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BUFTX vs. FMIMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFTX and FMIMX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BUFTX vs. FMIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Discovery Fund (BUFTX) and FMI Common Stock Fund (FMIMX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.79%
4.81%
BUFTX
FMIMX

Key characteristics

Sharpe Ratio

BUFTX:

-0.11

FMIMX:

0.71

Sortino Ratio

BUFTX:

-0.02

FMIMX:

1.11

Omega Ratio

BUFTX:

1.00

FMIMX:

1.13

Calmar Ratio

BUFTX:

-0.06

FMIMX:

1.24

Martin Ratio

BUFTX:

-0.44

FMIMX:

3.82

Ulcer Index

BUFTX:

4.44%

FMIMX:

3.05%

Daily Std Dev

BUFTX:

18.08%

FMIMX:

16.43%

Max Drawdown

BUFTX:

-55.81%

FMIMX:

-59.12%

Current Drawdown

BUFTX:

-33.17%

FMIMX:

-7.29%

Returns By Period

In the year-to-date period, BUFTX achieves a -3.75% return, which is significantly lower than FMIMX's 10.99% return. Over the past 10 years, BUFTX has underperformed FMIMX with an annualized return of 1.44%, while FMIMX has yielded a comparatively higher 3.65% annualized return.


BUFTX

YTD

-3.75%

1M

-9.77%

6M

-3.71%

1Y

-2.82%

5Y*

-0.99%

10Y*

1.44%

FMIMX

YTD

10.99%

1M

-2.65%

6M

4.24%

1Y

10.63%

5Y*

7.87%

10Y*

3.65%

Compare stocks, funds, or ETFs

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


BUFTX vs. FMIMX - Expense Ratio Comparison

BUFTX has a 1.00% expense ratio, which is lower than FMIMX's 1.01% expense ratio.


FMIMX
FMI Common Stock Fund
Expense ratio chart for FMIMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for BUFTX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Risk-Adjusted Performance

BUFTX vs. FMIMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Discovery Fund (BUFTX) and FMI Common Stock Fund (FMIMX). 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.


Sharpe ratio
The chart of Sharpe ratio for BUFTX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.110.71
The chart of Sortino ratio for BUFTX, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00-0.021.11
The chart of Omega ratio for BUFTX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.13
The chart of Calmar ratio for BUFTX, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.061.24
The chart of Martin ratio for BUFTX, currently valued at -0.44, compared to the broader market0.0020.0040.0060.00-0.443.82
BUFTX
FMIMX

The current BUFTX Sharpe Ratio is -0.11, which is lower than the FMIMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BUFTX and FMIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
0.71
BUFTX
FMIMX

Dividends

BUFTX vs. FMIMX - Dividend Comparison

Neither BUFTX nor FMIMX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BUFTX
Buffalo Discovery Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMIMX
FMI Common Stock Fund
0.00%0.27%0.14%0.33%0.76%0.43%0.44%0.02%0.00%0.00%12.38%0.45%

Drawdowns

BUFTX vs. FMIMX - Drawdown Comparison

The maximum BUFTX drawdown since its inception was -55.81%, smaller than the maximum FMIMX drawdown of -59.12%. Use the drawdown chart below to compare losses from any high point for BUFTX and FMIMX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.17%
-7.29%
BUFTX
FMIMX

Volatility

BUFTX vs. FMIMX - Volatility Comparison

Buffalo Discovery Fund (BUFTX) has a higher volatility of 11.45% compared to FMI Common Stock Fund (FMIMX) at 5.13%. This indicates that BUFTX's price experiences larger fluctuations and is considered to be riskier than FMIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.45%
5.13%
BUFTX
FMIMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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