FMIJX vs. MFAIX
Compare and contrast key facts about FMI International Fund (FMIJX) and Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. MFAIX is managed by T. Rowe Price. It was launched on Dec 27, 2010.
Performance
FMIJX vs. MFAIX - Performance Comparison
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FMIJX vs. MFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIJX FMI International Fund | -4.05% | 8.57% | 6.99% | 21.81% | -18.67% | 13.82% | 0.06% | 17.11% | -9.54% | 13.90% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | -8.42% | 15.74% | 6.95% | 18.38% | -34.47% | 13.14% | 32.33% | 30.27% | -5.21% | 44.78% |
Returns By Period
In the year-to-date period, FMIJX achieves a -4.05% return, which is significantly higher than MFAIX's -8.42% return. Over the past 10 years, FMIJX has underperformed MFAIX with an annualized return of 5.15%, while MFAIX has yielded a comparatively higher 9.36% 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%
MFAIX
- 1D
- 3.96%
- 1M
- -9.33%
- YTD
- -8.42%
- 6M
- -7.69%
- 1Y
- 3.75%
- 3Y*
- 4.44%
- 5Y*
- -0.72%
- 10Y*
- 9.36%
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FMIJX vs. MFAIX - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is lower than MFAIX's 1.01% expense ratio.
Return for Risk
FMIJX vs. MFAIX — Risk / Return Rank
FMIJX
MFAIX
FMIJX vs. MFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX). 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.
| FMIJX | MFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.20 | +0.12 |
Sortino ratioReturn per unit of downside risk | 0.58 | 0.43 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.05 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.19 | +0.14 |
Martin ratioReturn relative to average drawdown | 1.27 | 0.74 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMIJX | MFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.20 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.03 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.49 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.50 | -0.04 |
Correlation
The correlation between FMIJX and MFAIX 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. MFAIX - Dividend Comparison
FMIJX's dividend yield for the trailing twelve months is around 13.64%, while MFAIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 0.00% | 0.00% | 0.14% | 0.05% | 4.55% | 0.99% | 0.04% | 0.26% | 1.75% | 2.03% | 1.67% | 15.04% |
Drawdowns
FMIJX vs. MFAIX - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum MFAIX drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for FMIJX and MFAIX.
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Drawdown Indicators
| FMIJX | MFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.45% | -47.98% | +10.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -15.56% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -47.98% | +26.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.45% | -47.98% | +10.53% |
Current DrawdownCurrent decline from peak | -10.02% | -17.25% | +7.23% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -9.14% | +4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 4.04% | -0.53% |
Volatility
FMIJX vs. MFAIX - Volatility Comparison
The current volatility for FMI International Fund (FMIJX) is 6.11%, while Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) has a volatility of 8.35%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than MFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIJX | MFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 8.35% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 13.55% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 20.00% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 21.56% | -7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.06% | 19.17% | -4.11% |