FMNEX vs. DFVQX
Compare and contrast key facts about RBB Free Market International Equity Fund (FMNEX) and DFA International Vector Equity Portfolio (DFVQX).
FMNEX is managed by RBB Funds. It was launched on Dec 30, 2007. DFVQX is managed by Dimensional. It was launched on Aug 13, 2008.
Performance
FMNEX vs. DFVQX - Performance Comparison
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FMNEX vs. DFVQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMNEX RBB Free Market International Equity Fund | 0.71% | 42.81% | 2.15% | 16.13% | -10.54% | 14.50% | 2.74% | 17.72% | -19.58% | 27.74% |
DFVQX DFA International Vector Equity Portfolio | 0.91% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
Returns By Period
In the year-to-date period, FMNEX achieves a 0.71% return, which is significantly lower than DFVQX's 0.91% return. Both investments have delivered pretty close results over the past 10 years, with FMNEX having a 9.07% annualized return and DFVQX not far ahead at 9.38%.
FMNEX
- 1D
- -0.13%
- 1M
- -10.93%
- YTD
- 0.71%
- 6M
- 7.14%
- 1Y
- 32.53%
- 3Y*
- 17.23%
- 5Y*
- 10.01%
- 10Y*
- 9.07%
DFVQX
- 1D
- -0.03%
- 1M
- -10.37%
- YTD
- 0.91%
- 6M
- 6.52%
- 1Y
- 29.67%
- 3Y*
- 16.78%
- 5Y*
- 9.77%
- 10Y*
- 9.38%
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FMNEX vs. DFVQX - Expense Ratio Comparison
FMNEX has a 0.56% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Return for Risk
FMNEX vs. DFVQX — Risk / Return Rank
FMNEX
DFVQX
FMNEX vs. DFVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBB Free Market International Equity Fund (FMNEX) and DFA International Vector Equity Portfolio (DFVQX). 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.
| FMNEX | DFVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.86 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.53 | 2.41 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.21 | +0.39 |
Martin ratioReturn relative to average drawdown | 10.17 | 9.17 | +1.00 |
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
| FMNEX | DFVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.86 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.63 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.57 | -0.30 |
Correlation
The correlation between FMNEX and DFVQX is 0.98, 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
FMNEX vs. DFVQX - Dividend Comparison
FMNEX's dividend yield for the trailing twelve months is around 4.66%, more than DFVQX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMNEX RBB Free Market International Equity Fund | 4.66% | 4.69% | 0.00% | 2.49% | 3.46% | 1.31% | 3.03% | 2.56% | 4.12% | 3.30% | 3.17% | 3.60% |
DFVQX DFA International Vector Equity Portfolio | 3.22% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
Drawdowns
FMNEX vs. DFVQX - Drawdown Comparison
The maximum FMNEX drawdown since its inception was -59.76%, which is greater than DFVQX's maximum drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for FMNEX and DFVQX.
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Drawdown Indicators
| FMNEX | DFVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -44.58% | -15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.98% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -26.61% | -28.33% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -47.35% | -44.58% | -2.77% |
Current DrawdownCurrent decline from peak | -10.93% | -10.37% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -7.92% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.85% | +0.08% |
Volatility
FMNEX vs. DFVQX - Volatility Comparison
RBB Free Market International Equity Fund (FMNEX) and DFA International Vector Equity Portfolio (DFVQX) have volatilities of 6.35% and 6.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMNEX | DFVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 6.20% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 9.84% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 15.48% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 15.52% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 16.48% | -0.38% |