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FMIJX vs. FMIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMIJX vs. FMIMX - Performance Comparison

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

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FMIJX vs. FMIMX - 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%
FMIMX
FMI Common Stock Fund
0.60%2.12%10.38%24.85%-5.95%30.52%5.79%24.80%-8.77%13.92%

Returns By Period

In the year-to-date period, FMIJX achieves a -4.05% return, which is significantly lower than FMIMX's 0.60% return. Over the past 10 years, FMIJX has underperformed FMIMX with an annualized return of 5.15%, while FMIMX has yielded a comparatively higher 10.45% 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%

FMIMX

1D
2.22%
1M
-9.10%
YTD
0.60%
6M
-0.97%
1Y
6.09%
3Y*
9.61%
5Y*
8.81%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMIJX vs. FMIMX - Expense Ratio Comparison

FMIJX has a 0.94% expense ratio, which is lower than FMIMX's 1.01% expense ratio.


Return for Risk

FMIJX vs. FMIMX — 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

FMIMX
FMIMX Risk / Return Rank: 1212
Overall Rank
FMIMX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FMIMX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMIMX Omega Ratio Rank: 1010
Omega Ratio Rank
FMIMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FMIMX Martin Ratio Rank: 1313
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. FMIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and FMI Common Stock Fund (FMIMX). 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.


FMIJXFMIMXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.30

+0.01

Sortino ratio

Return per unit of downside risk

0.58

0.61

-0.03

Omega ratio

Gain probability vs. loss probability

1.08

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.33

0.48

-0.15

Martin ratio

Return relative to average drawdown

1.27

1.29

-0.02

FMIJX vs. FMIMX - Sharpe Ratio Comparison

The current FMIJX Sharpe Ratio is 0.32, which is comparable to the FMIMX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of FMIJX and FMIMX, 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


FMIJXFMIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.30

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.48

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.55

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.51

-0.05

Correlation

The correlation between FMIJX and FMIMX is 0.76, 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. FMIMX - Dividend Comparison

FMIJX's dividend yield for the trailing twelve months is around 13.64%, more than FMIMX's 13.16% 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%
FMIMX
FMI Common Stock Fund
13.16%13.24%2.01%2.84%6.65%12.44%0.76%4.93%10.17%11.82%4.92%10.77%

Drawdowns

FMIJX vs. FMIMX - Drawdown Comparison

The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum FMIMX drawdown of -59.09%. Use the drawdown chart below to compare losses from any high point for FMIJX and FMIMX.


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Drawdown Indicators


FMIJXFMIMXDifference

Max Drawdown

Largest peak-to-trough decline

-37.45%

-59.09%

+21.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-13.80%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-21.31%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-37.45%

-38.07%

+0.62%

Current Drawdown

Current decline from peak

-10.02%

-11.89%

+1.87%

Average Drawdown

Average peak-to-trough decline

-4.65%

-10.46%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

5.14%

-1.63%

Volatility

FMIJX vs. FMIMX - Volatility Comparison

FMI International Fund (FMIJX) has a higher volatility of 6.11% compared to FMI Common Stock Fund (FMIMX) at 5.58%. This indicates that FMIJX's price experiences larger fluctuations and is considered to be riskier than FMIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMIJXFMIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

5.58%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

12.46%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

21.02%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

18.60%

-4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

19.19%

-4.13%