FMIFX vs. VHCOX
Compare and contrast key facts about FMI International Fund II - Currency Unhedged Institutional Class (FMIFX) and Vanguard Capital Opportunity Fund Investor Shares (VHCOX).
FMIFX is managed by Fidelity. It was launched on Dec 31, 2019. VHCOX is managed by Vanguard. It was launched on Aug 14, 1995.
Performance
FMIFX vs. VHCOX - Performance Comparison
Loading graphics...
FMIFX vs. VHCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FMIFX FMI International Fund II - Currency Unhedged Institutional Class | -5.67% | 13.92% | 2.22% | 21.74% | -17.35% | 9.20% | 3.94% |
VHCOX Vanguard Capital Opportunity Fund Investor Shares | -3.14% | 25.74% | 14.00% | 25.55% | -17.61% | 20.85% | 22.73% |
Returns By Period
In the year-to-date period, FMIFX achieves a -5.67% return, which is significantly lower than VHCOX's -3.14% return.
FMIFX
- 1D
- 2.26%
- 1M
- -9.33%
- YTD
- -5.67%
- 6M
- -5.57%
- 1Y
- 6.40%
- 3Y*
- 6.57%
- 5Y*
- 2.55%
- 10Y*
- —
VHCOX
- 1D
- 3.60%
- 1M
- -6.90%
- YTD
- -3.14%
- 6M
- 2.84%
- 1Y
- 26.35%
- 3Y*
- 17.67%
- 5Y*
- 9.53%
- 10Y*
- 14.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FMIFX vs. VHCOX - Expense Ratio Comparison
FMIFX has a 0.90% expense ratio, which is higher than VHCOX's 0.43% expense ratio.
Return for Risk
FMIFX vs. VHCOX — Risk / Return Rank
FMIFX
VHCOX
FMIFX vs. VHCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund II - Currency Unhedged Institutional Class (FMIFX) and Vanguard Capital Opportunity Fund Investor Shares (VHCOX). 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.
| FMIFX | VHCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.21 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.76 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.87 | -1.52 |
Martin ratioReturn relative to average drawdown | 1.35 | 7.74 | -6.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FMIFX | VHCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.21 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.49 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.58 | -0.38 |
Correlation
The correlation between FMIFX and VHCOX is 0.75, 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.
Dividends
FMIFX vs. VHCOX - Dividend Comparison
FMIFX's dividend yield for the trailing twelve months is around 6.41%, less than VHCOX's 9.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIFX FMI International Fund II - Currency Unhedged Institutional Class | 6.41% | 6.05% | 2.30% | 1.51% | 1.41% | 4.41% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 9.93% | 9.62% | 8.16% | 2.33% | 9.26% | 10.44% | 9.10% | 6.41% | 12.11% | 3.87% | 5.66% | 5.30% |
Drawdowns
FMIFX vs. VHCOX - Drawdown Comparison
The maximum FMIFX drawdown since its inception was -39.39%, smaller than the maximum VHCOX drawdown of -54.76%. Use the drawdown chart below to compare losses from any high point for FMIFX and VHCOX.
Loading graphics...
Drawdown Indicators
| FMIFX | VHCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.39% | -54.76% | +15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -13.90% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -33.90% | -27.59% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -12.02% | -9.29% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -10.04% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 3.36% | +0.54% |
Volatility
FMIFX vs. VHCOX - Volatility Comparison
FMI International Fund II - Currency Unhedged Institutional Class (FMIFX) and Vanguard Capital Opportunity Fund Investor Shares (VHCOX) have volatilities of 7.08% and 7.31%, 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.
Loading graphics...
Volatility by Period
| FMIFX | VHCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 7.31% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 13.05% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.76% | 21.60% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 19.64% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 20.22% | -1.58% |