FTMSX vs. SSLCX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and DWS Small Cap Core Fund (SSLCX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. SSLCX is managed by DWS. It was launched on Jul 14, 2000.
Performance
FTMSX vs. SSLCX - Performance Comparison
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FTMSX vs. SSLCX - 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% |
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%
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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
FTMSX
SSLCX
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.
| FTMSX | SSLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.50 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.81 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.62 | +0.17 |
Martin ratioReturn relative to average drawdown | 2.46 | 2.03 | +0.43 |
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 | SSLCX | Difference | |
|---|---|---|---|
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%.
| 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% |
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
| FTMSX | SSLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -28.35% | -5.55% | -22.80% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -11.38% | -11.06% |
Ulcer IndexDepth 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
| FTMSX | SSLCX | Difference | |
|---|---|---|---|
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% |