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FMIMX vs. VBIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMIMX and VBIAX is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FMIMX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMI Common Stock Fund (FMIMX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
143.23%
383.13%
FMIMX
VBIAX

Key characteristics

Sharpe Ratio

FMIMX:

-0.12

VBIAX:

0.56

Sortino Ratio

FMIMX:

-0.02

VBIAX:

0.85

Omega Ratio

FMIMX:

1.00

VBIAX:

1.12

Calmar Ratio

FMIMX:

-0.11

VBIAX:

0.51

Martin Ratio

FMIMX:

-0.35

VBIAX:

2.09

Ulcer Index

FMIMX:

7.12%

VBIAX:

3.25%

Daily Std Dev

FMIMX:

20.96%

VBIAX:

12.27%

Max Drawdown

FMIMX:

-59.12%

VBIAX:

-35.90%

Current Drawdown

FMIMX:

-14.82%

VBIAX:

-7.51%

Returns By Period

In the year-to-date period, FMIMX achieves a -5.96% return, which is significantly lower than VBIAX's -4.43% return. Over the past 10 years, FMIMX has underperformed VBIAX with an annualized return of 2.59%, while VBIAX has yielded a comparatively higher 7.50% annualized return.


FMIMX

YTD

-5.96%

1M

-2.39%

6M

-8.27%

1Y

-3.25%

5Y*

11.11%

10Y*

2.59%

VBIAX

YTD

-4.43%

1M

-0.34%

6M

-3.68%

1Y

6.59%

5Y*

8.42%

10Y*

7.50%

*Annualized

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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.


Expense ratio chart for FMIMX: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMIMX: 1.01%
Expense ratio chart for VBIAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBIAX: 0.07%

Risk-Adjusted Performance

FMIMX vs. VBIAX — Risk-Adjusted Performance Rank

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

FMIMX
The Risk-Adjusted Performance Rank of FMIMX is 1717
Overall Rank
The Sharpe Ratio Rank of FMIMX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIMX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FMIMX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FMIMX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FMIMX is 1616
Martin Ratio Rank

VBIAX
The Risk-Adjusted Performance Rank of VBIAX is 6161
Overall Rank
The Sharpe Ratio Rank of VBIAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VBIAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VBIAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VBIAX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FMIMX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.00
FMIMX: -0.12
VBIAX: 0.56
The chart of Sortino ratio for FMIMX, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.00
FMIMX: -0.02
VBIAX: 0.85
The chart of Omega ratio for FMIMX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
FMIMX: 1.00
VBIAX: 1.12
The chart of Calmar ratio for FMIMX, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.00
FMIMX: -0.11
VBIAX: 0.51
The chart of Martin ratio for FMIMX, currently valued at -0.35, compared to the broader market0.0010.0020.0030.0040.0050.00
FMIMX: -0.35
VBIAX: 2.09

The current FMIMX Sharpe Ratio is -0.12, which is lower than the VBIAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FMIMX and VBIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.12
0.56
FMIMX
VBIAX

Dividends

FMIMX vs. VBIAX - Dividend Comparison

FMIMX's dividend yield for the trailing twelve months is around 0.23%, less than VBIAX's 4.55% yield.


TTM20242023202220212020201920182017201620152014
FMIMX
FMI Common Stock Fund
0.23%0.21%0.27%0.14%0.33%0.76%0.43%0.44%0.02%0.00%0.00%12.38%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
4.55%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%1.92%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.82%
-7.51%
FMIMX
VBIAX

Volatility

FMIMX vs. VBIAX - Volatility Comparison

FMI Common Stock Fund (FMIMX) has a higher volatility of 13.13% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 8.78%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.13%
8.78%
FMIMX
VBIAX