FTHSX vs. VSCPX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. VSCPX is managed by Vanguard. It was launched on Dec 17, 2010.
Performance
FTHSX vs. VSCPX - Performance Comparison
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FTHSX vs. VSCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | -1.76% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 1.90% | 8.86% | 12.98% | 19.52% | -17.59% | 17.75% | 19.09% | 27.40% | -9.31% | 16.27% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than VSCPX's 1.90% return. Over the past 10 years, FTHSX has outperformed VSCPX with an annualized return of 13.11%, while VSCPX has yielded a comparatively lower 10.51% annualized return.
FTHSX
- 1D
- -0.91%
- 1M
- -7.89%
- YTD
- -1.76%
- 6M
- -0.40%
- 1Y
- 18.34%
- 3Y*
- 14.68%
- 5Y*
- 9.63%
- 10Y*
- 13.11%
VSCPX
- 1D
- 3.14%
- 1M
- -5.70%
- YTD
- 1.90%
- 6M
- 3.42%
- 1Y
- 19.31%
- 3Y*
- 13.03%
- 5Y*
- 5.36%
- 10Y*
- 10.51%
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FTHSX vs. VSCPX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is higher than VSCPX's 0.03% expense ratio.
Return for Risk
FTHSX vs. VSCPX — Risk / Return Rank
FTHSX
VSCPX
FTHSX vs. VSCPX - 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 Index Fund Institutional Plus Shares (VSCPX). 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 | VSCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.91 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.41 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.38 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.27 | 5.96 | -0.68 |
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 | VSCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.91 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.26 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.49 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.50 | +0.12 |
Correlation
The correlation between FTHSX and VSCPX 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
FTHSX vs. VSCPX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than VSCPX's 1.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.55% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 1.35% | 1.35% | 1.32% | 1.56% | 1.56% | 1.26% | 1.16% | 1.41% | 1.69% | 1.37% | 1.52% | 1.51% |
Drawdowns
FTHSX vs. VSCPX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum VSCPX drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for FTHSX and VSCPX.
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Drawdown Indicators
| FTHSX | VSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -41.81% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.29% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -28.13% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -41.81% | +4.07% |
Current DrawdownCurrent decline from peak | -9.42% | -6.11% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -6.55% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.32% | -0.15% |
Volatility
FTHSX vs. VSCPX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) has a volatility of 6.81%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than VSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | VSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 6.81% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 12.60% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 21.79% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 20.74% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 21.55% | -1.46% |