FTMSX vs. FTXSX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. FTXSX is a passively managed fund by Fuller & Thaler Asset Mgmt that tracks the performance of the Russell 2000 Growth Index. It was launched on Dec 21, 2017.
Performance
FTMSX vs. FTXSX - Performance Comparison
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FTMSX vs. FTXSX - 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% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 1.97% | 12.44% | 28.86% | 33.15% | -27.48% | 25.50% | 51.32% | 23.52% |
Returns By Period
In the year-to-date period, FTMSX achieves a -0.41% return, which is significantly lower than FTXSX's 1.97% return.
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
FTXSX
- 1D
- 5.46%
- 1M
- -7.15%
- YTD
- 1.97%
- 6M
- 3.39%
- 1Y
- 33.47%
- 3Y*
- 20.33%
- 5Y*
- 10.25%
- 10Y*
- —
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FTMSX vs. FTXSX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than FTXSX's 1.00% expense ratio.
Return for Risk
FTMSX vs. FTXSX — Risk / Return Rank
FTMSX
FTXSX
FTMSX vs. FTXSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX). 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 | FTXSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.16 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.66 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.11 | -0.91 |
Martin ratioReturn relative to average drawdown | 3.76 | 8.53 | -4.77 |
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 | FTXSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.16 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.39 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.54 | -0.35 |
Correlation
The correlation between FTMSX and FTXSX 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. FTXSX - Dividend Comparison
Neither FTMSX nor FTXSX 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% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.00% | 0.00% | 0.00% |
Drawdowns
FTMSX vs. FTXSX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than FTXSX's maximum drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for FTMSX and FTXSX.
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Drawdown Indicators
| FTMSX | FTXSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -45.03% | -8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -15.82% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -39.58% | -9.09% |
Current DrawdownCurrent decline from peak | -26.04% | -7.58% | -18.46% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -12.70% | -9.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 3.92% | +1.70% |
Volatility
FTMSX vs. FTXSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) is 8.71%, while FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a volatility of 12.43%. This indicates that FTMSX experiences smaller price fluctuations and is considered to be less risky than FTXSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | FTXSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 12.43% | -3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 21.01% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 30.19% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 26.54% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 27.64% | +3.04% |