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ANTSX vs. FMNEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANTSX vs. FMNEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century International Small-Mid Cap Fund (ANTSX) and RBB Free Market International Equity Fund (FMNEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANTSX achieves a 5.36% return, which is significantly lower than FMNEX's 12.93% return. Over the past 10 years, ANTSX has underperformed FMNEX with an annualized return of 6.77%, while FMNEX has yielded a comparatively higher 9.84% annualized return.


ANTSX

1D
3.60%
1M
-1.74%
6M
-1.35%
YTD
5.36%
1Y
14.46%
3Y*
11.09%
5Y*
0.74%
10Y*
6.77%
ALL TIME*
6.57%

FMNEX

1D
2.63%
1M
2.33%
6M
6.11%
YTD
12.93%
1Y
30.75%
3Y*
18.97%
5Y*
11.56%
10Y*
9.84%
ALL TIME*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ANTSX vs. FMNEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANTSX
American Century International Small-Mid Cap Fund
5.36%27.36%3.22%3.60%-28.33%13.30%30.28%27.06%-23.38%36.10%
FMNEX
RBB Free Market International Equity Fund
12.93%42.81%2.15%16.13%-10.54%14.50%2.74%17.72%-19.58%27.74%

Correlation

The correlation between ANTSX and FMNEX is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.91

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.86

The correlation between ANTSX and FMNEX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

ANTSX vs. FMNEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ANTSX
ANTSX Risk / Return Rank: 2121
Overall Rank
ANTSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ANTSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ANTSX Omega Ratio Rank: 2121
Omega Ratio Rank
ANTSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ANTSX Martin Ratio Rank: 2222
Martin Ratio Rank

FMNEX
FMNEX Risk / Return Rank: 8282
Overall Rank
FMNEX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FMNEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FMNEX Omega Ratio Rank: 8181
Omega Ratio Rank
FMNEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FMNEX Martin Ratio Rank: 8080
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.

ANTSX vs. FMNEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century International Small-Mid Cap Fund (ANTSX) and RBB Free Market International Equity Fund (FMNEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


ANTSXFMNEXDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.15

1.38

-0.23

Calmar ratioReturn relative to maximum drawdown

1.00

2.65

-1.65

Martin ratioReturn relative to average drawdown

3.26

9.81

-6.55

ANTSX vs. FMNEX - Sharpe Ratio Comparison

The current ANTSX Sharpe Ratio is 0.78, which is lower than the FMNEX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ANTSX and FMNEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ANTSX vs. FMNEX - Drawdown Comparison

The maximum ANTSX drawdown since its inception was -43.68%, smaller than the maximum FMNEX drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for ANTSX and FMNEX.


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Drawdown Indicators


ANTSXFMNEXDifference

Max Drawdown

Largest peak-to-trough decline

-43.68%

-59.76%

+16.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.83%

-11.38%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-21.24%

-13.46%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

-26.61%

-13.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

-47.35%

+3.67%

Current Drawdown

Current decline from peak

-6.70%

-0.11%

-6.59%

Average Drawdown

Average peak-to-trough decline

-14.43%

-12.11%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

3.07%

+1.47%

Volatility

ANTSX vs. FMNEX - Volatility Comparison

American Century International Small-Mid Cap Fund (ANTSX) has a higher volatility of 6.58% compared to RBB Free Market International Equity Fund (FMNEX) at 4.68%. This indicates that ANTSX's price experiences larger fluctuations and is considered to be riskier than FMNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANTSXFMNEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

4.68%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

12.54%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

14.61%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

15.64%

+3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

15.91%

+2.77%

ANTSX vs. FMNEX - Expense Ratio Comparison

ANTSX has a 1.44% expense ratio, which is higher than FMNEX's 0.56% expense ratio.


Dividends

ANTSX vs. FMNEX - Dividend Comparison

ANTSX's dividend yield for the trailing twelve months is around 1.70%, less than FMNEX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
ANTSX
American Century International Small-Mid Cap Fund
1.70%1.79%1.62%1.10%0.00%21.47%3.16%1.69%15.05%4.40%0.00%0.00%
FMNEX
RBB Free Market International Equity Fund
4.15%4.69%0.00%2.49%3.46%1.31%3.03%2.56%4.12%3.30%3.17%3.60%

Frequently Asked Questions


With a correlation of 0.92, ANTSX and FMNEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ANTSX has higher volatility (6.58%) compared to FMNEX (4.68%). In terms of maximum drawdown, ANTSX dropped -43.68% vs FMNEX's -59.76%.

FMNEX currently has the higher Sharpe Ratio (2.07 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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