FMFIX vs. FMUEX
Compare and contrast key facts about RBB Free Market Fixed Income Fund (FMFIX) and RBB Free Market U.S. Equity Fund (FMUEX).
FMFIX is managed by RBB Funds. It was launched on Dec 31, 2007. FMUEX is managed by RBB Funds. It was launched on Dec 31, 2007.
Performance
FMFIX vs. FMUEX - Performance Comparison
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FMFIX vs. FMUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMFIX RBB Free Market Fixed Income Fund | 0.20% | 4.88% | 0.71% | 5.43% | -6.52% | -1.06% | 3.28% | 4.78% | 0.65% | 1.05% |
FMUEX RBB Free Market U.S. Equity Fund | 0.87% | 12.79% | 8.09% | 17.10% | -10.47% | 31.75% | 5.65% | 22.44% | -11.62% | 13.44% |
Returns By Period
In the year-to-date period, FMFIX achieves a 0.20% return, which is significantly lower than FMUEX's 0.87% return. Over the past 10 years, FMFIX has underperformed FMUEX with an annualized return of 1.22%, while FMUEX has yielded a comparatively higher 10.18% annualized return.
FMFIX
- 1D
- 0.20%
- 1M
- -0.89%
- YTD
- 0.20%
- 6M
- 0.95%
- 1Y
- 3.59%
- 3Y*
- 3.08%
- 5Y*
- 0.84%
- 10Y*
- 1.22%
FMUEX
- 1D
- -0.67%
- 1M
- -6.31%
- YTD
- 0.87%
- 6M
- 4.34%
- 1Y
- 19.46%
- 3Y*
- 12.11%
- 5Y*
- 7.58%
- 10Y*
- 10.18%
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FMFIX vs. FMUEX - Expense Ratio Comparison
FMFIX has a 0.68% expense ratio, which is lower than FMUEX's 0.78% expense ratio.
Return for Risk
FMFIX vs. FMUEX — Risk / Return Rank
FMFIX
FMUEX
FMFIX vs. FMUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBB Free Market Fixed Income Fund (FMFIX) and RBB Free Market U.S. Equity Fund (FMUEX). 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.
| FMFIX | FMUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.18 | 1.02 | +1.16 |
Sortino ratioReturn per unit of downside risk | 3.20 | 1.53 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.31 | +2.20 |
Martin ratioReturn relative to average drawdown | 14.31 | 5.70 | +8.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMFIX | FMUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 1.02 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.41 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.52 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.40 | +0.21 |
Correlation
The correlation between FMFIX and FMUEX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FMFIX vs. FMUEX - Dividend Comparison
FMFIX's dividend yield for the trailing twelve months is around 3.67%, more than FMUEX's 1.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMFIX RBB Free Market Fixed Income Fund | 3.67% | 3.49% | 0.71% | 2.75% | 1.35% | 0.37% | 1.22% | 1.44% | 2.45% | 1.25% | 0.58% | 0.39% |
FMUEX RBB Free Market U.S. Equity Fund | 1.86% | 1.87% | 0.00% | 4.12% | 8.26% | 4.38% | 1.61% | 5.57% | 5.88% | 3.80% | 4.80% | 8.51% |
Drawdowns
FMFIX vs. FMUEX - Drawdown Comparison
The maximum FMFIX drawdown since its inception was -9.35%, smaller than the maximum FMUEX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for FMFIX and FMUEX.
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Drawdown Indicators
| FMFIX | FMUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.35% | -58.03% | +48.68% |
Max Drawdown (1Y)Largest decline over 1 year | -1.09% | -13.44% | +12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -9.26% | -25.49% | +16.23% |
Max Drawdown (10Y)Largest decline over 10 years | -9.35% | -42.31% | +32.96% |
Current DrawdownCurrent decline from peak | -0.89% | -7.61% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -8.13% | +6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 3.10% | -2.83% |
Volatility
FMFIX vs. FMUEX - Volatility Comparison
The current volatility for RBB Free Market Fixed Income Fund (FMFIX) is 0.69%, while RBB Free Market U.S. Equity Fund (FMUEX) has a volatility of 4.52%. This indicates that FMFIX experiences smaller price fluctuations and is considered to be less risky than FMUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMFIX | FMUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 4.52% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 1.06% | 10.52% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.70% | 19.61% | -17.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.86% | 18.44% | -15.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.43% | 19.73% | -17.30% |