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FMIMX vs. PRDMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMIMX vs. PRDMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMI Common Stock Fund (FMIMX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). The values are adjusted to include any dividend payments, if applicable.

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FMIMX vs. PRDMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMIMX
FMI Common Stock Fund
-1.59%2.12%10.38%24.85%-5.95%30.52%5.79%24.80%-8.77%13.92%
PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
-9.37%19.47%23.77%20.75%-24.65%13.56%31.82%37.91%-3.15%24.66%

Returns By Period

In the year-to-date period, FMIMX achieves a -1.59% return, which is significantly higher than PRDMX's -9.37% return. Over the past 10 years, FMIMX has underperformed PRDMX with an annualized return of 10.21%, while PRDMX has yielded a comparatively higher 12.52% annualized return.


FMIMX

1D
-0.21%
1M
-10.93%
YTD
-1.59%
6M
-3.50%
1Y
4.02%
3Y*
8.81%
5Y*
8.61%
10Y*
10.21%

PRDMX

1D
-1.14%
1M
-9.93%
YTD
-9.37%
6M
-4.92%
1Y
16.61%
3Y*
14.54%
5Y*
6.81%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMIMX vs. PRDMX - Expense Ratio Comparison

FMIMX has a 1.01% expense ratio, which is higher than PRDMX's 0.79% expense ratio.


Return for Risk

FMIMX vs. PRDMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FMIMX
FMIMX Risk / Return Rank: 1010
Overall Rank
FMIMX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FMIMX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FMIMX Omega Ratio Rank: 1010
Omega Ratio Rank
FMIMX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FMIMX Martin Ratio Rank: 99
Martin Ratio Rank

PRDMX
PRDMX Risk / Return Rank: 3535
Overall Rank
PRDMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PRDMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRDMX Omega Ratio Rank: 3131
Omega Ratio Rank
PRDMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
PRDMX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMIMX vs. PRDMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). 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.


FMIMXPRDMXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.69

-0.48

Sortino ratio

Return per unit of downside risk

0.47

1.17

-0.71

Omega ratio

Gain probability vs. loss probability

1.06

1.16

-0.10

Calmar ratio

Return relative to maximum drawdown

0.18

1.05

-0.87

Martin ratio

Return relative to average drawdown

0.49

3.79

-3.30

FMIMX vs. PRDMX - Sharpe Ratio Comparison

The current FMIMX Sharpe Ratio is 0.21, which is lower than the PRDMX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FMIMX and PRDMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMIMXPRDMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.69

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.31

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.59

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.02

Correlation

The correlation between FMIMX and PRDMX is 0.83, 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.


Dividends

FMIMX vs. PRDMX - Dividend Comparison

FMIMX's dividend yield for the trailing twelve months is around 13.46%, less than PRDMX's 17.09% yield.


TTM20252024202320222021202020192018201720162015
FMIMX
FMI Common Stock Fund
13.46%13.24%2.01%2.84%6.65%12.44%0.76%4.93%10.17%11.82%4.92%10.77%
PRDMX
T. Rowe Price Diversified Mid Cap Growth Fund
17.09%15.49%8.59%6.83%1.22%10.13%4.80%2.02%5.23%3.71%1.23%3.78%

Drawdowns

FMIMX vs. PRDMX - Drawdown Comparison

The maximum FMIMX drawdown since its inception was -59.09%, roughly equal to the maximum PRDMX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for FMIMX and PRDMX.


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Drawdown Indicators


FMIMXPRDMXDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-57.57%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-13.31%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-35.69%

+14.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-35.91%

-2.16%

Current Drawdown

Current decline from peak

-13.80%

-12.73%

-1.07%

Average Drawdown

Average peak-to-trough decline

-10.46%

-8.44%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

3.70%

+1.39%

Volatility

FMIMX vs. PRDMX - Volatility Comparison

The current volatility for FMI Common Stock Fund (FMIMX) is 4.90%, while T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) has a volatility of 5.96%. This indicates that FMIMX experiences smaller price fluctuations and is considered to be less risky than PRDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMIMXPRDMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.96%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

15.07%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

24.07%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

22.09%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

21.43%

-2.26%