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MPGFX vs. FMIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPGFX vs. FMIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mairs & Power Growth Fund (MPGFX) and FMI Common Stock Fund (FMIMX). The values are adjusted to include any dividend payments, if applicable.

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MPGFX vs. FMIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPGFX
Mairs & Power Growth Fund
-3.78%10.55%19.61%27.70%-21.28%29.42%16.80%28.40%-4.27%16.54%
FMIMX
FMI Common Stock Fund
0.60%2.12%10.38%24.85%-5.95%30.52%5.79%24.80%-8.77%13.92%

Returns By Period

In the year-to-date period, MPGFX achieves a -3.78% return, which is significantly lower than FMIMX's 0.60% return. Over the past 10 years, MPGFX has outperformed FMIMX with an annualized return of 11.50%, while FMIMX has yielded a comparatively lower 10.45% annualized return.


MPGFX

1D
3.19%
1M
-5.82%
YTD
-3.78%
6M
-3.77%
1Y
11.34%
3Y*
14.84%
5Y*
8.75%
10Y*
11.50%

FMIMX

1D
2.22%
1M
-9.10%
YTD
0.60%
6M
-0.97%
1Y
6.09%
3Y*
9.61%
5Y*
8.81%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPGFX vs. FMIMX - Expense Ratio Comparison

MPGFX has a 0.61% expense ratio, which is lower than FMIMX's 1.01% expense ratio.


Return for Risk

MPGFX vs. FMIMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPGFX
MPGFX Risk / Return Rank: 3131
Overall Rank
MPGFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MPGFX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MPGFX Omega Ratio Rank: 2525
Omega Ratio Rank
MPGFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MPGFX Martin Ratio Rank: 3838
Martin Ratio Rank

FMIMX
FMIMX Risk / Return Rank: 1212
Overall Rank
FMIMX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FMIMX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMIMX Omega Ratio Rank: 1010
Omega Ratio Rank
FMIMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FMIMX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MPGFX vs. FMIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) and FMI Common Stock Fund (FMIMX). 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.


MPGFXFMIMXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.30

+0.35

Sortino ratio

Return per unit of downside risk

1.05

0.61

+0.44

Omega ratio

Gain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratio

Return relative to maximum drawdown

1.07

0.48

+0.59

Martin ratio

Return relative to average drawdown

4.17

1.29

+2.88

MPGFX vs. FMIMX - Sharpe Ratio Comparison

The current MPGFX Sharpe Ratio is 0.65, which is higher than the FMIMX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MPGFX and FMIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPGFXFMIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.30

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.48

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.55

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.51

-0.19

Correlation

The correlation between MPGFX and FMIMX is 0.78, 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

MPGFX vs. FMIMX - Dividend Comparison

MPGFX's dividend yield for the trailing twelve months is around 4.66%, less than FMIMX's 13.16% yield.


TTM20252024202320222021202020192018201720162015
MPGFX
Mairs & Power Growth Fund
4.66%4.48%3.84%2.34%8.80%8.13%8.81%7.39%8.76%9.47%5.84%7.92%
FMIMX
FMI Common Stock Fund
13.16%13.24%2.01%2.84%6.65%12.44%0.76%4.93%10.17%11.82%4.92%10.77%

Drawdowns

MPGFX vs. FMIMX - Drawdown Comparison

The maximum MPGFX drawdown since its inception was -61.00%, roughly equal to the maximum FMIMX drawdown of -59.09%. Use the drawdown chart below to compare losses from any high point for MPGFX and FMIMX.


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Drawdown Indicators


MPGFXFMIMXDifference

Max Drawdown

Largest peak-to-trough decline

-61.00%

-59.09%

-1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-13.80%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-21.31%

-4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

-38.07%

+4.99%

Current Drawdown

Current decline from peak

-6.65%

-11.89%

+5.24%

Average Drawdown

Average peak-to-trough decline

-14.75%

-10.46%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

5.14%

-2.26%

Volatility

MPGFX vs. FMIMX - Volatility Comparison

Mairs & Power Growth Fund (MPGFX) and FMI Common Stock Fund (FMIMX) have volatilities of 5.80% and 5.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPGFXFMIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.58%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

12.46%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

21.02%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

18.60%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

19.19%

-1.12%