FTMSX vs. BOSOX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Boston Trust Small Cap Fund (BOSOX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. BOSOX is managed by Boston Trust Walden.
Performance
FTMSX vs. BOSOX - Performance Comparison
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FTMSX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -3.53% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 41.42% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly higher than BOSOX's -4.10% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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FTMSX vs. BOSOX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than BOSOX's 1.00% expense ratio.
Return for Risk
FTMSX vs. BOSOX — Risk / Return Rank
FTMSX
BOSOX
FTMSX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Boston Trust Small Cap Fund (BOSOX). 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.
| FTMSX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | -0.13 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.01 | -0.05 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.99 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | -0.33 | +1.12 |
Martin ratioReturn relative to average drawdown | 2.46 | -1.03 | +3.49 |
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
| FTMSX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | -0.13 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.20 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.41 | -0.23 |
Correlation
The correlation between FTMSX and BOSOX is 0.82, 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
FTMSX vs. BOSOX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while BOSOX's dividend yield for the trailing twelve months is around 4.60%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% | 0.00% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
FTMSX vs. BOSOX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, roughly equal to the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for FTMSX and BOSOX.
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Drawdown Indicators
| FTMSX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -51.32% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -11.89% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -22.36% | -26.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.79% | — |
Current DrawdownCurrent decline from peak | -28.35% | -16.07% | -12.28% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -7.26% | -15.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.82% | +1.78% |
Volatility
FTMSX vs. BOSOX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 4.10% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 10.48% | +8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 18.96% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 17.82% | +10.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 19.56% | +11.11% |