FMIYX vs. PTSIX
Compare and contrast key facts about FMI International Fund Class I (FMIYX) and PIMCO RAE PLUS International Fund (PTSIX).
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. PTSIX is managed by PIMCO. It was launched on Sep 29, 2011.
Performance
FMIYX vs. PTSIX - Performance Comparison
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FMIYX vs. PTSIX - 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% |
PTSIX PIMCO RAE PLUS International Fund | 8.44% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
Returns By Period
In the year-to-date period, FMIYX achieves a -4.02% return, which is significantly lower than PTSIX's 8.44% return.
FMIYX
- 1D
- 1.79%
- 1M
- -8.31%
- YTD
- -4.02%
- 6M
- -3.31%
- 1Y
- 5.60%
- 3Y*
- 7.33%
- 5Y*
- 5.29%
- 10Y*
- —
PTSIX
- 1D
- 0.62%
- 1M
- -5.34%
- YTD
- 8.44%
- 6M
- 16.60%
- 1Y
- 36.14%
- 3Y*
- 18.56%
- 5Y*
- -8.68%
- 10Y*
- 0.31%
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FMIYX vs. PTSIX - Expense Ratio Comparison
FMIYX has a 0.80% expense ratio, which is lower than PTSIX's 0.82% expense ratio.
Return for Risk
FMIYX vs. PTSIX — Risk / Return Rank
FMIYX
PTSIX
FMIYX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI International Fund Class I (FMIYX) and PIMCO RAE PLUS International Fund (PTSIX). 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 | PTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 2.51 | -2.18 |
Sortino ratioReturn per unit of downside risk | 0.59 | 3.06 | -2.47 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.49 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.70 | -2.36 |
Martin ratioReturn relative to average drawdown | 1.32 | 12.35 | -11.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMIYX | PTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 2.51 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | -0.28 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.10 | +0.32 |
Correlation
The correlation between FMIYX and PTSIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FMIYX vs. PTSIX - Dividend Comparison
FMIYX's dividend yield for the trailing twelve months is around 13.74%, more than PTSIX's 4.31% 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% |
PTSIX PIMCO RAE PLUS International Fund | 4.31% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Drawdowns
FMIYX vs. PTSIX - Drawdown Comparison
The maximum FMIYX drawdown since its inception was -37.43%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for FMIYX and PTSIX.
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Drawdown Indicators
| FMIYX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -72.38% | +34.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -11.19% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -72.38% | +50.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.38% | — |
Current DrawdownCurrent decline from peak | -10.01% | -41.74% | +31.73% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -25.01% | +20.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.78% | +0.72% |
Volatility
FMIYX vs. PTSIX - Volatility Comparison
FMI International Fund Class I (FMIYX) has a higher volatility of 6.14% compared to PIMCO RAE PLUS International Fund (PTSIX) at 5.64%. This indicates that FMIYX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIYX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 5.64% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 9.02% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 15.14% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 30.91% | -17.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 25.07% | -10.16% |