FMIHX vs. MNRMX
FMIHX (FMI Large Cap Fund) and MNRMX (Manor Investment Funds Manor Fund) are both Large Cap Blend Equities funds. Over the past 10 years, FMIHX returned 9.45%/yr vs 12.09%/yr for MNRMX. Their correlation of 0.87 suggests significant overlap in exposure. FMIHX charges 0.82%/yr vs 1.25%/yr for MNRMX.
Performance
FMIHX vs. MNRMX - Performance Comparison
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Returns By Period
In the year-to-date period, FMIHX achieves a -0.15% return, which is significantly lower than MNRMX's 16.87% return. Over the past 10 years, FMIHX has underperformed MNRMX with an annualized return of 9.45%, while MNRMX has yielded a comparatively higher 12.09% annualized return.
FMIHX
- 1D
- 0.30%
- 1M
- 2.94%
- YTD
- -0.15%
- 6M
- -1.26%
- 1Y
- 1.44%
- 3Y*
- 9.43%
- 5Y*
- 5.41%
- 10Y*
- 9.45%
MNRMX
- 1D
- -2.45%
- 1M
- 4.32%
- YTD
- 16.87%
- 6M
- 14.86%
- 1Y
- 34.46%
- 3Y*
- 21.10%
- 5Y*
- 11.93%
- 10Y*
- 12.09%
FMIHX vs. MNRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIHX FMI Large Cap Fund | -0.15% | 6.21% | 10.17% | 21.03% | -14.73% | 18.40% | 10.23% | 23.66% | -4.10% | 19.25% |
MNRMX Manor Investment Funds Manor Fund | 16.87% | 20.62% | 12.32% | 13.77% | -10.73% | 29.52% | 5.94% | 31.64% | -19.36% | 21.55% |
Correlation
The correlation between FMIHX and MNRMX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 4, 2005 | 0.87 |
Over the past year, the correlation between FMIHX and MNRMX has dropped to 0.55 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
FMIHX vs. MNRMX — Risk / Return Rank
FMIHX
MNRMX
FMIHX vs. MNRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Large Cap Fund (FMIHX) and Manor Investment Funds Manor Fund (MNRMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMIHX | MNRMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 5.10 | -4.88 |
| Martin ratioReturn relative to average drawdown | 0.55 | 21.11 | -20.56 |
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Drawdowns
FMIHX vs. MNRMX - Drawdown Comparison
The maximum FMIHX drawdown since its inception was -47.80%, smaller than the maximum MNRMX drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for FMIHX and MNRMX.
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Drawdown Indicators
| FMIHX | MNRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.80% | -78.38% | +30.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -7.20% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.23% | -78.38% | +60.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -78.38% | +53.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.15% | -78.38% | +44.23% |
Current DrawdownCurrent decline from peak | -5.60% | -63.57% | +57.97% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -12.66% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 1.74% | +3.12% |
Volatility
FMIHX vs. MNRMX - Volatility Comparison
The current volatility for FMI Large Cap Fund (FMIHX) is 4.35%, while Manor Investment Funds Manor Fund (MNRMX) has a volatility of 5.89%. This indicates that FMIHX experiences smaller price fluctuations and is considered to be less risky than MNRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIHX | MNRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 5.89% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 12.39% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 15.26% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 127.25% | -109.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 91.14% | -73.54% |
FMIHX vs. MNRMX - Expense Ratio Comparison
FMIHX has a 0.82% expense ratio, which is lower than MNRMX's 1.25% expense ratio.
Dividends
FMIHX vs. MNRMX - Dividend Comparison
FMIHX's dividend yield for the trailing twelve months is around 15.87%, more than MNRMX's 7.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIHX FMI Large Cap Fund | 15.87% | 15.84% | 13.22% | 10.54% | 22.62% | 17.10% | 11.56% | 7.77% | 20.37% | 9.27% | 7.48% | 11.02% |
MNRMX Manor Investment Funds Manor Fund | 7.10% | 8.30% | 0.00% | 1.00% | 4.66% | 3.46% | 1.77% | 1.14% | 4.92% | 1.03% | 10.51% | 5.71% |
Frequently Asked Questions
FMIHX and MNRMX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNRMX has higher volatility (5.89%) compared to FMIHX (4.35%). In terms of maximum drawdown, FMIHX dropped -47.80% vs MNRMX's -78.38%.
MNRMX currently has the higher Sharpe Ratio (2.41 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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