FMUEX vs. FMNEX
Compare and contrast key facts about RBB Free Market U.S. Equity Fund (FMUEX) and RBB Free Market International Equity Fund (FMNEX).
FMUEX is managed by RBB Funds. It was launched on Dec 31, 2007. FMNEX is managed by RBB Funds. It was launched on Dec 30, 2007.
Performance
FMUEX vs. FMNEX - Performance Comparison
Loading graphics...
FMUEX vs. FMNEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMUEX RBB Free Market U.S. Equity Fund | 3.25% | 12.79% | 8.09% | 17.10% | -10.47% | 31.75% | 5.65% | 22.44% | -11.62% | 13.44% |
FMNEX RBB Free Market International Equity Fund | 3.54% | 42.81% | 2.15% | 16.13% | -10.54% | 14.50% | 2.74% | 17.72% | -19.58% | 27.74% |
Returns By Period
In the year-to-date period, FMUEX achieves a 3.25% return, which is significantly lower than FMNEX's 3.54% return. Over the past 10 years, FMUEX has outperformed FMNEX with an annualized return of 10.44%, while FMNEX has yielded a comparatively lower 9.37% annualized return.
FMUEX
- 1D
- 2.36%
- 1M
- -4.34%
- YTD
- 3.25%
- 6M
- 6.48%
- 1Y
- 22.06%
- 3Y*
- 12.98%
- 5Y*
- 7.81%
- 10Y*
- 10.44%
FMNEX
- 1D
- 2.81%
- 1M
- -7.05%
- YTD
- 3.54%
- 6M
- 9.86%
- 1Y
- 35.93%
- 3Y*
- 18.32%
- 5Y*
- 10.36%
- 10Y*
- 9.37%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FMUEX vs. FMNEX - Expense Ratio Comparison
FMUEX has a 0.78% expense ratio, which is higher than FMNEX's 0.56% expense ratio.
Return for Risk
FMUEX vs. FMNEX — Risk / Return Rank
FMUEX
FMNEX
FMUEX vs. FMNEX - 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 International Equity Fund (FMNEX). 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 | FMNEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 2.30 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.89 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.47 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.06 | -1.37 |
Martin ratioReturn relative to average drawdown | 7.30 | 11.90 | -4.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FMUEX | FMNEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 2.30 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.67 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.58 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.28 | +0.12 |
Correlation
The correlation between FMUEX and FMNEX is 0.77, 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
FMUEX vs. FMNEX - Dividend Comparison
FMUEX's dividend yield for the trailing twelve months is around 1.81%, less than FMNEX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMUEX RBB Free Market U.S. Equity Fund | 1.81% | 1.87% | 0.00% | 4.12% | 8.26% | 4.38% | 1.61% | 5.57% | 5.88% | 3.80% | 4.80% | 8.51% |
FMNEX RBB Free Market International Equity Fund | 4.53% | 4.69% | 0.00% | 2.49% | 3.46% | 1.31% | 3.03% | 2.56% | 4.12% | 3.30% | 3.17% | 3.60% |
Drawdowns
FMUEX vs. FMNEX - Drawdown Comparison
The maximum FMUEX drawdown since its inception was -58.03%, roughly equal to the maximum FMNEX drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for FMUEX and FMNEX.
Loading graphics...
Drawdown Indicators
| FMUEX | FMNEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -59.76% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.38% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.49% | -26.61% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -42.31% | -47.35% | +5.04% |
Current DrawdownCurrent decline from peak | -5.43% | -8.42% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -12.28% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.93% | +0.19% |
Volatility
FMUEX vs. FMNEX - Volatility Comparison
The current volatility for RBB Free Market U.S. Equity Fund (FMUEX) is 5.21%, while RBB Free Market International Equity Fund (FMNEX) has a volatility of 7.07%. This indicates that FMUEX experiences smaller price fluctuations and is considered to be less risky than FMNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FMUEX | FMNEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 7.07% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 10.58% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 15.85% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.47% | 15.45% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.75% | 16.12% | +3.63% |