
- 5.11%
- 6M
- 4.72%
- 1Y
- 12.55%
- 3Y*
- 8.79%
- 5Y*
- 6.78%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FMIYX Monthly Returns History
Based on dividend-adjusted daily data since Nov 3, 2016, FMIYX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Mar 2020 at -20.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FMIYX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.37% | 2.73% | -9.62% | 4.40% | 0.88% | 3.98% | 5.11% | ||||||
| 2025 | 2.66% | 1.44% | -5.05% | -0.03% | 5.07% | 0.63% | 0.68% | 2.50% | -0.79% | 1.56% | 0.20% | -0.17% | 8.73% |
| 2024 | -0.41% | 1.71% | 4.35% | -0.97% | 2.83% | -3.52% | 4.38% | 1.44% | 0.05% | -3.95% | 3.50% | -2.01% | 7.17% |
| 2023 | 9.89% | 0.46% | -0.06% | 2.89% | -1.83% | 4.05% | 1.67% | -1.19% | -1.48% | -4.25% | 5.90% | 4.80% | 21.96% |
| 2022 | -2.05% | -2.26% | -1.70% | -2.98% | -0.34% | -8.05% | 5.20% | -4.21% | -5.69% | 7.48% | 7.68% | -1.97% | -9.78% |
| 2021 | -1.36% | 3.50% | 4.92% | 3.11% | 1.51% | -0.69% | -1.22% | 0.64% | -1.25% | 2.34% | -4.63% | 6.81% | 13.95% |
Benchmark Metrics
FMI International Fund Class I has an annualized alpha of -2.09%, beta of 0.68, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 03, 2016.
- This fund participated in 78.80% of S&P 500 Index downside but only 59.35% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.09% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -2.09%
- Beta
- 0.68
- R²
- 0.70
- Upside Capture
- 59.35%
- Downside Capture
- 78.80%
Expense Ratio
FMIYX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FMIYX ranks 10 for risk / return — in the bottom 10% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FMI International Fund Class I (FMIYX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMIYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.37 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 2.78 | -1.94 |
| Martin ratioReturn relative to average drawdown | 2.77 | 12.44 | -9.67 |
Dividends
Dividend History
FMI International Fund Class I provided a 12.55% dividend yield over the last twelve months, with an annual payout of $4.62 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.62 | $4.62 | $0.00 | $0.00 | $4.27 | $1.27 | $0.00 | $1.19 | $2.19 | $0.56 | $1.13 |
Dividend yield | 12.55% | 13.19% | 0.00% | 0.00% | 15.31% | 3.57% | 0.00% | 3.66% | 7.65% | 1.65% | 3.78% |
Monthly Dividends
The table displays the monthly dividend distributions for FMI International Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.62 | $4.62 |
| 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 | $4.27 | $4.27 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.27 |
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 Class I. 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 Class I was 37.43%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current FMI International Fund Class I drawdown is 1.44%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.43%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 |
Bear market2022 | -21.69%Sep 2022 | 8mo 21d | 6mo 23d | 1y 3moJan 2022 - Apr 2023 |
2025 selloff2025 | -15.87%Apr 2025 | 1mo 23d | 1mo 19d | 3mo 12dFeb 2025 - May 2025 |
Rate-hike selloffLate 2018 | -14.28%Dec 2018 | 11mo 5d | 10mo 15d | 1y 9moJan 2018 - Nov 2019 |
2026 correction2026 | -13.48%Mar 2026 | 1mo 6d | — | 4mo 11dFeb 2026 - now |
Drawdown Indicators
| FMIYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -56.78% | +19.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -9.10% | -4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -18.90% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -25.43% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.44% | -1.80% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -10.71% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.03% | +2.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with FMIYX
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