FMIMX vs. VBIAX
Compare and contrast key facts about FMI Common Stock Fund (FMIMX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX).
FMIMX is managed by FMI Funds. It was launched on Dec 18, 1981. VBIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMIMX or VBIAX.
Performance
FMIMX vs. VBIAX - Performance Comparison
Returns By Period
In the year-to-date period, FMIMX achieves a 17.37% return, which is significantly higher than VBIAX's 15.66% return. Over the past 10 years, FMIMX has underperformed VBIAX with an annualized return of 4.18%, while VBIAX has yielded a comparatively higher 7.62% annualized return.
FMIMX
17.37%
5.17%
7.28%
23.97%
8.84%
4.18%
VBIAX
15.66%
2.26%
9.73%
19.41%
7.66%
7.62%
Key characteristics
| FMIMX | VBIAX | |
|---|---|---|
| Sharpe Ratio | 1.44 | 2.25 |
| Sortino Ratio | 2.08 | 3.04 |
| Omega Ratio | 1.25 | 1.43 |
| Calmar Ratio | 2.21 | 1.94 |
| Martin Ratio | 7.45 | 13.50 |
| Ulcer Index | 3.22% | 1.44% |
| Daily Std Dev | 16.60% | 8.64% |
| Max Drawdown | -59.12% | -35.90% |
| Current Drawdown | 0.00% | -0.37% |
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FMIMX vs. VBIAX - Expense Ratio Comparison
FMIMX has a 1.01% expense ratio, which is higher than VBIAX's 0.07% expense ratio.
Correlation
The correlation between FMIMX and VBIAX is 0.85, 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. VBIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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. VBIAX - Dividend Comparison
FMIMX's dividend yield for the trailing twelve months is around 0.23%, less than VBIAX's 2.02% 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% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.02% | 2.04% | 1.93% | 1.39% | 1.66% | 2.12% | 2.32% | 1.95% | 2.09% | 2.09% | 1.92% | 1.85% |
Drawdowns
FMIMX vs. VBIAX - Drawdown Comparison
The maximum FMIMX drawdown since its inception was -59.12%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for FMIMX and VBIAX. For additional features, visit the drawdowns tool.
Volatility
FMIMX vs. VBIAX - Volatility Comparison
FMI Common Stock Fund (FMIMX) has a higher volatility of 6.17% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 2.54%. This indicates that FMIMX's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.