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

Correlation

The correlation between FMIJX and VIHAX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FMIJX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMI International Fund (FMIJX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
57.97%
110.38%
FMIJX
VIHAX

Key characteristics

Sharpe Ratio

FMIJX:

-0.01

VIHAX:

1.06

Sortino Ratio

FMIJX:

0.10

VIHAX:

1.48

Omega Ratio

FMIJX:

1.01

VIHAX:

1.21

Calmar Ratio

FMIJX:

-0.01

VIHAX:

1.26

Martin Ratio

FMIJX:

-0.04

VIHAX:

4.31

Ulcer Index

FMIJX:

3.80%

VIHAX:

3.60%

Daily Std Dev

FMIJX:

15.66%

VIHAX:

14.68%

Max Drawdown

FMIJX:

-37.45%

VIHAX:

-39.72%

Current Drawdown

FMIJX:

-7.02%

VIHAX:

-0.48%

Returns By Period

In the year-to-date period, FMIJX achieves a -2.84% return, which is significantly lower than VIHAX's 11.52% return.


FMIJX

YTD

-2.84%

1M

-3.35%

6M

-3.82%

1Y

0.34%

5Y*

9.49%

10Y*

3.94%

VIHAX

YTD

11.52%

1M

0.75%

6M

7.65%

1Y

15.86%

5Y*

15.22%

10Y*

N/A

*Annualized

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FMIJX vs. VIHAX - Expense Ratio Comparison

FMIJX has a 0.94% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Expense ratio chart for FMIJX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMIJX: 0.94%
Expense ratio chart for VIHAX: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIHAX: 0.22%

Risk-Adjusted Performance

FMIJX vs. VIHAX — 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 2020
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 2020
Martin Ratio Rank

VIHAX
The Risk-Adjusted Performance Rank of VIHAX is 8181
Overall Rank
The Sharpe Ratio Rank of VIHAX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VIHAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VIHAX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VIHAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VIHAX is 8282
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. VIHAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI International Fund (FMIJX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


The chart of Sharpe ratio for FMIJX, currently valued at -0.01, compared to the broader market-1.000.001.002.003.00
FMIJX: -0.01
VIHAX: 1.06
The chart of Sortino ratio for FMIJX, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.00
FMIJX: 0.10
VIHAX: 1.48
The chart of Omega ratio for FMIJX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
FMIJX: 1.01
VIHAX: 1.21
The chart of Calmar ratio for FMIJX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.00
FMIJX: -0.01
VIHAX: 1.26
The chart of Martin ratio for FMIJX, currently valued at -0.04, compared to the broader market0.0010.0020.0030.0040.00
FMIJX: -0.04
VIHAX: 4.31

The current FMIJX Sharpe Ratio is -0.01, which is lower than the VIHAX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FMIJX and VIHAX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.01
1.06
FMIJX
VIHAX

Dividends

FMIJX vs. VIHAX - Dividend Comparison

FMIJX has not paid dividends to shareholders, while VIHAX's dividend yield for the trailing twelve months is around 4.36%.


TTM20242023202220212020201920182017201620152014
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
4.36%4.85%4.59%4.70%4.30%3.22%4.20%4.28%3.16%2.37%0.00%0.00%

Drawdowns

FMIJX vs. VIHAX - Drawdown Comparison

The maximum FMIJX drawdown since its inception was -37.45%, smaller than the maximum VIHAX drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for FMIJX and VIHAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.02%
-0.48%
FMIJX
VIHAX

Volatility

FMIJX vs. VIHAX - Volatility Comparison

FMI International Fund (FMIJX) has a higher volatility of 11.55% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 9.58%. This indicates that FMIJX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.55%
9.58%
FMIJX
VIHAX