OAKIX vs. FMIJX
Compare and contrast key facts about Oakmark International Fund (OAKIX) and FMI International Fund (FMIJX).
OAKIX is managed by Oakmark. It was launched on Sep 29, 1992. 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: OAKIX or FMIJX.
Key characteristics
| OAKIX | FMIJX | |
|---|---|---|
| YTD Return | 1.83% | 10.53% |
| 1Y Return | 6.99% | 15.54% |
| 3Y Return (Ann) | 1.95% | 4.49% |
| 5Y Return (Ann) | 4.82% | 5.44% |
| 10Y Return (Ann) | 3.94% | 5.58% |
| Sharpe Ratio | 0.49 | 1.56 |
| Daily Std Dev | 14.54% | 9.98% |
| Max Drawdown | -60.45% | -37.45% |
| Current Drawdown | -7.38% | 0.00% |
Correlation
The correlation between OAKIX and FMIJX 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.
Performance
OAKIX vs. FMIJX - Performance Comparison
In the year-to-date period, OAKIX achieves a 1.83% return, which is significantly lower than FMIJX's 10.53% return. Over the past 10 years, OAKIX has underperformed FMIJX with an annualized return of 3.94%, while FMIJX has yielded a comparatively higher 5.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OAKIX vs. FMIJX - Expense Ratio Comparison
OAKIX has a 1.04% expense ratio, which is higher than FMIJX's 0.94% expense ratio.
Risk-Adjusted Performance
OAKIX vs. FMIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark International Fund (OAKIX) 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
OAKIX vs. FMIJX - Dividend Comparison
OAKIX's dividend yield for the trailing twelve months is around 1.81%, while FMIJX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKIX Oakmark International Fund | 1.81% | 1.85% | 2.97% | 1.23% | 0.33% | 1.81% | 7.53% | 3.19% | 1.73% | 5.28% | 6.89% | 2.84% |
FMIJX FMI International Fund | 0.00% | 0.00% | 4.43% | 3.46% | 0.00% | 3.55% | 7.43% | 1.62% | 3.76% | 1.84% | 3.47% | 2.71% |
Drawdowns
OAKIX vs. FMIJX - Drawdown Comparison
The maximum OAKIX drawdown since its inception was -60.45%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for OAKIX and FMIJX. For additional features, visit the drawdowns tool.
Volatility
OAKIX vs. FMIJX - Volatility Comparison
Oakmark International Fund (OAKIX) has a higher volatility of 4.14% compared to FMI International Fund (FMIJX) at 3.34%. This indicates that OAKIX'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.