FMIMX vs. SWPPX
Compare and contrast key facts about FMI Common Stock Fund (FMIMX) and Schwab S&P 500 Index Fund (SWPPX).
FMIMX is managed by FMI Funds. It was launched on Dec 18, 1981. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIMX or SWPPX.
Performance
FMIMX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, FMIMX achieves a 17.37% return, which is significantly lower than SWPPX's 26.66% return. Over the past 10 years, FMIMX has underperformed SWPPX with an annualized return of 4.18%, while SWPPX has yielded a comparatively higher 13.20% annualized return.
FMIMX
17.37%
5.17%
7.28%
23.97%
8.84%
4.18%
SWPPX
26.66%
3.08%
13.26%
32.82%
15.76%
13.20%
Key characteristics
| FMIMX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 1.44 | 2.67 |
| Sortino Ratio | 2.08 | 3.55 |
| Omega Ratio | 1.25 | 1.50 |
| Calmar Ratio | 2.21 | 3.88 |
| Martin Ratio | 7.45 | 17.39 |
| Ulcer Index | 3.22% | 1.89% |
| Daily Std Dev | 16.60% | 12.30% |
| Max Drawdown | -59.12% | -55.06% |
| Current Drawdown | 0.00% | -0.46% |
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FMIMX vs. SWPPX - Expense Ratio Comparison
FMIMX has a 1.01% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between FMIMX and SWPPX is 0.82, 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. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
FMIMX's dividend yield for the trailing twelve months is around 0.23%, less than SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
FMIMX vs. SWPPX - Drawdown Comparison
The maximum FMIMX drawdown since its inception was -59.12%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FMIMX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
FMIMX vs. SWPPX - Volatility Comparison
FMI Common Stock Fund (FMIMX) has a higher volatility of 6.17% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.96%. This indicates that FMIMX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.