FTMSX vs. RIVSX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and River Oak Discovery Fund (RIVSX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. RIVSX is managed by Oak Associates. It was launched on Jun 30, 2005.
Performance
FTMSX vs. RIVSX - Performance Comparison
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FTMSX vs. RIVSX - 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% |
RIVSX River Oak Discovery Fund | 4.25% | 9.11% | 4.42% | 8.18% | -14.53% | 24.78% | 29.00% | 32.83% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than RIVSX's 4.25% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
RIVSX
- 1D
- -0.97%
- 1M
- -7.33%
- YTD
- 4.25%
- 6M
- 8.20%
- 1Y
- 24.27%
- 3Y*
- 7.47%
- 5Y*
- 4.09%
- 10Y*
- 9.61%
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FTMSX vs. RIVSX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than RIVSX's 1.18% expense ratio.
Return for Risk
FTMSX vs. RIVSX — Risk / Return Rank
FTMSX
RIVSX
FTMSX vs. RIVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and River Oak Discovery Fund (RIVSX). 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 | RIVSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.09 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.67 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.73 | -0.94 |
Martin ratioReturn relative to average drawdown | 2.46 | 6.62 | -4.16 |
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 | RIVSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.09 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.20 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.33 | -0.15 |
Correlation
The correlation between FTMSX and RIVSX is 0.83, 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. RIVSX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while RIVSX's dividend yield for the trailing twelve months is around 0.28%.
| 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% |
RIVSX River Oak Discovery Fund | 0.28% | 0.29% | 0.00% | 0.00% | 0.15% | 16.84% | 14.54% | 3.81% | 17.54% | 5.48% | 0.00% | 0.11% |
Drawdowns
FTMSX vs. RIVSX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum RIVSX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for FTMSX and RIVSX.
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Drawdown Indicators
| FTMSX | RIVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -60.61% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -12.41% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -25.75% | -22.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.45% | — |
Current DrawdownCurrent decline from peak | -28.35% | -9.11% | -19.24% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -10.57% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.24% | +2.36% |
Volatility
FTMSX vs. RIVSX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to River Oak Discovery Fund (RIVSX) at 5.47%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than RIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | RIVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 5.47% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 13.56% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 22.40% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 20.34% | +7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 21.87% | +8.80% |