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FMIMX vs. BUFTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMIMX and BUFTX is 0.81, 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

FMIMX vs. BUFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMI Common Stock Fund (FMIMX) and Buffalo Discovery Fund (BUFTX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
-2.20%
FMIMX
BUFTX

Key characteristics

Sharpe Ratio

FMIMX:

0.57

BUFTX:

-0.07

Sortino Ratio

FMIMX:

0.92

BUFTX:

0.02

Omega Ratio

FMIMX:

1.11

BUFTX:

1.00

Calmar Ratio

FMIMX:

1.00

BUFTX:

-0.04

Martin Ratio

FMIMX:

2.89

BUFTX:

-0.27

Ulcer Index

FMIMX:

3.23%

BUFTX:

4.77%

Daily Std Dev

FMIMX:

16.43%

BUFTX:

17.98%

Max Drawdown

FMIMX:

-59.12%

BUFTX:

-55.81%

Current Drawdown

FMIMX:

-8.54%

BUFTX:

-31.78%

Returns By Period

In the year-to-date period, FMIMX achieves a 9.49% return, which is significantly higher than BUFTX's -1.75% return. Over the past 10 years, FMIMX has outperformed BUFTX with an annualized return of 3.39%, while BUFTX has yielded a comparatively lower 1.53% annualized return.


FMIMX

YTD

9.49%

1M

-6.71%

6M

4.44%

1Y

9.33%

5Y*

7.57%

10Y*

3.39%

BUFTX

YTD

-1.75%

1M

-11.72%

6M

-2.20%

1Y

-1.30%

5Y*

-0.61%

10Y*

1.53%

Compare stocks, funds, or ETFs

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


FMIMX vs. BUFTX - Expense Ratio Comparison

FMIMX has a 1.01% expense ratio, which is higher than BUFTX's 1.00% expense ratio.


FMIMX
FMI Common Stock Fund
Expense ratio chart for FMIMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for BUFTX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Risk-Adjusted Performance

FMIMX vs. BUFTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and Buffalo Discovery Fund (BUFTX). 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 FMIMX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.000.57-0.07
The chart of Sortino ratio for FMIMX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.000.920.02
The chart of Omega ratio for FMIMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.00
The chart of Calmar ratio for FMIMX, currently valued at 1.00, compared to the broader market0.002.004.006.008.0010.0012.0014.001.00-0.04
The chart of Martin ratio for FMIMX, currently valued at 2.89, compared to the broader market0.0020.0040.0060.002.89-0.27
FMIMX
BUFTX

The current FMIMX Sharpe Ratio is 0.57, which is higher than the BUFTX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FMIMX and BUFTX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.57
-0.07
FMIMX
BUFTX

Dividends

FMIMX vs. BUFTX - Dividend Comparison

Neither FMIMX nor BUFTX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FMIMX
FMI Common Stock Fund
0.00%0.27%0.14%0.33%0.76%0.43%0.44%0.02%0.00%0.00%12.38%0.45%
BUFTX
Buffalo Discovery Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FMIMX vs. BUFTX - Drawdown Comparison

The maximum FMIMX drawdown since its inception was -59.12%, which is greater than BUFTX's maximum drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for FMIMX and BUFTX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.54%
-31.78%
FMIMX
BUFTX

Volatility

FMIMX vs. BUFTX - Volatility Comparison

The current volatility for FMI Common Stock Fund (FMIMX) is 4.73%, while Buffalo Discovery Fund (BUFTX) has a volatility of 11.19%. This indicates that FMIMX experiences smaller price fluctuations and is considered to be less risky than BUFTX 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%JulyAugustSeptemberOctoberNovemberDecember
4.73%
11.19%
FMIMX
BUFTX
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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.

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