FMIJX vs. IHDG
Compare and contrast key facts about FMI International Fund (FMIJX) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIJX or IHDG.
Performance
FMIJX vs. IHDG - Performance Comparison
Returns By Period
In the year-to-date period, FMIJX achieves a 8.08% return, which is significantly higher than IHDG's 4.78% return. Over the past 10 years, FMIJX has underperformed IHDG with an annualized return of 5.49%, while IHDG has yielded a comparatively higher 9.05% annualized return.
FMIJX
8.08%
-1.40%
-0.79%
14.25%
4.55%
5.49%
IHDG
4.78%
-4.45%
-5.46%
11.00%
8.89%
9.05%
Key characteristics
| FMIJX | IHDG | |
|---|---|---|
| Sharpe Ratio | 1.39 | 0.93 |
| Sortino Ratio | 1.97 | 1.33 |
| Omega Ratio | 1.24 | 1.17 |
| Calmar Ratio | 1.78 | 1.16 |
| Martin Ratio | 6.56 | 4.03 |
| Ulcer Index | 2.10% | 2.68% |
| Daily Std Dev | 9.91% | 11.62% |
| Max Drawdown | -37.45% | -29.24% |
| Current Drawdown | -2.79% | -7.05% |
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FMIJX vs. IHDG - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is higher than IHDG's 0.58% expense ratio.
Correlation
The correlation between FMIJX and IHDG is 0.82, 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. IHDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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. IHDG - Dividend Comparison
FMIJX has not paid dividends to shareholders, while IHDG's dividend yield for the trailing twelve months is around 1.76%.
| 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% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.76% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
Drawdowns
FMIJX vs. IHDG - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for FMIJX and IHDG. For additional features, visit the drawdowns tool.
Volatility
FMIJX vs. IHDG - Volatility Comparison
FMI International Fund (FMIJX) and WisdomTree International Hedged Dividend Growth Fund (IHDG) have volatilities of 3.19% and 3.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.