FTMSX vs. RYOTX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Royce Micro Cap Series Fund (RYOTX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
FTMSX vs. RYOTX - Performance Comparison
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FTMSX vs. RYOTX - 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% |
RYOTX Royce Micro Cap Series Fund | 6.06% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.85% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than RYOTX's 6.06% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
RYOTX
- 1D
- -1.84%
- 1M
- -8.37%
- YTD
- 6.06%
- 6M
- 8.18%
- 1Y
- 41.43%
- 3Y*
- 16.69%
- 5Y*
- 6.90%
- 10Y*
- 11.13%
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FTMSX vs. RYOTX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than RYOTX's 1.20% expense ratio.
Return for Risk
FTMSX vs. RYOTX — Risk / Return Rank
FTMSX
RYOTX
FTMSX vs. RYOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Royce Micro Cap Series Fund (RYOTX). 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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.53 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.01 | 2.14 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.67 | -1.88 |
Martin ratioReturn relative to average drawdown | 2.46 | 9.42 | -6.95 |
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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.53 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.30 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.58 | -0.40 |
Correlation
The correlation between FTMSX and RYOTX 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. RYOTX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while RYOTX's dividend yield for the trailing twelve months is around 14.09%.
| 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% |
RYOTX Royce Micro Cap Series Fund | 14.09% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
FTMSX vs. RYOTX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for FTMSX and RYOTX.
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Drawdown Indicators
| FTMSX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -56.86% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.59% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -35.84% | -12.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.87% | — |
Current DrawdownCurrent decline from peak | -28.35% | -9.85% | -18.50% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -9.47% | -12.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.85% | +1.75% |
Volatility
FTMSX vs. RYOTX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) is 8.12%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 8.66%. This indicates that FTMSX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 8.66% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 17.38% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 26.43% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 23.36% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 23.01% | +7.66% |