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FSSAX vs. TCMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSSAX vs. TCMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Small Cap Growth Fund (FSSAX) and Voya Small Cap Growth Fund (TCMSX). The values are adjusted to include any dividend payments, if applicable.

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FSSAX vs. TCMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSSAX
Franklin Small Cap Growth Fund
-7.69%7.88%13.02%31.05%-30.29%-0.24%41.68%42.14%-3.08%21.32%
TCMSX
Voya Small Cap Growth Fund
-7.95%14.32%18.46%20.32%-23.60%18.45%27.99%33.27%-6.04%24.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSSAX having a -7.69% return and TCMSX slightly lower at -7.95%. Over the past 10 years, FSSAX has underperformed TCMSX with an annualized return of 10.94%, while TCMSX has yielded a comparatively higher 12.47% annualized return.


FSSAX

1D
-1.36%
1M
-9.02%
YTD
-7.69%
6M
-1.97%
1Y
14.20%
3Y*
10.07%
5Y*
-0.60%
10Y*
10.94%

TCMSX

1D
-2.51%
1M
-12.47%
YTD
-7.95%
6M
-3.62%
1Y
18.47%
3Y*
12.07%
5Y*
4.66%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSSAX vs. TCMSX - Expense Ratio Comparison

FSSAX has a 0.78% expense ratio, which is lower than TCMSX's 0.93% expense ratio.


Return for Risk

FSSAX vs. TCMSX — Risk / Return Rank

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

FSSAX
FSSAX Risk / Return Rank: 2121
Overall Rank
FSSAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FSSAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSSAX Omega Ratio Rank: 2020
Omega Ratio Rank
FSSAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSSAX Martin Ratio Rank: 2222
Martin Ratio Rank

TCMSX
TCMSX Risk / Return Rank: 1919
Overall Rank
TCMSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TCMSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TCMSX Omega Ratio Rank: 2525
Omega Ratio Rank
TCMSX Calmar Ratio Rank: 99
Calmar Ratio Rank
TCMSX Martin Ratio Rank: 88
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.

FSSAX vs. TCMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Growth Fund (FSSAX) and Voya Small Cap Growth Fund (TCMSX). 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.


FSSAXTCMSXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.62

-0.09

Sortino ratio

Return per unit of downside risk

0.92

1.05

-0.13

Omega ratio

Gain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratio

Return relative to maximum drawdown

0.59

0.14

+0.45

Martin ratio

Return relative to average drawdown

2.43

0.40

+2.03

FSSAX vs. TCMSX - Sharpe Ratio Comparison

The current FSSAX Sharpe Ratio is 0.53, which is comparable to the TCMSX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FSSAX and TCMSX, 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


FSSAXTCMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.62

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.20

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.44

-0.12

Correlation

The correlation between FSSAX and TCMSX is 0.94, 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

FSSAX vs. TCMSX - Dividend Comparison

FSSAX's dividend yield for the trailing twelve months is around 8.28%, more than TCMSX's 6.05% yield.


TTM20252024202320222021202020192018201720162015
FSSAX
Franklin Small Cap Growth Fund
8.28%7.64%0.00%0.00%0.54%16.49%9.31%12.17%22.72%1.77%0.00%1.92%
TCMSX
Voya Small Cap Growth Fund
6.05%5.57%10.53%0.00%0.00%20.02%6.69%1.40%14.82%16.10%0.00%16.82%

Drawdowns

FSSAX vs. TCMSX - Drawdown Comparison

The maximum FSSAX drawdown since its inception was -59.61%, which is greater than TCMSX's maximum drawdown of -55.98%. Use the drawdown chart below to compare losses from any high point for FSSAX and TCMSX.


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Drawdown Indicators


FSSAXTCMSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.61%

-55.98%

-3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-16.86%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-42.58%

-34.60%

-7.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.80%

-39.29%

-3.51%

Current Drawdown

Current decline from peak

-11.99%

-16.86%

+4.87%

Average Drawdown

Average peak-to-trough decline

-14.83%

-11.84%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

8.44%

-4.69%

Volatility

FSSAX vs. TCMSX - Volatility Comparison

The current volatility for Franklin Small Cap Growth Fund (FSSAX) is 6.78%, while Voya Small Cap Growth Fund (TCMSX) has a volatility of 8.89%. This indicates that FSSAX experiences smaller price fluctuations and is considered to be less risky than TCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSSAXTCMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

8.89%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

16.86%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

28.47%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

24.06%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

23.42%

+0.49%