FTMSX vs. FTXNX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017.
Performance
FTMSX vs. FTXNX - Performance Comparison
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FTMSX vs. FTXNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -0.41% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 1.90% | 12.10% | 28.50% | 32.77% | -27.66% | 25.16% | 50.97% | 23.17% |
Returns By Period
In the year-to-date period, FTMSX achieves a -0.41% return, which is significantly lower than FTXNX's 1.90% return.
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
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FTMSX vs. FTXNX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than FTXNX's 1.44% expense ratio.
Return for Risk
FTMSX vs. FTXNX — Risk / Return Rank
FTMSX
FTXNX
FTMSX vs. FTXNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX). 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 | FTXNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.14 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.64 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.09 | -0.89 |
Martin ratioReturn relative to average drawdown | 3.76 | 8.42 | -4.66 |
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 | FTXNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.14 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.38 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.53 | -0.33 |
Correlation
The correlation between FTMSX and FTXNX is 0.80, 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. FTXNX - Dividend Comparison
Neither FTMSX nor FTXNX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% |
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.21% | 0.00% | 0.00% |
Drawdowns
FTMSX vs. FTXNX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than FTXNX's maximum drawdown of -45.22%. Use the drawdown chart below to compare losses from any high point for FTMSX and FTXNX.
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Drawdown Indicators
| FTMSX | FTXNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -45.22% | -7.90% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -15.80% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -39.68% | -8.99% |
Current DrawdownCurrent decline from peak | -26.04% | -7.61% | -18.43% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -12.82% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 3.93% | +1.69% |
Volatility
FTMSX vs. FTXNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) is 8.71%, while Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a volatility of 12.44%. This indicates that FTMSX experiences smaller price fluctuations and is considered to be less risky than FTXNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | FTXNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 12.44% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 21.02% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 30.18% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 26.55% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 27.67% | +3.01% |