FMIJX vs. FIVFX
Compare and contrast key facts about FMI International Fund (FMIJX) and Fidelity International Capital Appreciation Fund (FIVFX).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIJX or FIVFX.
Performance
FMIJX vs. FIVFX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FMIJX having a 8.08% return and FIVFX slightly higher at 8.22%. Over the past 10 years, FMIJX has underperformed FIVFX with an annualized return of 5.49%, while FIVFX has yielded a comparatively higher 6.30% annualized return.
FMIJX
8.08%
-1.40%
-0.79%
14.25%
4.55%
5.49%
FIVFX
8.22%
-3.53%
0.35%
17.27%
5.05%
6.30%
Key characteristics
| FMIJX | FIVFX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 1.28 |
| Sortino Ratio | 1.97 | 1.85 |
| Omega Ratio | 1.24 | 1.22 |
| Calmar Ratio | 1.78 | 0.79 |
| Martin Ratio | 6.56 | 6.39 |
| Ulcer Index | 2.10% | 2.78% |
| Daily Std Dev | 9.91% | 13.91% |
| Max Drawdown | -37.45% | -66.32% |
| Current Drawdown | -2.79% | -9.18% |
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FMIJX vs. FIVFX - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is lower than FIVFX's 1.00% expense ratio.
Correlation
The correlation between FMIJX and FIVFX is 0.80, 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.
Risk-Adjusted Performance
FMIJX vs. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Fidelity International Capital Appreciation Fund (FIVFX). 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.
Dividends
FMIJX vs. FIVFX - Dividend Comparison
FMIJX has not paid dividends to shareholders, while FIVFX's dividend yield for the trailing twelve months is around 0.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIJX FMI International Fund | 0.00% | 0.00% | 15.23% | 3.46% | 0.00% | 3.55% | 4.60% | 0.28% | 3.05% | 1.82% | 2.10% | 0.71% |
FIVFX Fidelity International Capital Appreciation Fund | 0.35% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
FMIJX vs. FIVFX - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum FIVFX drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for FMIJX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
FMIJX vs. FIVFX - Volatility Comparison
The current volatility for FMI International Fund (FMIJX) is 3.19%, while Fidelity International Capital Appreciation Fund (FIVFX) has a volatility of 3.86%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.