FMIHX vs. DFIEX
Compare and contrast key facts about FMI Large Cap Fund (FMIHX) and DFA International Core Equity Portfolio I (DFIEX).
FMIHX is managed by FMI Funds. It was launched on Dec 31, 2001. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FMIHX vs. DFIEX - Performance Comparison
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FMIHX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIHX FMI Large Cap Fund | -5.25% | 6.21% | 10.17% | 21.03% | -14.73% | 18.40% | 10.23% | 23.66% | -4.10% | 19.25% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, FMIHX achieves a -5.25% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, FMIHX has underperformed DFIEX with an annualized return of 8.76%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
FMIHX
- 1D
- 1.69%
- 1M
- -7.81%
- YTD
- -5.25%
- 6M
- -5.11%
- 1Y
- -0.87%
- 3Y*
- 8.88%
- 5Y*
- 4.82%
- 10Y*
- 8.76%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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FMIHX vs. DFIEX - Expense Ratio Comparison
FMIHX has a 0.82% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
FMIHX vs. DFIEX — Risk / Return Rank
FMIHX
DFIEX
FMIHX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Large Cap Fund (FMIHX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| FMIHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 1.95 | -1.99 |
Sortino ratioReturn per unit of downside risk | 0.07 | 2.55 | -2.47 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.39 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 2.57 | -2.55 |
Martin ratioReturn relative to average drawdown | 0.06 | 10.07 | -10.01 |
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
| FMIHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.95 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.60 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.59 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Correlation
The correlation between FMIHX and DFIEX is 0.78, 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
FMIHX vs. DFIEX - Dividend Comparison
FMIHX's dividend yield for the trailing twelve months is around 16.72%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIHX FMI Large Cap Fund | 16.72% | 15.84% | 13.22% | 10.54% | 22.62% | 17.10% | 11.56% | 7.77% | 20.37% | 9.27% | 7.48% | 11.02% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FMIHX vs. DFIEX - Drawdown Comparison
The maximum FMIHX drawdown since its inception was -47.80%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FMIHX and DFIEX.
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Drawdown Indicators
| FMIHX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.80% | -62.22% | +14.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.01% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -28.66% | +3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -34.15% | -41.04% | +6.89% |
Current DrawdownCurrent decline from peak | -10.43% | -7.75% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -12.26% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.81% | +0.91% |
Volatility
FMIHX vs. DFIEX - Volatility Comparison
The current volatility for FMI Large Cap Fund (FMIHX) is 4.50%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FMIHX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIHX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 7.09% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.45% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 15.90% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 15.65% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.35% | +1.23% |