FMIJX vs. VIHAX
Compare and contrast key facts about FMI International Fund (FMIJX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX).
FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010. VIHAX is managed by Vanguard. It was launched on Mar 2, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIJX or VIHAX.
Performance
FMIJX vs. VIHAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FMIJX having a 8.08% return and VIHAX slightly lower at 8.07%.
FMIJX
8.08%
-1.40%
-0.79%
14.25%
4.55%
5.49%
VIHAX
8.07%
-3.86%
-0.62%
15.69%
6.77%
N/A
Key characteristics
| FMIJX | VIHAX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 1.38 |
| Sortino Ratio | 1.97 | 1.89 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.78 | 2.39 |
| Martin Ratio | 6.56 | 7.46 |
| Ulcer Index | 2.10% | 2.06% |
| Daily Std Dev | 9.91% | 11.13% |
| Max Drawdown | -37.45% | -39.72% |
| Current Drawdown | -2.79% | -6.01% |
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.
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.
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.
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 4.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 4.59% | 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.
Volatility
FMIJX vs. VIHAX - Volatility Comparison
The current volatility for FMI International Fund (FMIJX) is 3.19%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 3.57%. This indicates that FMIJX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.