PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FMIJX vs. VIHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMIJX and VIHAX is 0.80, 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.


-0.50.00.51.00.8

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.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
61.47%
86.76%
FMIJX
VIHAX

Key characteristics

Sharpe Ratio

FMIJX:

0.76

VIHAX:

0.78

Sortino Ratio

FMIJX:

1.12

VIHAX:

1.10

Omega Ratio

FMIJX:

1.13

VIHAX:

1.14

Calmar Ratio

FMIJX:

1.17

VIHAX:

1.11

Martin Ratio

FMIJX:

3.53

VIHAX:

3.44

Ulcer Index

FMIJX:

2.19%

VIHAX:

2.55%

Daily Std Dev

FMIJX:

10.14%

VIHAX:

11.24%

Max Drawdown

FMIJX:

-37.45%

VIHAX:

-39.72%

Current Drawdown

FMIJX:

-4.43%

VIHAX:

-7.91%

Returns By Period

In the year-to-date period, FMIJX achieves a 6.25% return, which is significantly higher than VIHAX's 5.89% return.


FMIJX

YTD

6.25%

1M

-1.69%

6M

1.09%

1Y

7.30%

5Y*

3.66%

10Y*

5.21%

VIHAX

YTD

5.89%

1M

-2.97%

6M

0.89%

1Y

7.87%

5Y*

5.76%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMIJX vs. VIHAX - Expense Ratio Comparison

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


FMIJX
FMI International Fund
Expense ratio chart for FMIJX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for VIHAX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FMIJX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.000.760.78
The chart of Sortino ratio for FMIJX, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.0010.001.121.10
The chart of Omega ratio for FMIJX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.14
The chart of Calmar ratio for FMIJX, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.171.11
The chart of Martin ratio for FMIJX, currently valued at 3.53, compared to the broader market0.0020.0040.0060.003.533.44
FMIJX
VIHAX

The current FMIJX Sharpe Ratio is 0.76, which is comparable to the VIHAX Sharpe Ratio of 0.78. 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.76
0.78
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 3.42%.


TTM20232022202120202019201820172016201520142013
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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.42%4.59%4.70%4.30%3.22%4.20%4.28%3.16%2.37%0.00%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.43%
-7.91%
FMIJX
VIHAX

Volatility

FMIJX vs. VIHAX - Volatility Comparison

FMI International Fund (FMIJX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) have volatilities of 2.95% and 2.91%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
2.95%
2.91%
FMIJX
VIHAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab