FMIMX vs. THPMX
FMIMX (FMI Common Stock Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, FMIMX returned 12.09%/yr vs 11.14%/yr for THPMX. Their correlation of 0.91 means they have usually moved in the same direction. FMIMX charges 1.01%/yr vs 1.15%/yr for THPMX.
Performance
FMIMX vs. THPMX - Performance Comparison
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Returns By Period
In the year-to-date period, FMIMX achieves a 18.42% return, which is significantly higher than THPMX's 15.89% return. Over the past 10 years, FMIMX has outperformed THPMX with an annualized return of 12.09%, while THPMX has yielded a comparatively lower 11.14% annualized return.
FMIMX
- 1D
- -0.08%
- 1M
- 2.60%
- 6M
- 10.98%
- YTD
- 18.42%
- 1Y
- 17.81%
- 3Y*
- 12.55%
- 5Y*
- 10.66%
- 10Y*
- 12.09%
- ALL TIME*
- 9.42%
THPMX
- 1D
- -0.70%
- 1M
- -0.35%
- 6M
- 11.93%
- YTD
- 15.89%
- 1Y
- 33.96%
- 3Y*
- 15.05%
- 5Y*
- 9.16%
- 10Y*
- 11.14%
- ALL TIME*
- 13.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
FMIMX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIMX FMI Common Stock Fund | 18.42% | 2.12% | 10.38% | 24.85% | -5.95% | 30.52% | 5.79% | 24.80% | -8.77% | 13.92% |
THPMX Thompson MidCap Fund | 15.89% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between FMIMX and THPMX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.91 |
The correlation between FMIMX and THPMX has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
FMIMX vs. THPMX — Risk / Return Rank
FMIMX
THPMX
FMIMX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and Thompson MidCap Fund (THPMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMIMX | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.22 | -1.97 |
| Martin ratioReturn relative to average drawdown | 3.10 | 11.86 | -8.76 |
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Drawdowns
FMIMX vs. THPMX - Drawdown Comparison
The maximum FMIMX drawdown since its inception was -59.09%, which is greater than THPMX's maximum drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for FMIMX and THPMX.
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Drawdown Indicators
| FMIMX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.09% | -47.55% | -11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -9.90% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -21.31% | -21.52% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | -25.29% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -47.55% | +9.48% |
Current DrawdownCurrent decline from peak | -0.85% | -2.12% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -6.71% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 2.68% | +2.87% |
Volatility
FMIMX vs. THPMX - Volatility Comparison
FMI Common Stock Fund (FMIMX) has a higher volatility of 5.06% compared to Thompson MidCap Fund (THPMX) at 3.97%. This indicates that FMIMX's price experiences larger fluctuations and is considered to be riskier than THPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIMX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.97% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 11.38% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 15.36% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 20.47% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 22.65% | -3.42% |
FMIMX vs. THPMX - Expense Ratio Comparison
FMIMX has a 1.01% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
FMIMX vs. THPMX - Dividend Comparison
FMIMX's dividend yield for the trailing twelve months is around 11.18%, more than THPMX's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIMX FMI Common Stock Fund | 11.18% | 13.24% | 2.01% | 2.84% | 6.65% | 12.44% | 0.76% | 4.93% | 10.17% | 11.82% | 4.92% | 10.77% |
THPMX Thompson MidCap Fund | 8.18% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
Frequently Asked Questions
FMIMX and THPMX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMIMX has higher volatility (5.06%) compared to THPMX (3.97%). In terms of maximum drawdown, FMIMX dropped -59.09% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.08 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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