BSMIX vs. FTMSX
BSMIX (iShares Russell Small/Mid-Cap Index Fund) and FTMSX (Fuller & Thaler Behavioral Micro-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 5 years, BSMIX returned 7.96%/yr vs 0.86%/yr for FTMSX. Their correlation of 0.89 suggests significant overlap in exposure. BSMIX charges 0.12%/yr vs 2.30%/yr for FTMSX.
Performance
BSMIX vs. FTMSX - Performance Comparison
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Returns By Period
In the year-to-date period, BSMIX achieves a 20.65% return, which is significantly lower than FTMSX's 31.22% return.
BSMIX
- 1D
- -0.23%
- 1M
- 0.59%
- 6M
- 14.16%
- YTD
- 20.65%
- 1Y
- 31.24%
- 3Y*
- 17.05%
- 5Y*
- 7.96%
- 10Y*
- 11.57%
FTMSX
- 1D
- -0.56%
- 1M
- 5.11%
- 6M
- 23.17%
- YTD
- 31.22%
- 1Y
- 40.39%
- 3Y*
- 11.99%
- 5Y*
- 0.86%
- 10Y*
- —
BSMIX vs. FTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 20.65% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 20.28% | 27.62% |
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 31.22% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
Correlation
The correlation between BSMIX and FTMSX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.89 |
The correlation between BSMIX and FTMSX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
BSMIX vs. FTMSX — Risk / Return Rank
BSMIX
FTMSX
BSMIX vs. FTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSMIX | FTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.13 | +1.07 |
| Martin ratioReturn relative to average drawdown | 12.04 | 7.88 | +4.16 |
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Drawdowns
BSMIX vs. FTMSX - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum FTMSX drawdown of -53.12%. Use the drawdown chart below to compare losses from any high point for BSMIX and FTMSX.
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Drawdown Indicators
| BSMIX | FTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -53.12% | +11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -17.52% | +8.13% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -35.01% | +9.52% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -48.67% | +20.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | — | — |
Current DrawdownCurrent decline from peak | -1.61% | -2.55% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -22.08% | +14.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 4.74% | -2.25% |
Volatility
BSMIX vs. FTMSX - Volatility Comparison
The current volatility for iShares Russell Small/Mid-Cap Index Fund (BSMIX) is 5.47%, while Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a volatility of 7.53%. This indicates that BSMIX experiences smaller price fluctuations and is considered to be less risky than FTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSMIX | FTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 7.53% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 17.98% | -4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 25.86% | -8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 28.14% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 30.47% | -8.79% |
BSMIX vs. FTMSX - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than FTMSX's 2.30% expense ratio.
Dividends
BSMIX vs. FTMSX - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.40%, while FTMSX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.40% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% |
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BSMIX and FTMSX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTMSX has higher volatility (7.53%) compared to BSMIX (5.47%). In terms of maximum drawdown, BSMIX dropped -41.32% vs FTMSX's -53.12%.
BSMIX currently has the higher Sharpe Ratio (1.68 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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