FMIYX vs. FMIHX
Compare and contrast key facts about FMI International Fund Class I (FMIYX) and FMI Large Cap Fund (FMIHX).
FMIYX is a passively managed fund by FMI Funds that tracks the performance of the MSCI EAFE Net (USD). It was launched on Dec 31, 2010. FMIHX is managed by FMI Funds. It was launched on Dec 31, 2001.
Performance
FMIYX vs. FMIHX - Performance Comparison
Loading graphics...
FMIYX vs. FMIHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIYX FMI International Fund Class I | -4.02% | 8.73% | 7.17% | 21.96% | -9.78% | 13.95% | 0.19% | 17.27% | -9.40% | 15.59% |
FMIHX FMI Large Cap Fund | -5.25% | 6.21% | 10.17% | 21.03% | -14.73% | 18.40% | 10.23% | 23.66% | -4.10% | 19.25% |
Returns By Period
In the year-to-date period, FMIYX achieves a -4.02% return, which is significantly higher than FMIHX's -5.25% return.
FMIYX
- 1D
- 1.79%
- 1M
- -8.31%
- YTD
- -4.02%
- 6M
- -3.31%
- 1Y
- 5.60%
- 3Y*
- 7.33%
- 5Y*
- 5.29%
- 10Y*
- —
FMIHX
- 1D
- 1.69%
- 1M
- -7.81%
- YTD
- -5.25%
- 6M
- -5.11%
- 1Y
- -0.87%
- 3Y*
- 8.88%
- 5Y*
- 4.82%
- 10Y*
- 8.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FMIYX vs. FMIHX - Expense Ratio Comparison
FMIYX has a 0.80% expense ratio, which is lower than FMIHX's 0.82% expense ratio.
Return for Risk
FMIYX vs. FMIHX — Risk / Return Rank
FMIYX
FMIHX
FMIYX vs. FMIHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund Class I (FMIYX) and FMI Large Cap Fund (FMIHX). 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.
| FMIYX | FMIHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | -0.03 | +0.36 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.07 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.01 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.02 | +0.33 |
Martin ratioReturn relative to average drawdown | 1.32 | 0.06 | +1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FMIYX | FMIHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | -0.03 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.28 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Correlation
The correlation between FMIYX and FMIHX is 0.80, 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
FMIYX vs. FMIHX - Dividend Comparison
FMIYX's dividend yield for the trailing twelve months is around 13.74%, less than FMIHX's 16.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIYX FMI International Fund Class I | 13.74% | 13.19% | 0.00% | 0.00% | 15.31% | 3.57% | 0.00% | 3.66% | 7.65% | 1.65% | 3.78% | 0.00% |
FMIHX FMI Large Cap Fund | 16.72% | 15.84% | 13.22% | 10.54% | 22.62% | 17.10% | 11.56% | 7.77% | 20.37% | 9.27% | 7.48% | 11.02% |
Drawdowns
FMIYX vs. FMIHX - Drawdown Comparison
The maximum FMIYX drawdown since its inception was -37.43%, smaller than the maximum FMIHX drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for FMIYX and FMIHX.
Loading graphics...
Drawdown Indicators
| FMIYX | FMIHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -47.80% | +10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -11.91% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -24.99% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.15% | — |
Current DrawdownCurrent decline from peak | -10.01% | -10.43% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -5.90% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.72% | -0.22% |
Volatility
FMIYX vs. FMIHX - Volatility Comparison
FMI International Fund Class I (FMIYX) has a higher volatility of 6.14% compared to FMI Large Cap Fund (FMIHX) at 4.50%. This indicates that FMIYX's price experiences larger fluctuations and is considered to be riskier than FMIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FMIYX | FMIHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 4.50% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 9.72% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 16.41% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 17.44% | -4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 17.58% | -2.67% |