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 | -0.41% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
IWC iShares Microcap ETF | 1.99% | 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 -0.41% return, which is significantly lower than IWC's 1.99% return.
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
IWC
- 1D
- 0.61%
- 1M
- -5.48%
- YTD
- 1.99%
- 6M
- 8.14%
- 1Y
- 46.56%
- 3Y*
- 16.75%
- 5Y*
- 2.65%
- 10Y*
- 10.15%
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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 | 0.73 | 1.78 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.42 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 3.48 | -2.27 |
Martin ratioReturn relative to average drawdown | 3.76 | 11.21 | -7.45 |
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 | 0.73 | 1.78 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.11 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.28 | -0.09 |
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 | -26.04% | -8.27% | -17.77% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -15.39% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 4.14% | +1.48% |
Volatility
FTMSX vs. IWC - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and iShares Microcap ETF (IWC) have volatilities of 8.71% and 8.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 8.71% | 8.93% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 18.07% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 26.30% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 24.40% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 24.30% | +6.38% |