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.
Performance
FTMSX vs. IWC - Performance Comparison
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FTMSX vs. IWC - 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% |
IWC iShares Microcap ETF | 1.36% | 22.45% | 13.63% | 8.99% | -21.93% | 18.67% | 20.88% | 22.08% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than IWC's 1.36% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
IWC
- 1D
- 4.11%
- 1M
- -4.95%
- YTD
- 1.36%
- 6M
- 7.71%
- 1Y
- 45.56%
- 3Y*
- 16.51%
- 5Y*
- 2.52%
- 10Y*
- 10.08%
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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.
Return for Risk
FTMSX vs. IWC — Risk / Return Rank
FTMSX
IWC
FTMSX vs. IWC - Risk-Adjusted Trends 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.
| FTMSX | IWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.74 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.01 | 2.38 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.30 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 3.27 | -2.49 |
Martin ratioReturn relative to average drawdown | 2.46 | 10.63 | -8.16 |
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 | IWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.74 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.10 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.28 | -0.11 |
Correlation
The correlation between FTMSX and IWC is 0.91, 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. IWC - Dividend Comparison
FTMSX has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 1.06%.
| 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% |
IWC iShares Microcap ETF | 1.06% | 1.10% | 1.06% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% |
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.
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Drawdown Indicators
| FTMSX | IWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -64.61% | +11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.35% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -40.68% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.21% | — |
Current DrawdownCurrent decline from peak | -28.35% | -8.83% | -19.52% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -15.39% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 4.11% | +1.49% |
Volatility
FTMSX vs. IWC - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) is 8.12%, while iShares Microcap ETF (IWC) has a volatility of 9.16%. This indicates that FTMSX experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | IWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 9.16% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 18.06% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 26.33% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 24.40% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 24.30% | +6.37% |