FTMSX vs. IWC
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and iShares Microcap ETF (IWC).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. IWC is a passively managed fund by iShares that tracks the performance of the Russell Microcap Index. It was launched on Aug 12, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTMSX or IWC.
Key characteristics
| FTMSX | IWC | |
|---|---|---|
| YTD Return | -5.56% | 7.26% |
| 1Y Return | 3.43% | 22.19% |
| 3Y Return (Ann) | -10.79% | -4.10% |
| 5Y Return (Ann) | 2.76% | 7.48% |
| Sharpe Ratio | 0.12 | 0.91 |
| Daily Std Dev | 26.72% | 23.86% |
| Max Drawdown | -53.12% | -64.61% |
| Current Drawdown | -37.99% | -18.93% |
Correlation
The correlation between FTMSX and IWC 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.
Performance
FTMSX vs. IWC - Performance Comparison
In the year-to-date period, FTMSX achieves a -5.56% return, which is significantly lower than IWC's 7.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTMSX vs. IWC - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than IWC's 0.60% expense ratio.
Risk-Adjusted Performance
FTMSX vs. IWC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and iShares Microcap ETF (IWC). 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.
Dividends
FTMSX vs. IWC - Dividend Comparison
FTMSX has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWC iShares Microcap ETF | 1.13% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% | 1.11% | 1.01% |
Drawdowns
FTMSX vs. IWC - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for FTMSX and IWC. For additional features, visit the drawdowns tool.
Volatility
FTMSX vs. IWC - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.52% compared to iShares Microcap ETF (IWC) at 6.82%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.