FMIJX vs. FIVLX
FMIJX (FMI International Fund) and FIVLX (Fidelity International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FMIJX returned 6.24%/yr vs 9.99%/yr for FIVLX. Their correlation of 0.81 means they have usually moved in the same direction. FMIJX charges 0.94%/yr vs 0.80%/yr for FIVLX.
Performance
FMIJX vs. FIVLX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FMIJX having a 11.34% return and FIVLX slightly lower at 11.33%. Over the past 10 years, FMIJX has underperformed FIVLX with an annualized return of 6.24%, while FIVLX has yielded a comparatively higher 9.99% annualized return.
FMIJX
- 1D
- 0.86%
- 1M
- 4.25%
- 6M
- 7.72%
- YTD
- 11.34%
- 1Y
- 16.08%
- 3Y*
- 10.18%
- 5Y*
- 5.83%
- 10Y*
- 6.24%
- ALL TIME*
- 7.37%
FIVLX
- 1D
- 2.28%
- 1M
- 2.48%
- 6M
- 6.00%
- YTD
- 11.33%
- 1Y
- 27.50%
- 3Y*
- 20.99%
- 5Y*
- 13.94%
- 10Y*
- 9.99%
- ALL TIME*
- 4.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FMIJX vs. FIVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIJX FMI International Fund | 11.34% | 8.57% | 6.99% | 21.81% | -18.67% | 13.82% | 0.06% | 17.11% | -9.54% | 13.90% |
FIVLX Fidelity International Value Fund | 11.33% | 43.67% | 5.33% | 19.27% | -7.99% | 14.89% | 3.36% | 18.92% | -17.17% | 17.85% |
Correlation
The correlation between FMIJX and FIVLX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2010 | 0.81 |
The correlation between FMIJX and FIVLX shifts across timeframes, from 0.69 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FMIJX vs. FIVLX — Risk / Return Rank
FMIJX
FIVLX
FMIJX vs. FIVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Fidelity International Value Fund (FIVLX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMIJX | FIVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 2.53 | -1.50 |
| Martin ratioReturn relative to average drawdown | 3.36 | 9.30 | -5.94 |
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Drawdowns
FMIJX vs. FIVLX - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum FIVLX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for FMIJX and FIVLX.
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Drawdown Indicators
| FMIJX | FIVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.45% | -65.21% | +27.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -10.44% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -14.48% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -27.49% | +5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.45% | -43.43% | +5.98% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -16.94% | +12.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.84% | +1.28% |
Volatility
FMIJX vs. FIVLX - Volatility Comparison
The current volatility for FMI International Fund (FMIJX) is 4.13%, while Fidelity International Value Fund (FIVLX) has a volatility of 4.38%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than FIVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIJX | FIVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.38% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 12.68% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 15.00% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 16.54% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 17.61% | -2.45% |
FMIJX vs. FIVLX - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is higher than FIVLX's 0.80% expense ratio.
Dividends
FMIJX vs. FIVLX - Dividend Comparison
FMIJX's dividend yield for the trailing twelve months is around 11.75%, more than FIVLX's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 2.09% | 2.32% | 2.90% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 0.15% | 2.71% | 1.44% |
FMIJX FMI International Fund | 11.75% | 13.09% | 0.00% | 0.00% | 4.43% | 3.46% | 0.00% | 3.55% | 7.43% | 0.28% | 3.76% | 1.84% |
Frequently Asked Questions
FMIJX and FIVLX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIVLX has higher volatility (4.38%) compared to FMIJX (4.13%). In terms of maximum drawdown, FMIJX dropped -37.45% vs FIVLX's -65.21%.
FIVLX currently has the higher Sharpe Ratio (1.76 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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