FMIJX vs. PPYPX
Compare and contrast key facts about FMI International Fund (FMIJX) and PIMCO RAE International Fund (PPYPX).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FMIJX vs. PPYPX - Performance Comparison
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FMIJX vs. PPYPX - 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% |
PPYPX PIMCO RAE International Fund | 10.77% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, FMIJX achieves a -4.05% return, which is significantly lower than PPYPX's 10.77% return. Over the past 10 years, FMIJX has underperformed PPYPX with an annualized return of 5.15%, while PPYPX has yielded a comparatively higher 9.04% 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%
PPYPX
- 1D
- 2.17%
- 1M
- -3.14%
- YTD
- 10.77%
- 6M
- 14.70%
- 1Y
- 33.94%
- 3Y*
- 16.82%
- 5Y*
- 9.24%
- 10Y*
- 9.04%
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FMIJX vs. PPYPX - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
FMIJX vs. PPYPX — Risk / Return Rank
FMIJX
PPYPX
FMIJX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 2.24 | -1.93 |
Sortino ratioReturn per unit of downside risk | 0.58 | 2.85 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.83 | -2.50 |
Martin ratioReturn relative to average drawdown | 1.27 | 13.07 | -11.79 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 2.24 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.47 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.48 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Correlation
The correlation between FMIJX and PPYPX is 0.79, 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. PPYPX - Dividend Comparison
FMIJX's dividend yield for the trailing twelve months is around 13.64%, more than PPYPX's 7.02% yield.
| 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% |
PPYPX PIMCO RAE International Fund | 7.02% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
FMIJX vs. PPYPX - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for FMIJX and PPYPX.
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Drawdown Indicators
| FMIJX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.45% | -42.48% | +5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -10.21% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -35.65% | +13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.45% | -42.48% | +5.03% |
Current DrawdownCurrent decline from peak | -10.02% | -4.08% | -5.94% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -10.28% | +5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.43% | +1.08% |
Volatility
FMIJX vs. PPYPX - Volatility Comparison
FMI International Fund (FMIJX) has a higher volatility of 6.11% compared to PIMCO RAE International Fund (PPYPX) at 5.49%. This indicates that FMIJX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIJX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 5.49% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 10.15% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 15.41% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 19.61% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.06% | 19.08% | -4.02% |