FMIJX vs. SIMYX
Compare and contrast key facts about FMI International Fund (FMIJX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
FMIJX vs. SIMYX - Performance Comparison
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FMIJX vs. SIMYX - 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% | 13.45% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 5.07% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, FMIJX achieves a -4.05% return, which is significantly lower than SIMYX's 5.07% 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%
SIMYX
- 1D
- 1.66%
- 1M
- -4.28%
- YTD
- 5.07%
- 6M
- 9.24%
- 1Y
- 24.28%
- 3Y*
- 15.94%
- 5Y*
- 8.85%
- 10Y*
- —
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FMIJX vs. SIMYX - Expense Ratio Comparison
FMIJX has a 0.94% expense ratio, which is higher than SIMYX's 0.86% expense ratio.
Return for Risk
FMIJX vs. SIMYX — Risk / Return Rank
FMIJX
SIMYX
FMIJX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.97 | -1.65 |
Sortino ratioReturn per unit of downside risk | 0.58 | 2.57 | -1.99 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.79 | -2.46 |
Martin ratioReturn relative to average drawdown | 1.27 | 10.56 | -9.29 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.97 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.79 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.60 | -0.14 |
Correlation
The correlation between FMIJX and SIMYX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FMIJX vs. SIMYX - Dividend Comparison
FMIJX's dividend yield for the trailing twelve months is around 13.64%, more than SIMYX's 2.98% 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 2.98% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
FMIJX vs. SIMYX - Drawdown Comparison
The maximum FMIJX drawdown since its inception was -37.45%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for FMIJX and SIMYX.
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Drawdown Indicators
| FMIJX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.45% | -32.14% | -5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -8.55% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -25.06% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -37.45% | — | — |
Current DrawdownCurrent decline from peak | -10.02% | -5.81% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -6.14% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.26% | +1.25% |
Volatility
FMIJX vs. SIMYX - Volatility Comparison
FMI International Fund (FMIJX) has a higher volatility of 6.11% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 5.00%. This indicates that FMIJX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIJX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 5.00% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 7.43% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 12.61% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 11.33% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.06% | 12.25% | +2.81% |