FMIMX vs. DFSVX
Compare and contrast key facts about FMI Common Stock Fund (FMIMX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
FMIMX is managed by FMI Funds. It was launched on Dec 18, 1981. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIMX or DFSVX.
Performance
FMIMX vs. DFSVX - Performance Comparison
Returns By Period
In the year-to-date period, FMIMX achieves a 17.37% return, which is significantly lower than DFSVX's 18.34% return. Over the past 10 years, FMIMX has underperformed DFSVX with an annualized return of 4.18%, while DFSVX has yielded a comparatively higher 9.53% annualized return.
FMIMX
17.37%
5.17%
7.28%
23.97%
8.84%
4.18%
DFSVX
18.34%
9.47%
14.43%
32.62%
15.41%
9.53%
Key characteristics
| FMIMX | DFSVX | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.63 |
| Sortino Ratio | 2.08 | 2.41 |
| Omega Ratio | 1.25 | 1.30 |
| Calmar Ratio | 2.21 | 3.26 |
| Martin Ratio | 7.45 | 8.91 |
| Ulcer Index | 3.22% | 3.66% |
| Daily Std Dev | 16.60% | 20.05% |
| Max Drawdown | -59.12% | -66.70% |
| Current Drawdown | 0.00% | 0.00% |
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FMIMX vs. DFSVX - Expense Ratio Comparison
FMIMX has a 1.01% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Correlation
The correlation between FMIMX and DFSVX is 0.89, 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
FMIMX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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
FMIMX vs. DFSVX - Dividend Comparison
FMIMX's dividend yield for the trailing twelve months is around 0.23%, less than DFSVX's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIMX FMI Common Stock Fund | 0.23% | 0.27% | 0.14% | 0.33% | 0.76% | 0.43% | 0.44% | 0.02% | 0.00% | 0.00% | 12.38% | 0.45% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.17% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
FMIMX vs. DFSVX - Drawdown Comparison
The maximum FMIMX drawdown since its inception was -59.12%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for FMIMX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
FMIMX vs. DFSVX - Volatility Comparison
The current volatility for FMI Common Stock Fund (FMIMX) is 6.17%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 8.06%. This indicates that FMIMX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.