FTHSX vs. VSMAX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
FTHSX is an actively managed fund 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
FTHSX vs. VSMAX - Performance Comparison
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FTHSX vs. VSMAX - 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% |
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, FTHSX achieves a 0.64% return, which is significantly lower than VSMAX's 1.90% return. Over the past 10 years, FTHSX has outperformed VSMAX with an annualized return of 13.39%, while VSMAX has yielded a comparatively lower 10.49% 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%
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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FTHSX vs. VSMAX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Return for Risk
FTHSX vs. VSMAX — Risk / Return Rank
FTHSX
VSMAX
FTHSX vs. VSMAX - 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 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.
| FTHSX | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.91 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.40 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.38 | +0.37 |
Martin ratioReturn relative to average drawdown | 6.77 | 5.95 | +0.83 |
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 | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.91 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.26 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.49 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.37 | +0.26 |
Correlation
The correlation between FTHSX 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
FTHSX vs. VSMAX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, less than VSMAX's 1.33% 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% |
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
FTHSX vs. VSMAX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for FTHSX and VSMAX.
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Drawdown Indicators
| FTHSX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -59.68% | +21.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.30% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -28.14% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -41.82% | +4.08% |
Current DrawdownCurrent decline from peak | -7.21% | -6.11% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -9.75% | +4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.32% | -0.12% |
Volatility
FTHSX vs. VSMAX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.75%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 6.82%. This indicates that FTHSX 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
| FTHSX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.82% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 12.61% | -1.72% |
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 | 18.94% | 20.74% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.54% | -1.44% |