FTHNX vs. VSMAX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
FTHNX vs. VSMAX - Performance Comparison
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FTHNX vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than VSMAX's 1.90% return. Over the past 10 years, FTHNX has outperformed VSMAX with an annualized return of 13.10%, while VSMAX has yielded a comparatively lower 10.49% annualized return.
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
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FTHNX vs. VSMAX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Return for Risk
FTHNX vs. VSMAX — Risk / Return Rank
FTHNX
VSMAX
FTHNX vs. VSMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
| FTHNX | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.91 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.40 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.38 | +0.34 |
Martin ratioReturn relative to average drawdown | 6.65 | 5.95 | +0.71 |
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
| FTHNX | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.91 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.26 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.49 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.37 | +0.24 |
Correlation
The correlation between FTHNX and VSMAX 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
FTHNX vs. VSMAX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than VSMAX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
FTHNX vs. VSMAX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for FTHNX and VSMAX.
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Drawdown Indicators
| FTHNX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -59.68% | +21.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.30% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -28.14% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.82% | +4.04% |
Current DrawdownCurrent decline from peak | -7.24% | -6.11% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -9.75% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.32% | -0.11% |
Volatility
FTHNX vs. VSMAX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 6.82%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 6.82% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 12.61% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 21.80% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 20.74% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.54% | -1.44% |