FMNEX vs. FMFIX
Compare and contrast key facts about RBB Free Market International Equity Fund (FMNEX) and RBB Free Market Fixed Income Fund (FMFIX).
FMNEX is managed by RBB Funds. It was launched on Dec 30, 2007. FMFIX is managed by RBB Funds. It was launched on Dec 31, 2007.
Performance
FMNEX vs. FMFIX - Performance Comparison
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FMNEX vs. FMFIX - 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% |
FMFIX RBB Free Market Fixed Income Fund | 0.20% | 4.88% | 0.71% | 5.43% | -6.52% | -1.06% | 3.28% | 4.78% | 0.65% | 1.05% |
Returns By Period
In the year-to-date period, FMNEX achieves a 0.71% return, which is significantly higher than FMFIX's 0.20% return. Over the past 10 years, FMNEX has outperformed FMFIX with an annualized return of 9.07%, while FMFIX has yielded a comparatively lower 1.22% annualized return.
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%
FMFIX
- 1D
- 0.20%
- 1M
- -0.89%
- YTD
- 0.20%
- 6M
- 0.95%
- 1Y
- 3.59%
- 3Y*
- 3.08%
- 5Y*
- 0.84%
- 10Y*
- 1.22%
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FMNEX vs. FMFIX - Expense Ratio Comparison
FMNEX has a 0.56% expense ratio, which is lower than FMFIX's 0.68% expense ratio.
Return for Risk
FMNEX vs. FMFIX — Risk / Return Rank
FMNEX
FMFIX
FMNEX vs. FMFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBB Free Market International Equity Fund (FMNEX) and RBB Free Market Fixed Income Fund (FMFIX). 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 | FMFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.18 | -0.18 |
Sortino ratioReturn per unit of downside risk | 2.53 | 3.20 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.46 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.52 | -0.91 |
Martin ratioReturn relative to average drawdown | 10.17 | 14.31 | -4.14 |
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 | FMFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.18 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.30 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.51 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.61 | -0.34 |
Correlation
The correlation between FMNEX and FMFIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FMNEX vs. FMFIX - Dividend Comparison
FMNEX's dividend yield for the trailing twelve months is around 4.66%, more than FMFIX's 3.67% 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% |
FMFIX RBB Free Market Fixed Income Fund | 3.67% | 3.49% | 0.71% | 2.75% | 1.35% | 0.37% | 1.22% | 1.44% | 2.45% | 1.25% | 0.58% | 0.39% |
Drawdowns
FMNEX vs. FMFIX - Drawdown Comparison
The maximum FMNEX drawdown since its inception was -59.76%, which is greater than FMFIX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for FMNEX and FMFIX.
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Drawdown Indicators
| FMNEX | FMFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -9.35% | -50.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -1.09% | -10.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.61% | -9.26% | -17.35% |
Max Drawdown (10Y)Largest decline over 10 years | -47.35% | -9.35% | -38.00% |
Current DrawdownCurrent decline from peak | -10.93% | -0.89% | -10.04% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -1.23% | -11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 0.27% | +2.66% |
Volatility
FMNEX vs. FMFIX - Volatility Comparison
RBB Free Market International Equity Fund (FMNEX) has a higher volatility of 6.35% compared to RBB Free Market Fixed Income Fund (FMFIX) at 0.69%. This indicates that FMNEX's price experiences larger fluctuations and is considered to be riskier than FMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMNEX | FMFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 0.69% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 1.06% | +9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 1.70% | +13.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 2.86% | +12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 2.43% | +13.67% |