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

Correlation

The correlation between BUFTX and FMIMX is 0.85, 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.


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.

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Key characteristics

Sharpe Ratio

BUFTX:

0.21

FMIMX:

-0.00

Sortino Ratio

BUFTX:

0.48

FMIMX:

0.17

Omega Ratio

BUFTX:

1.06

FMIMX:

1.02

Calmar Ratio

BUFTX:

0.20

FMIMX:

0.01

Martin Ratio

BUFTX:

0.76

FMIMX:

0.02

Ulcer Index

BUFTX:

6.53%

FMIMX:

7.64%

Daily Std Dev

BUFTX:

21.10%

FMIMX:

21.24%

Max Drawdown

BUFTX:

-80.05%

FMIMX:

-59.12%

Current Drawdown

BUFTX:

-9.43%

FMIMX:

-9.21%

Returns By Period

In the year-to-date period, BUFTX achieves a 0.26% return, which is significantly higher than FMIMX's 0.24% return. Over the past 10 years, BUFTX has outperformed FMIMX with an annualized return of 8.53%, while FMIMX has yielded a comparatively lower 3.11% annualized return.


BUFTX

YTD

0.26%

1M

11.72%

6M

-4.60%

1Y

4.45%

5Y*

7.95%

10Y*

8.53%

FMIMX

YTD

0.24%

1M

9.66%

6M

-5.70%

1Y

-0.09%

5Y*

14.41%

10Y*

3.11%

*Annualized

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BUFTX vs. FMIMX - Expense Ratio Comparison

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


Risk-Adjusted Performance

BUFTX vs. FMIMX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUFTX
The Risk-Adjusted Performance Rank of BUFTX is 3333
Overall Rank
The Sharpe Ratio Rank of BUFTX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFTX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of BUFTX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BUFTX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BUFTX is 3434
Martin Ratio Rank

FMIMX
The Risk-Adjusted Performance Rank of FMIMX is 1919
Overall Rank
The Sharpe Ratio Rank of FMIMX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIMX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FMIMX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FMIMX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FMIMX is 1818
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.

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.


The current BUFTX Sharpe Ratio is 0.21, which is higher than the FMIMX Sharpe Ratio of -0.00. 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.


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Dividends

BUFTX vs. FMIMX - Dividend Comparison

BUFTX's dividend yield for the trailing twelve months is around 9.97%, more than FMIMX's 0.21% yield.


TTM20242023202220212020201920182017201620152014
BUFTX
Buffalo Discovery Fund
9.97%10.00%0.00%7.08%15.11%7.98%17.57%7.01%4.64%2.57%7.56%10.28%
FMIMX
FMI Common Stock Fund
0.21%0.21%0.27%0.14%0.33%0.76%0.43%0.44%0.02%0.00%0.00%12.38%

Drawdowns

BUFTX vs. FMIMX - Drawdown Comparison

The maximum BUFTX drawdown since its inception was -80.05%, which is greater than FMIMX's maximum 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.


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Volatility

BUFTX vs. FMIMX - Volatility Comparison

Buffalo Discovery Fund (BUFTX) and FMI Common Stock Fund (FMIMX) have volatilities of 6.26% and 6.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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