FTHSX vs. VKSIX

Last updated Jun 4, 2026

FTHSX (FullerThaler Behavioral Small-Cap Equity Fund Class I) and VKSIX (Virtus KAR Small-Mid Cap Core Fund) are both mutual funds - FTHSX is a Small Cap Blend Equities fund actively managed by Fuller & Thaler Asset Mgmt, while VKSIX is a Mid Cap Growth Equities fund managed by Virtus. Over the past 5 years, FTHSX returned 11.55%/yr vs -0.04%/yr for VKSIX. Their correlation of 0.84 suggests significant overlap in exposure. FTHSX charges 0.76%/yr vs 1.02%/yr for VKSIX.

Performance

FTHSX vs. VKSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTHSX achieves a 10.63% return, which is significantly higher than VKSIX's -6.56% return.

FTHSX

• 1D: 0.47%
• 1M: 1.61%
• YTD: 10.63%
• 6M: 11.14%
• 1Y: 27.04%
• 3Y*: 19.70%
• 5Y*: 11.55%
• 10Y*: 14.13%

VKSIX

• 1D: -0.71%
• 1M: -2.22%
• YTD: -6.56%
• 6M: -7.63%
• 1Y: -9.43%
• 3Y*: 3.69%
• 5Y*: -0.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHSX vs. VKSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I	10.63%	12.02%	16.17%	22.55%	-7.49%	30.83%	10.38%	28.06%	-10.48%
VKSIX Virtus KAR Small-Mid Cap Core Fund	-6.56%	-4.36%	9.07%	23.61%	-23.83%	19.54%	33.45%	38.81%	-6.68%

Correlation

The correlation between FTHSX and VKSIX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018	0.84

The correlation between FTHSX and VKSIX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

Return for Risk

FTHSX vs. VKSIX — Risk / Return Rank

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

FTHSX

FTHSX Risk / Return Rank: 48
FTHSX Sharpe Ratio Rank: 42
FTHSX Sortino Ratio Rank: 44
FTHSX Omega Ratio Rank: 38
FTHSX Calmar Ratio Rank: 63
FTHSX Martin Ratio Rank: 53

VKSIX

VKSIX Risk / Return Rank: 1
VKSIX Sharpe Ratio Rank: 1
VKSIX Sortino Ratio Rank: 1
VKSIX Omega Ratio Rank: 1
VKSIX Calmar Ratio Rank: 1
VKSIX Martin Ratio Rank: 1

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.

FTHSX vs. VKSIX - 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 Virtus KAR Small-Mid Cap Core Fund (VKSIX). 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	VKSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	-0.57	+2.46
Sortino ratio: Return per unit of downside risk	2.79	-0.76	+3.55
Omega ratio: Gain probability vs. loss probability	1.33	0.92	+0.41
Calmar ratio: Return relative to maximum drawdown	3.05	-0.53	+3.58
Martin ratio: Return relative to average drawdown	10.87	-1.14	+12.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTHSX vs. VKSIX - Sharpe Ratio Comparison

The current FTHSX Sharpe Ratio is 1.89, which is higher than the VKSIX Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of FTHSX and VKSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTHSX	VKSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	-0.57	+2.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	-0.00	+0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.39	+0.28

Drawdowns

FTHSX vs. VKSIX - Drawdown Comparison

The maximum FTHSX drawdown since its inception was -37.74%, which is greater than VKSIX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for FTHSX and VKSIX.

Drawdown Indicators

	FTHSX	VKSIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.74%	-35.59%	-2.15%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-16.70%	+7.28%
Max Drawdown (3Y) Largest decline over 3 years	-24.58%	-20.29%	-4.29%
Max Drawdown (5Y) Largest decline over 5 years	-24.58%	-32.49%	+7.91%
Max Drawdown (10Y) Largest decline over 10 years	-37.74%	—	—
Current Drawdown Current decline from peak	-0.48%	-17.61%	+17.13%
Average Drawdown Average peak-to-trough decline	-5.65%	-8.87%	+3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	7.74%	-5.10%

Volatility

FTHSX vs. VKSIX - Volatility Comparison

FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX) have volatilities of 4.22% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTHSX	VKSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	4.27%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	10.79%	11.71%	-0.92%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	15.51%	-0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.91%	19.18%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.13%	20.98%	-0.85%

FTHSX vs. VKSIX - Expense Ratio Comparison

FTHSX has a 0.76% expense ratio, which is lower than VKSIX's 1.02% expense ratio.

Dividends

FTHSX vs. VKSIX - Dividend Comparison

FTHSX's dividend yield for the trailing twelve months is around 0.49%, more than VKSIX's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I	0.49%	0.54%	8.05%	1.81%	1.23%	3.77%	0.35%	0.39%	0.55%	0.26%	0.00%	15.40%
VKSIX Virtus KAR Small-Mid Cap Core Fund	0.37%	0.34%	0.43%	0.00%	0.00%	1.13%	0.01%	0.00%	1.47%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTHSX and VKSIX in my portfolio?

FTHSX and VKSIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTHSX or VKSIX?

VKSIX has higher volatility (4.27%) compared to FTHSX (4.22%). In terms of maximum drawdown, FTHSX dropped -37.74% vs VKSIX's -35.59%.

Which has better risk-adjusted returns?

FTHSX currently has the higher Sharpe Ratio (1.89 vs -0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.