PortfoliosLab logo
FMIJX vs. BUFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMIJX and BUFIX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FMIJX vs. BUFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMI International Fund (FMIJX) and Buffalo International Fund (BUFIX). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%170.00%NovemberDecember2025FebruaryMarchApril
146.57%
146.35%
FMIJX
BUFIX

Key characteristics

Sharpe Ratio

FMIJX:

-0.01

BUFIX:

0.26

Sortino Ratio

FMIJX:

0.10

BUFIX:

0.50

Omega Ratio

FMIJX:

1.01

BUFIX:

1.06

Calmar Ratio

FMIJX:

-0.01

BUFIX:

0.26

Martin Ratio

FMIJX:

-0.04

BUFIX:

0.82

Ulcer Index

FMIJX:

3.80%

BUFIX:

5.48%

Daily Std Dev

FMIJX:

15.66%

BUFIX:

17.33%

Max Drawdown

FMIJX:

-37.45%

BUFIX:

-55.11%

Current Drawdown

FMIJX:

-7.02%

BUFIX:

-6.25%

Returns By Period

In the year-to-date period, FMIJX achieves a -2.84% return, which is significantly lower than BUFIX's 8.35% return. Over the past 10 years, FMIJX has underperformed BUFIX with an annualized return of 3.94%, while BUFIX has yielded a comparatively higher 6.74% annualized return.


FMIJX

YTD

-2.84%

1M

-3.35%

6M

-3.82%

1Y

0.34%

5Y*

9.49%

10Y*

3.94%

BUFIX

YTD

8.35%

1M

0.81%

6M

1.23%

1Y

5.55%

5Y*

9.85%

10Y*

6.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMIJX vs. BUFIX - Expense Ratio Comparison

FMIJX has a 0.94% expense ratio, which is lower than BUFIX's 1.03% expense ratio.


Expense ratio chart for BUFIX: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUFIX: 1.03%
Expense ratio chart for FMIJX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMIJX: 0.94%

Risk-Adjusted Performance

FMIJX vs. BUFIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FMIJX
The Risk-Adjusted Performance Rank of FMIJX is 2020
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 2020
Martin Ratio Rank

BUFIX
The Risk-Adjusted Performance Rank of BUFIX is 3939
Overall Rank
The Sharpe Ratio Rank of BUFIX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BUFIX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BUFIX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of BUFIX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMIJX vs. BUFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Buffalo International Fund (BUFIX). 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 chart of Sharpe ratio for FMIJX, currently valued at -0.01, compared to the broader market-1.000.001.002.003.00
FMIJX: -0.01
BUFIX: 0.26
The chart of Sortino ratio for FMIJX, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.00
FMIJX: 0.10
BUFIX: 0.50
The chart of Omega ratio for FMIJX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
FMIJX: 1.01
BUFIX: 1.06
The chart of Calmar ratio for FMIJX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.00
FMIJX: -0.01
BUFIX: 0.26
The chart of Martin ratio for FMIJX, currently valued at -0.04, compared to the broader market0.0010.0020.0030.0040.0050.00
FMIJX: -0.04
BUFIX: 0.82

The current FMIJX Sharpe Ratio is -0.01, which is lower than the BUFIX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FMIJX and BUFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.01
0.26
FMIJX
BUFIX

Dividends

FMIJX vs. BUFIX - Dividend Comparison

FMIJX has not paid dividends to shareholders, while BUFIX's dividend yield for the trailing twelve months is around 0.78%.


TTM20242023202220212020201920182017201620152014
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%
BUFIX
Buffalo International Fund
0.78%0.85%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%

Drawdowns

FMIJX vs. BUFIX - Drawdown Comparison

The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum BUFIX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FMIJX and BUFIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.02%
-6.25%
FMIJX
BUFIX

Volatility

FMIJX vs. BUFIX - Volatility Comparison

FMI International Fund (FMIJX) and Buffalo International Fund (BUFIX) have volatilities of 11.55% and 11.05%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.55%
11.05%
FMIJX
BUFIX