FMIHX vs. FMIYX
Compare and contrast key facts about FMI Large Cap Fund (FMIHX) and FMI International Fund Class I (FMIYX).
FMIHX is managed by FMI Funds. It was launched on Dec 31, 2001. FMIYX is a passively managed fund by FMI Funds that tracks the performance of the MSCI EAFE Net (USD). It was launched on Dec 31, 2010.
Performance
FMIHX vs. FMIYX - Performance Comparison
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FMIHX vs. FMIYX - 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% |
FMIYX FMI International Fund Class I | -4.02% | 8.73% | 7.17% | 21.96% | -9.78% | 13.95% | 0.19% | 17.27% | -9.40% | 15.59% |
Returns By Period
In the year-to-date period, FMIHX achieves a -5.25% return, which is significantly lower than FMIYX's -4.02% 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%
FMIYX
- 1D
- 1.79%
- 1M
- -8.31%
- YTD
- -4.02%
- 6M
- -3.31%
- 1Y
- 5.60%
- 3Y*
- 7.33%
- 5Y*
- 5.29%
- 10Y*
- —
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FMIHX vs. FMIYX - Expense Ratio Comparison
FMIHX has a 0.82% expense ratio, which is higher than FMIYX's 0.80% expense ratio.
Return for Risk
FMIHX vs. FMIYX — Risk / Return Rank
FMIHX
FMIYX
FMIHX vs. FMIYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Large Cap Fund (FMIHX) and FMI International Fund Class I (FMIYX). 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 | FMIYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.32 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.07 | 0.59 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.08 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 0.34 | -0.33 |
Martin ratioReturn relative to average drawdown | 0.06 | 1.32 | -1.27 |
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 | FMIYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.32 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.40 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.43 | +0.06 |
Correlation
The correlation between FMIHX and FMIYX is 0.80, 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. FMIYX - Dividend Comparison
FMIHX's dividend yield for the trailing twelve months is around 16.72%, more than FMIYX's 13.74% 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% |
FMIYX FMI International Fund Class I | 13.74% | 13.19% | 0.00% | 0.00% | 15.31% | 3.57% | 0.00% | 3.66% | 7.65% | 1.65% | 3.78% | 0.00% |
Drawdowns
FMIHX vs. FMIYX - Drawdown Comparison
The maximum FMIHX drawdown since its inception was -47.80%, which is greater than FMIYX's maximum drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for FMIHX and FMIYX.
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Drawdown Indicators
| FMIHX | FMIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.80% | -37.43% | -10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -13.48% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -21.69% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.15% | — | — |
Current DrawdownCurrent decline from peak | -10.43% | -10.01% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -4.72% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 3.50% | +0.22% |
Volatility
FMIHX vs. FMIYX - Volatility Comparison
The current volatility for FMI Large Cap Fund (FMIHX) is 4.50%, while FMI International Fund Class I (FMIYX) has a volatility of 6.14%. This indicates that FMIHX experiences smaller price fluctuations and is considered to be less risky than FMIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIHX | FMIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 6.14% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.42% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 17.15% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 13.40% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 14.91% | +2.67% |