FTMSX vs. PRSVX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and T. Rowe Price Small-Cap Value Fund (PRSVX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988.
Performance
FTMSX vs. PRSVX - Performance Comparison
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FTMSX vs. PRSVX - 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% |
PRSVX T. Rowe Price Small-Cap Value Fund | 0.96% | 21.18% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 26.96% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than PRSVX's 0.96% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
PRSVX
- 1D
- -0.94%
- 1M
- -6.74%
- YTD
- 0.96%
- 6M
- 15.53%
- 1Y
- 29.66%
- 3Y*
- 15.01%
- 5Y*
- 6.72%
- 10Y*
- 10.62%
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FTMSX vs. PRSVX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than PRSVX's 0.78% expense ratio.
Return for Risk
FTMSX vs. PRSVX — Risk / Return Rank
FTMSX
PRSVX
FTMSX vs. PRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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 | PRSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.29 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.01 | 2.06 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.82 | -1.03 |
Martin ratioReturn relative to average drawdown | 2.46 | 7.58 | -5.11 |
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 | PRSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.29 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.33 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.63 | -0.45 |
Correlation
The correlation between FTMSX and PRSVX is 0.87, 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. PRSVX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while PRSVX's dividend yield for the trailing twelve months is around 22.57%.
| 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% |
PRSVX T. Rowe Price Small-Cap Value Fund | 22.57% | 22.79% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Drawdowns
FTMSX vs. PRSVX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, roughly equal to the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FTMSX and PRSVX.
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Drawdown Indicators
| FTMSX | PRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -55.37% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -14.04% | -3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -28.17% | -20.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.97% | — |
Current DrawdownCurrent decline from peak | -28.35% | -8.16% | -20.19% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -7.52% | -14.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.66% | +1.94% |
Volatility
FTMSX vs. PRSVX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to T. Rowe Price Small-Cap Value Fund (PRSVX) at 6.09%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | PRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 6.09% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 15.95% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 23.77% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 20.38% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 21.26% | +9.41% |