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FMIJX vs. FIGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMIJX and FIGRX is 0.79, 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.


Performance

FMIJX vs. FIGRX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FMIJX:

0.02

FIGRX:

0.61

Sortino Ratio

FMIJX:

0.18

FIGRX:

1.10

Omega Ratio

FMIJX:

1.02

FIGRX:

1.15

Calmar Ratio

FMIJX:

0.05

FIGRX:

0.63

Martin Ratio

FMIJX:

0.19

FIGRX:

3.10

Ulcer Index

FMIJX:

3.96%

FIGRX:

4.29%

Daily Std Dev

FMIJX:

15.81%

FIGRX:

18.66%

Max Drawdown

FMIJX:

-37.45%

FIGRX:

-60.02%

Current Drawdown

FMIJX:

-2.22%

FIGRX:

-4.73%

Returns By Period

In the year-to-date period, FMIJX achieves a 2.18% return, which is significantly lower than FIGRX's 12.67% return. Over the past 10 years, FMIJX has outperformed FIGRX with an annualized return of 4.47%, while FIGRX has yielded a comparatively lower 3.97% annualized return.


FMIJX

YTD

2.18%

1M

9.35%

6M

1.15%

1Y

0.60%

5Y*

10.98%

10Y*

4.47%

FIGRX

YTD

12.67%

1M

9.49%

6M

12.29%

1Y

12.17%

5Y*

8.43%

10Y*

3.97%

*Annualized

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FMIJX vs. FIGRX - Expense Ratio Comparison

FMIJX has a 0.94% expense ratio, which is lower than FIGRX's 0.99% expense ratio.


Risk-Adjusted Performance

FMIJX vs. FIGRX — 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 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 1919
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

FIGRX
The Risk-Adjusted Performance Rank of FIGRX is 6666
Overall Rank
The Sharpe Ratio Rank of FIGRX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 7373
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. FIGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Fidelity International Discovery Fund (FIGRX). 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 FMIJX Sharpe Ratio is 0.02, which is lower than the FIGRX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FMIJX and FIGRX, 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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Dividends

FMIJX vs. FIGRX - Dividend Comparison

FMIJX has not paid dividends to shareholders, while FIGRX's dividend yield for the trailing twelve months is around 2.55%.


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%
FIGRX
Fidelity International Discovery Fund
2.55%2.88%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%

Drawdowns

FMIJX vs. FIGRX - Drawdown Comparison

The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum FIGRX drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for FMIJX and FIGRX. For additional features, visit the drawdowns tool.


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Volatility

FMIJX vs. FIGRX - Volatility Comparison

FMI International Fund (FMIJX) has a higher volatility of 4.14% compared to Fidelity International Discovery Fund (FIGRX) at 2.99%. This indicates that FMIJX's price experiences larger fluctuations and is considered to be riskier than FIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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