CRMAX vs. FTSIX
Compare and contrast key facts about CRM Small/Mid Cap Value Fund (CRMAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
CRMAX is managed by CRM. It was launched on Sep 1, 2004. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
CRMAX vs. FTSIX - Performance Comparison
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CRMAX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CRMAX CRM Small/Mid Cap Value Fund | -3.18% | 3.89% | 16.52% | 8.77% | -10.82% | 26.46% | 13.02% | 25.69% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, CRMAX achieves a -3.18% return, which is significantly lower than FTSIX's 3.61% return.
CRMAX
- 1D
- -0.96%
- 1M
- -10.00%
- YTD
- -3.18%
- 6M
- 2.87%
- 1Y
- 13.71%
- 3Y*
- 7.85%
- 5Y*
- 4.85%
- 10Y*
- 9.40%
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
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CRMAX vs. FTSIX - Expense Ratio Comparison
CRMAX has a 1.19% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
CRMAX vs. FTSIX — Risk / Return Rank
CRMAX
FTSIX
CRMAX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CRM Small/Mid Cap Value Fund (CRMAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.
| CRMAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.80 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.27 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.06 | -0.25 |
Martin ratioReturn relative to average drawdown | 2.65 | 4.30 | -1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRMAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.80 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.27 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Correlation
The correlation between CRMAX and FTSIX is 0.93, 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
CRMAX vs. FTSIX - Dividend Comparison
CRMAX's dividend yield for the trailing twelve months is around 5.40%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRMAX CRM Small/Mid Cap Value Fund | 5.40% | 5.23% | 15.07% | 0.64% | 6.41% | 35.31% | 5.86% | 2.68% | 18.13% | 29.30% | 2.13% | 12.11% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CRMAX vs. FTSIX - Drawdown Comparison
The maximum CRMAX drawdown since its inception was -49.36%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for CRMAX and FTSIX.
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Drawdown Indicators
| CRMAX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.36% | -42.12% | -7.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.31% | -13.29% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.73% | -27.57% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -41.56% | — | — |
Current DrawdownCurrent decline from peak | -12.36% | -6.80% | -5.56% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -7.80% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 3.27% | +1.12% |
Volatility
CRMAX vs. FTSIX - Volatility Comparison
CRM Small/Mid Cap Value Fund (CRMAX) has a higher volatility of 7.07% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that CRMAX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRMAX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 5.08% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 11.04% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.18% | 20.05% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 19.10% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 23.47% | -2.89% |