FUSIX vs. FMIJX
Compare and contrast key facts about Strategic Advisers Fidelity International Fund (FUSIX) and FMI International Fund (FMIJX).
FUSIX is managed by Fidelity. It was launched on Mar 8, 2007. FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSIX or FMIJX.
Performance
FUSIX vs. FMIJX - Performance Comparison
Returns By Period
In the year-to-date period, FUSIX achieves a 6.11% return, which is significantly lower than FMIJX's 8.08% return. Over the past 10 years, FUSIX has underperformed FMIJX with an annualized return of 4.72%, while FMIJX has yielded a comparatively higher 5.49% annualized return.
FUSIX
6.11%
-4.96%
-2.78%
13.90%
4.92%
4.72%
FMIJX
8.08%
-1.40%
-0.79%
14.25%
4.55%
5.49%
Key characteristics
| FUSIX | FMIJX | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.39 |
| Sortino Ratio | 1.60 | 1.97 |
| Omega Ratio | 1.20 | 1.24 |
| Calmar Ratio | 0.92 | 1.78 |
| Martin Ratio | 5.51 | 6.56 |
| Ulcer Index | 2.52% | 2.10% |
| Daily Std Dev | 12.40% | 9.91% |
| Max Drawdown | -34.30% | -37.45% |
| Current Drawdown | -8.23% | -2.79% |
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FUSIX vs. FMIJX - Expense Ratio Comparison
FUSIX has a 0.54% expense ratio, which is lower than FMIJX's 0.94% expense ratio.
Correlation
The correlation between FUSIX and FMIJX is 0.84, 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.
Risk-Adjusted Performance
FUSIX vs. FMIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity International Fund (FUSIX) and FMI International Fund (FMIJX). 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.
Dividends
FUSIX vs. FMIJX - Dividend Comparison
FUSIX's dividend yield for the trailing twelve months is around 2.43%, while FMIJX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUSIX Strategic Advisers Fidelity International Fund | 2.43% | 2.43% | 2.11% | 1.97% | 0.68% | 1.72% | 1.64% | 1.02% | 1.56% | 1.60% | 2.21% | 2.71% |
FMIJX FMI International Fund | 0.00% | 0.00% | 15.23% | 3.46% | 0.00% | 3.55% | 4.60% | 0.28% | 3.05% | 1.82% | 2.10% | 0.71% |
Drawdowns
FUSIX vs. FMIJX - Drawdown Comparison
The maximum FUSIX drawdown since its inception was -34.30%, smaller than the maximum FMIJX drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for FUSIX and FMIJX. For additional features, visit the drawdowns tool.
Volatility
FUSIX vs. FMIJX - Volatility Comparison
Strategic Advisers Fidelity International Fund (FUSIX) has a higher volatility of 3.67% compared to FMI International Fund (FMIJX) at 3.19%. This indicates that FUSIX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.