FMIHX vs. SWPPX

In the year-to-date period, FMIHX achieves a 2.34% return, which is significantly higher than SWPPX's 1.09% return. Over the past 10 years, FMIHX has underperformed SWPPX with an annualized return of -3.11%, while SWPPX has yielded a comparatively higher 12.50% annualized return.

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FMIHX has a 0.82% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FMI Large Cap Fund (FMIHX) and Schwab S&P 500 Index Fund (SWPPX). 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.

The current FMIHX Sharpe Ratio is -0.50, which is lower than the SWPPX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FMIHX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMIHX's dividend yield for the trailing twelve months is around 0.59%, less than SWPPX's 1.22% yield.

The maximum FMIHX drawdown since its inception was -49.20%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FMIHX and SWPPX. For additional features, visit the drawdowns tool.

The current volatility for FMI Large Cap Fund (FMIHX) is 4.99%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 6.11%. This indicates that FMIHX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.