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

Correlation

The correlation between FMIJX and FSPSX is 0.83, 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.


-0.50.00.51.00.8

Performance

FMIJX vs. FSPSX - Performance Comparison

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

160.00%165.00%170.00%175.00%180.00%185.00%190.00%195.00%AugustSeptemberOctoberNovemberDecember2025
179.42%
169.84%
FMIJX
FSPSX

Key characteristics

Sharpe Ratio

FMIJX:

0.89

FSPSX:

0.69

Sortino Ratio

FMIJX:

1.28

FSPSX:

1.01

Omega Ratio

FMIJX:

1.16

FSPSX:

1.12

Calmar Ratio

FMIJX:

1.38

FSPSX:

0.84

Martin Ratio

FMIJX:

3.66

FSPSX:

2.05

Ulcer Index

FMIJX:

2.49%

FSPSX:

4.18%

Daily Std Dev

FMIJX:

10.25%

FSPSX:

12.47%

Max Drawdown

FMIJX:

-37.45%

FSPSX:

-33.69%

Current Drawdown

FMIJX:

-3.69%

FSPSX:

-7.81%

Returns By Period

In the year-to-date period, FMIJX achieves a 0.08% return, which is significantly lower than FSPSX's 1.62% return. Both investments have delivered pretty close results over the past 10 years, with FMIJX having a 5.23% annualized return and FSPSX not far ahead at 5.44%.


FMIJX

YTD

0.08%

1M

0.89%

6M

0.03%

1Y

7.78%

5Y*

3.51%

10Y*

5.23%

FSPSX

YTD

1.62%

1M

2.02%

6M

-1.84%

1Y

7.53%

5Y*

4.96%

10Y*

5.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMIJX vs. FSPSX - Expense Ratio Comparison

FMIJX has a 0.94% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


FMIJX
FMI International Fund
Expense ratio chart for FMIJX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FMIJX vs. FSPSX — 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 4848
Overall Rank
The Sharpe Ratio Rank of FMIJX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 4545
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 3434
Overall Rank
The Sharpe Ratio Rank of FSPSX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 2626
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. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Fidelity International Index Fund (FSPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for FMIJX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.890.69
The chart of Sortino ratio for FMIJX, currently valued at 1.28, compared to the broader market0.005.0010.001.281.01
The chart of Omega ratio for FMIJX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.12
The chart of Calmar ratio for FMIJX, currently valued at 1.38, compared to the broader market0.005.0010.0015.0020.001.380.84
The chart of Martin ratio for FMIJX, currently valued at 3.66, compared to the broader market0.0020.0040.0060.0080.003.662.05
FMIJX
FSPSX

The current FMIJX Sharpe Ratio is 0.89, which is comparable to the FSPSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FMIJX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.89
0.69
FMIJX
FSPSX

Dividends

FMIJX vs. FSPSX - Dividend Comparison

FMIJX has not paid dividends to shareholders, while FSPSX's dividend yield for the trailing twelve months is around 3.22%.


TTM20242023202220212020201920182017201620152014
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%4.60%0.28%3.05%1.82%2.10%
FSPSX
Fidelity International Index Fund
3.22%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.83%7.05%

Drawdowns

FMIJX vs. FSPSX - Drawdown Comparison

The maximum FMIJX drawdown since its inception was -37.45%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FMIJX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.69%
-7.81%
FMIJX
FSPSX

Volatility

FMIJX vs. FSPSX - Volatility Comparison

The current volatility for FMI International Fund (FMIJX) is 3.40%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.75%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.40%
3.75%
FMIJX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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