FTMSX vs. FSSNX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Fidelity Small Cap Index Fund (FSSNX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
FTMSX vs. FSSNX - Performance Comparison
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FTMSX vs. FSSNX - 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% |
FSSNX Fidelity Small Cap Index Fund | -2.46% | 12.94% | 11.71% | 17.11% | -20.28% | 14.70% | 19.99% | 27.32% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than FSSNX's -2.46% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
FSSNX
- 1D
- -1.44%
- 1M
- -8.16%
- YTD
- -2.46%
- 6M
- -0.28%
- 1Y
- 21.68%
- 3Y*
- 11.92%
- 5Y*
- 3.17%
- 10Y*
- 9.53%
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FTMSX vs. FSSNX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Return for Risk
FTMSX vs. FSSNX — Risk / Return Rank
FTMSX
FSSNX
FTMSX vs. FSSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Fidelity Small Cap Index Fund (FSSNX). 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 | FSSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.92 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.41 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.34 | -0.55 |
Martin ratioReturn relative to average drawdown | 2.46 | 5.05 | -2.59 |
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 | FSSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.92 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.14 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.48 | -0.30 |
Correlation
The correlation between FTMSX and FSSNX is 0.92, 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. FSSNX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while FSSNX's dividend yield for the trailing twelve months is around 1.11%.
| 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% |
FSSNX Fidelity Small Cap Index Fund | 1.11% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
Drawdowns
FTMSX vs. FSSNX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for FTMSX and FSSNX.
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Drawdown Indicators
| FTMSX | FSSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -41.72% | -11.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.89% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -31.87% | -16.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.72% | — |
Current DrawdownCurrent decline from peak | -28.35% | -11.00% | -17.35% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -8.37% | -14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.68% | +1.92% |
Volatility
FTMSX vs. FSSNX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to Fidelity Small Cap Index Fund (FSSNX) at 6.60%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | FSSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 6.60% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 14.12% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 23.11% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 22.56% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 23.38% | +7.29% |