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ISIN
US3029337009
CUSIP
302933700
Issuer
FMI
Inception Date
Dec 31, 2010
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 11.4% since the beginning of the year. FMIYX is currently trading at $39 per share. Investors who bought $1,000 worth of FMIYX shares 5 years ago would now be looking at an investment worth $1,480.


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Benchmark

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Returns By Period

FMI International Fund Class I (FMIYX) has returned 11.41% so far this year and 16.23% over the past 12 months.


FMI International Fund Class I

1D
0.85%
1M
4.24%
6M
7.78%
YTD
11.41%
1Y
16.23%
3Y*
10.33%
5Y*
8.16%
10Y*
ALL TIME*
7.74%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 60% of months were positive and 40% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.37%2.73%-9.62%4.40%0.88%4.49%5.48%11.41%
20252.66%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%
20239.89%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 -1.40%, beta of 0.68, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since November 03, 2016.

  • This fund participated in 74.89% of S&P 500 Index downside but only 59.35% of its upside - more exposed to losses than it benefited from rallies.
  • 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
-1.40%
Beta
0.68
0.69
Upside Capture
59.35%
Downside Capture
74.89%

Expense Ratio

FMIYX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FMIYX ranks 24 for risk / return — above 24% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.


FMIYX Risk / Return Rank: 2424
Overall Rank
FMIYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FMIYX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FMIYX Omega Ratio Rank: 2525
Omega Ratio Rank
FMIYX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FMIYX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return 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.


FMIYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratioReturn relative to maximum drawdown

1.04

2.00

-0.96

Martin ratioReturn relative to average drawdown

3.41

8.49

-5.08

Dividends

Dividend History

FMI International Fund Class I provided a 11.84% dividend yield over the last twelve months, with an annual payout of $4.62 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
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

11.84%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$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.


Drawdown

Fall

Recovery

Underwater

Related event

-37.43%Mar 2020
2mo 2d9mo 19d
11mo 21dJan 2020 - Jan 2021
COVID crash2020
-21.69%Sep 2022
8mo 21d6mo 23d
1y 3moJan 2022 - Apr 2023
Bear market2022
-15.87%Apr 2025
1mo 23d1mo 19d
3mo 12dFeb 2025 - May 2025
2025 selloff2025
-14.28%Dec 2018
11mo 5d10mo 15d
1y 9moJan 2018 - Nov 2019
Rate-hike selloffLate 2018
-13.48%Mar 2026
1mo 6d3mo 14d
4mo 20dFeb 2026 - Jul 2026

Drawdown Indicators


FMIYXBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.58%

+1.58%

Average Drawdown

Average peak-to-trough decline

-4.69%

-10.70%

+6.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.14%

+1.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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