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.
Performance
FMNEX vs. VXUS - Performance Comparison
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FMNEX vs. VXUS - 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% |
VXUS Vanguard Total International Stock ETF | 2.32% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Returns By Period
In the year-to-date period, FMNEX achieves a 0.71% return, which is significantly lower than VXUS's 2.32% return. Both investments have delivered pretty close results over the past 10 years, with FMNEX having a 9.07% annualized return and VXUS not far behind at 8.91%.
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%
VXUS
- 1D
- 3.32%
- 1M
- -7.90%
- YTD
- 2.32%
- 6M
- 7.01%
- 1Y
- 28.12%
- 3Y*
- 15.50%
- 5Y*
- 7.32%
- 10Y*
- 8.91%
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FMNEX vs. VXUS - Expense Ratio Comparison
FMNEX has a 0.56% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Return for Risk
FMNEX vs. VXUS — Risk / Return Rank
FMNEX
VXUS
FMNEX vs. VXUS - Risk-Adjusted Trends 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.
| FMNEX | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.64 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.53 | 2.26 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.42 | +0.18 |
Martin ratioReturn relative to average drawdown | 10.17 | 9.37 | +0.80 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.64 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.47 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.52 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.35 | -0.07 |
Correlation
The correlation between FMNEX and VXUS is 0.94, 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. VXUS - Dividend Comparison
FMNEX's dividend yield for the trailing twelve months is around 4.66%, more than VXUS's 2.97% 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% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
FMNEX vs. VXUS - Drawdown Comparison
The maximum FMNEX drawdown since its inception was -59.76%, 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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Drawdown Indicators
| FMNEX | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -35.97% | -23.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.27% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.61% | -29.44% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -47.35% | -35.97% | -11.38% |
Current DrawdownCurrent decline from peak | -10.93% | -8.33% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -8.29% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.91% | +0.02% |
Volatility
FMNEX vs. VXUS - Volatility Comparison
The current volatility for RBB Free Market International Equity Fund (FMNEX) is 6.35%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. 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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Volatility by Period
| FMNEX | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 8.31% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 11.50% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 17.19% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 15.82% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 17.09% | -0.99% |