FTHSX vs. VBR
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Vanguard Small-Cap Value ETF (VBR).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
FTHSX vs. VBR - Performance Comparison
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FTHSX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.64% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, FTHSX achieves a 0.64% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, FTHSX has outperformed VBR with an annualized return of 13.39%, while VBR has yielded a comparatively lower 10.14% annualized return.
FTHSX
- 1D
- 2.44%
- 1M
- -5.61%
- YTD
- 0.64%
- 6M
- 1.87%
- 1Y
- 20.31%
- 3Y*
- 15.61%
- 5Y*
- 9.82%
- 10Y*
- 13.39%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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FTHSX vs. VBR - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
FTHSX vs. VBR — Risk / Return Rank
FTHSX
VBR
FTHSX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Vanguard Small-Cap Value ETF (VBR). 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.
| FTHSX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.93 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.43 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.37 | +0.37 |
Martin ratioReturn relative to average drawdown | 6.77 | 5.62 | +1.15 |
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
| FTHSX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.93 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.39 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.47 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.40 | +0.23 |
Correlation
The correlation between FTHSX and VBR is 0.95, 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
FTHSX vs. VBR - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, less than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.54% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
FTHSX vs. VBR - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for FTHSX and VBR.
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Drawdown Indicators
| FTHSX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -61.98% | +24.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.18% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -24.19% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -45.28% | +7.54% |
Current DrawdownCurrent decline from peak | -7.21% | -5.75% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -8.32% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.46% | -0.26% |
Volatility
FTHSX vs. VBR - Volatility Comparison
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has a higher volatility of 5.75% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that FTHSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.40% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 11.29% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 20.64% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 19.85% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.73% | -1.63% |