Correlation
The correlation between FMNEX and VXUS is 0.76, 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.
FMNEX vs. VXUS
Compare and contrast key facts about RBB Free Market International Equity Fund (FMNEX) and Vanguard Total International Stock ETF (VXUS).
FMNEX is managed by RBB Funds. It was launched on Dec 30, 2007. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMNEX or VXUS.
Performance
FMNEX vs. VXUS - Performance Comparison
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Key characteristics
FMNEX:
1.02
VXUS:
0.80
FMNEX:
1.35
VXUS:
1.12
FMNEX:
1.20
VXUS:
1.15
FMNEX:
1.15
VXUS:
0.90
FMNEX:
3.81
VXUS:
2.86
FMNEX:
4.07%
VXUS:
4.27%
FMNEX:
16.01%
VXUS:
16.86%
FMNEX:
-59.01%
VXUS:
-35.97%
FMNEX:
-0.15%
VXUS:
-0.68%
Returns By Period
In the year-to-date period, FMNEX achieves a 18.35% return, which is significantly higher than VXUS's 13.93% return. Over the past 10 years, FMNEX has underperformed VXUS with an annualized return of 4.88%, while VXUS has yielded a comparatively higher 5.58% annualized return.
FMNEX
18.35%
5.73%
15.69%
16.26%
11.19%
13.90%
4.88%
VXUS
13.93%
4.82%
10.66%
13.38%
9.22%
10.46%
5.58%
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FMNEX vs. VXUS - Expense Ratio Comparison
FMNEX has a 0.56% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
FMNEX vs. VXUS — Risk-Adjusted Performance Rank
FMNEX
VXUS
FMNEX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RBB Free Market International Equity Fund (FMNEX) and Vanguard Total International Stock ETF (VXUS). 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.
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Dividends
FMNEX vs. VXUS - Dividend Comparison
FMNEX's dividend yield for the trailing twelve months is around 3.11%, more than VXUS's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMNEX RBB Free Market International Equity Fund | 3.11% | 3.68% | 2.49% | 3.47% | 1.31% | 3.03% | 2.56% | 4.12% | 3.30% | 3.17% | 3.61% | 4.44% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
FMNEX vs. VXUS - Drawdown Comparison
The maximum FMNEX drawdown since its inception was -59.01%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FMNEX and VXUS.
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Volatility
FMNEX vs. VXUS - Volatility Comparison
The current volatility for RBB Free Market International Equity Fund (FMNEX) is 2.41%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.01%. This indicates that FMNEX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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