MPGFX vs. FMIMX

In the year-to-date period, MPGFX achieves a -3.25% return, which is significantly lower than FMIMX's -1.03% return. Over the past 10 years, MPGFX has underperformed FMIMX with an annualized return of 4.56%, while FMIMX has yielded a comparatively higher 9.64% annualized return.

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

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.

The current MPGFX Sharpe Ratio is 0.12, which is higher than the FMIMX Sharpe Ratio of 0.08. 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.

MPGFX's dividend yield for the trailing twelve months is around 3.97%, more than FMIMX's 2.04% yield.

The maximum MPGFX drawdown since its inception was -60.43%, which is greater than FMIMX's maximum drawdown of -56.79%. Use the drawdown chart below to compare losses from any high point for MPGFX and FMIMX.

The current volatility for Mairs & Power Growth Fund (MPGFX) is 5.02%, while FMI Common Stock Fund (FMIMX) has a volatility of 5.79%. This indicates that MPGFX experiences smaller price fluctuations and is considered to be less risky than FMIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.