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FSSAX vs. TCMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSSAX and TCMSX 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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
13.18%
-4.03%
FSSAX
TCMSX

Key characteristics

Sharpe Ratio

FSSAX:

1.10

TCMSX:

0.58

Sortino Ratio

FSSAX:

1.59

TCMSX:

0.89

Omega Ratio

FSSAX:

1.20

TCMSX:

1.12

Calmar Ratio

FSSAX:

0.62

TCMSX:

0.45

Martin Ratio

FSSAX:

5.14

TCMSX:

2.16

Ulcer Index

FSSAX:

4.06%

TCMSX:

6.05%

Daily Std Dev

FSSAX:

18.99%

TCMSX:

22.40%

Max Drawdown

FSSAX:

-67.18%

TCMSX:

-60.13%

Current Drawdown

FSSAX:

-17.97%

TCMSX:

-18.92%

Returns By Period

In the year-to-date period, FSSAX achieves a 6.32% return, which is significantly higher than TCMSX's 2.66% return. Over the past 10 years, FSSAX has outperformed TCMSX with an annualized return of 4.25%, while TCMSX has yielded a comparatively lower 3.77% annualized return.


FSSAX

YTD

6.32%

1M

5.49%

6M

13.18%

1Y

18.40%

5Y*

3.22%

10Y*

4.25%

TCMSX

YTD

2.66%

1M

1.88%

6M

-4.03%

1Y

11.26%

5Y*

3.92%

10Y*

3.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSSAX vs. TCMSX - Expense Ratio Comparison

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


TCMSX
Voya Small Cap Growth Fund
Expense ratio chart for TCMSX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for FSSAX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Risk-Adjusted Performance

FSSAX vs. TCMSX — Risk-Adjusted Performance Rank

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

FSSAX
The Risk-Adjusted Performance Rank of FSSAX is 5454
Overall Rank
The Sharpe Ratio Rank of FSSAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSSAX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FSSAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FSSAX is 6161
Martin Ratio Rank

TCMSX
The Risk-Adjusted Performance Rank of TCMSX is 2828
Overall Rank
The Sharpe Ratio Rank of TCMSX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of TCMSX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of TCMSX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of TCMSX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of TCMSX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSSAX vs. TCMSX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSSAX, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.001.100.58
The chart of Sortino ratio for FSSAX, currently valued at 1.59, compared to the broader market0.005.0010.001.590.89
The chart of Omega ratio for FSSAX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.12
The chart of Calmar ratio for FSSAX, currently valued at 0.62, compared to the broader market0.005.0010.0015.0020.000.620.45
The chart of Martin ratio for FSSAX, currently valued at 5.14, compared to the broader market0.0020.0040.0060.0080.005.142.16
FSSAX
TCMSX

The current FSSAX Sharpe Ratio is 1.10, which is higher than the TCMSX Sharpe Ratio of 0.58. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.10
0.58
FSSAX
TCMSX

Dividends

FSSAX vs. TCMSX - Dividend Comparison

FSSAX has not paid dividends to shareholders, while TCMSX's dividend yield for the trailing twelve months is around 1.81%.


TTM2024
FSSAX
Franklin Small Cap Growth Fund
0.00%0.00%
TCMSX
Voya Small Cap Growth Fund
1.81%1.86%

Drawdowns

FSSAX vs. TCMSX - Drawdown Comparison

The maximum FSSAX drawdown since its inception was -67.18%, which is greater than TCMSX's maximum drawdown of -60.13%. Use the drawdown chart below to compare losses from any high point for FSSAX and TCMSX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-17.97%
-18.92%
FSSAX
TCMSX

Volatility

FSSAX vs. TCMSX - Volatility Comparison

The current volatility for Franklin Small Cap Growth Fund (FSSAX) is 5.01%, while Voya Small Cap Growth Fund (TCMSX) has a volatility of 5.93%. 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.01%
5.93%
FSSAX
TCMSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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