FMUEX vs. FMFIX
Compare and contrast key facts about RBB Free Market U.S. Equity Fund (FMUEX) and RBB Free Market Fixed Income Fund (FMFIX).
FMUEX is managed by RBB Funds. It was launched on Dec 31, 2007. FMFIX is managed by RBB Funds. It was launched on Dec 31, 2007.
Performance
FMUEX vs. FMFIX - Performance Comparison
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FMUEX vs. FMFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMUEX RBB Free Market U.S. Equity Fund | 0.87% | 12.79% | 8.09% | 17.10% | -10.47% | 31.75% | 5.65% | 22.44% | -11.62% | 13.44% |
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, FMUEX achieves a 0.87% return, which is significantly higher than FMFIX's 0.20% return. Over the past 10 years, FMUEX has outperformed FMFIX with an annualized return of 10.18%, while FMFIX has yielded a comparatively lower 1.22% annualized return.
FMUEX
- 1D
- -0.67%
- 1M
- -6.31%
- YTD
- 0.87%
- 6M
- 4.34%
- 1Y
- 19.46%
- 3Y*
- 12.11%
- 5Y*
- 7.58%
- 10Y*
- 10.18%
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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FMUEX vs. FMFIX - Expense Ratio Comparison
FMUEX has a 0.78% expense ratio, which is higher than FMFIX's 0.68% expense ratio.
Return for Risk
FMUEX vs. FMFIX — Risk / Return Rank
FMUEX
FMFIX
FMUEX vs. FMFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBB Free Market U.S. Equity Fund (FMUEX) 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.
| FMUEX | FMFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 2.18 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.53 | 3.20 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.46 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.52 | -2.20 |
Martin ratioReturn relative to average drawdown | 5.70 | 14.31 | -8.61 |
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
| FMUEX | FMFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.18 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.30 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.51 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.61 | -0.21 |
Correlation
The correlation between FMUEX and FMFIX is -0.13. 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
FMUEX vs. FMFIX - Dividend Comparison
FMUEX's dividend yield for the trailing twelve months is around 1.86%, less than FMFIX's 3.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMUEX RBB Free Market U.S. Equity Fund | 1.86% | 1.87% | 0.00% | 4.12% | 8.26% | 4.38% | 1.61% | 5.57% | 5.88% | 3.80% | 4.80% | 8.51% |
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
FMUEX vs. FMFIX - Drawdown Comparison
The maximum FMUEX drawdown since its inception was -58.03%, which is greater than FMFIX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for FMUEX and FMFIX.
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Drawdown Indicators
| FMUEX | FMFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -9.35% | -48.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -1.09% | -12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.49% | -9.26% | -16.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.31% | -9.35% | -32.96% |
Current DrawdownCurrent decline from peak | -7.61% | -0.89% | -6.72% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -1.23% | -6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 0.27% | +2.83% |
Volatility
FMUEX vs. FMFIX - Volatility Comparison
RBB Free Market U.S. Equity Fund (FMUEX) has a higher volatility of 4.52% compared to RBB Free Market Fixed Income Fund (FMFIX) at 0.69%. This indicates that FMUEX'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
| FMUEX | FMFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 0.69% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 1.06% | +9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 1.70% | +17.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 2.86% | +15.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 2.43% | +17.30% |