FTMSX vs. SWSSX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
FTMSX vs. SWSSX - Performance Comparison
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FTMSX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 27.28% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than SWSSX's -2.49% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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FTMSX vs. SWSSX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
FTMSX vs. SWSSX — Risk / Return Rank
FTMSX
SWSSX
FTMSX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.91 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.40 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.33 | -0.54 |
Martin ratioReturn relative to average drawdown | 2.46 | 5.02 | -2.56 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.91 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.14 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.33 | -0.15 |
Correlation
The correlation between FTMSX and SWSSX 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. SWSSX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while SWSSX's dividend yield for the trailing twelve months is around 1.32%.
| 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
FTMSX vs. SWSSX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for FTMSX and SWSSX.
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Drawdown Indicators
| FTMSX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -60.34% | +7.22% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.90% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -31.93% | -16.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -28.35% | -11.00% | -17.35% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -10.78% | -11.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.68% | +1.92% |
Volatility
FTMSX vs. SWSSX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to Schwab Small-Cap Index Fund-Select Shares (SWSSX) at 6.59%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 6.59% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 14.12% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 23.11% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 22.57% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 24.03% | +6.64% |