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FTMSX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTMSX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

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FTMSX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FTMSX
Fuller & Thaler Behavioral Micro-Cap Equity Fund
-3.53%0.30%3.88%13.11%-31.07%37.45%15.58%17.82%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%22.25%

Returns By Period

In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than SSLCX's 0.38% return.


FTMSX

1D
-2.07%
1M
-8.29%
YTD
-3.53%
6M
-6.44%
1Y
18.30%
3Y*
3.87%
5Y*
-3.67%
10Y*

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTMSX vs. SSLCX - Expense Ratio Comparison

FTMSX has a 2.30% expense ratio, which is higher than SSLCX's 0.95% expense ratio.


Return for Risk

FTMSX vs. SSLCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTMSX
FTMSX Risk / Return Rank: 2424
Overall Rank
FTMSX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FTMSX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FTMSX Omega Ratio Rank: 2121
Omega Ratio Rank
FTMSX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FTMSX Martin Ratio Rank: 2323
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTMSX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and DWS Small Cap Core Fund (SSLCX). 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.


FTMSXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.50

+0.08

Sortino ratio

Return per unit of downside risk

1.01

0.81

+0.20

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.79

0.62

+0.17

Martin ratio

Return relative to average drawdown

2.46

2.03

+0.43

FTMSX vs. SSLCX - Sharpe Ratio Comparison

The current FTMSX Sharpe Ratio is 0.58, which is comparable to the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FTMSX and SSLCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTMSXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.50

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.32

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.37

-0.19

Correlation

The correlation between FTMSX and SSLCX 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. SSLCX - Dividend Comparison

FTMSX has not paid dividends to shareholders, while SSLCX's dividend yield for the trailing twelve months is around 1.20%.


TTM20252024202320222021202020192018201720162015
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%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

FTMSX vs. SSLCX - Drawdown Comparison

The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for FTMSX and SSLCX.


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Drawdown Indicators


FTMSXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-53.12%

-63.14%

+10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-10.06%

-7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-48.67%

-22.57%

-26.10%

Max Drawdown (10Y)

Largest decline over 10 years

-48.07%

Current Drawdown

Current decline from peak

-28.35%

-5.55%

-22.80%

Average Drawdown

Average peak-to-trough decline

-22.44%

-11.38%

-11.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

3.09%

+2.51%

Volatility

FTMSX vs. SSLCX - Volatility Comparison

Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTMSXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

4.67%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

19.14%

11.01%

+8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

17.54%

+12.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.22%

17.64%

+10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.67%

21.06%

+9.61%