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FMIJX vs. BUFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FMIJX vs. BUFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMIJX
FMI International Fund
-4.05%8.57%6.99%21.81%-18.67%13.82%0.06%17.11%-9.54%13.90%
BUFIX
Buffalo International Fund
-1.97%17.09%-1.90%18.33%-21.80%18.20%19.10%28.01%-8.85%29.33%

Returns By Period

In the year-to-date period, FMIJX achieves a -4.05% return, which is significantly lower than BUFIX's -1.97% return. Over the past 10 years, FMIJX has underperformed BUFIX with an annualized return of 5.15%, while BUFIX has yielded a comparatively higher 8.48% annualized return.


FMIJX

1D
1.80%
1M
-8.34%
YTD
-4.05%
6M
-3.39%
1Y
5.42%
3Y*
7.18%
5Y*
3.01%
10Y*
5.15%

BUFIX

1D
2.99%
1M
-8.69%
YTD
-1.97%
6M
-1.97%
1Y
9.22%
3Y*
5.80%
5Y*
3.44%
10Y*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMIJX vs. BUFIX - Expense Ratio Comparison

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


Return for Risk

FMIJX vs. BUFIX — Risk / Return Rank

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

FMIJX
FMIJX Risk / Return Rank: 1212
Overall Rank
FMIJX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FMIJX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FMIJX Omega Ratio Rank: 1111
Omega Ratio Rank
FMIJX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FMIJX Martin Ratio Rank: 1313
Martin Ratio Rank

BUFIX
BUFIX Risk / Return Rank: 1717
Overall Rank
BUFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BUFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BUFIX Omega Ratio Rank: 1616
Omega Ratio Rank
BUFIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BUFIX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMIJX vs. BUFIX - Risk-Adjusted Trends 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.


FMIJXBUFIXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.51

-0.20

Sortino ratio

Return per unit of downside risk

0.58

0.83

-0.25

Omega ratio

Gain probability vs. loss probability

1.08

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.33

0.62

-0.29

Martin ratio

Return relative to average drawdown

1.27

2.20

-0.93

FMIJX vs. BUFIX - Sharpe Ratio Comparison

The current FMIJX Sharpe Ratio is 0.32, which is lower than the BUFIX Sharpe Ratio of 0.51. 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.


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Sharpe Ratios by Period


FMIJXBUFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.51

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.20

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.49

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.29

+0.17

Correlation

The correlation between FMIJX and BUFIX is 0.81, 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

FMIJX vs. BUFIX - Dividend Comparison

FMIJX's dividend yield for the trailing twelve months is around 13.64%, more than BUFIX's 0.87% yield.


TTM20252024202320222021202020192018201720162015
FMIJX
FMI International Fund
13.64%13.09%0.00%0.00%4.43%3.46%0.00%3.55%7.43%0.28%3.76%1.84%
BUFIX
Buffalo International Fund
0.87%0.85%0.84%0.59%1.85%1.20%0.28%0.57%2.42%0.36%0.00%0.51%

Drawdowns

FMIJX vs. BUFIX - Drawdown Comparison

The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum BUFIX drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for FMIJX and BUFIX.


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Drawdown Indicators


FMIJXBUFIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.45%

-55.09%

+17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-12.85%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-34.93%

+13.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.45%

-34.93%

-2.52%

Current Drawdown

Current decline from peak

-10.02%

-10.16%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.65%

-9.24%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.60%

-0.09%

Volatility

FMIJX vs. BUFIX - Volatility Comparison

The current volatility for FMI International Fund (FMIJX) is 6.11%, while Buffalo International Fund (BUFIX) has a volatility of 8.50%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than BUFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMIJXBUFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

8.50%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

12.38%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

18.08%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

17.21%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

17.30%

-2.24%