FTMSX vs. TISBX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
FTMSX vs. TISBX - Performance Comparison
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FTMSX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -0.41% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 0.89% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 27.29% |
Returns By Period
In the year-to-date period, FTMSX achieves a -0.41% return, which is significantly lower than TISBX's 0.89% return.
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
TISBX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.89%
- 6M
- 2.81%
- 1Y
- 25.58%
- 3Y*
- 13.07%
- 5Y*
- 3.52%
- 10Y*
- 9.78%
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FTMSX vs. TISBX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Return for Risk
FTMSX vs. TISBX — Risk / Return Rank
FTMSX
TISBX
FTMSX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). 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 | TISBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.11 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.65 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.61 | -0.41 |
Martin ratioReturn relative to average drawdown | 3.76 | 6.05 | -2.30 |
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 | TISBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.11 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.16 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.36 | -0.17 |
Correlation
The correlation between FTMSX and TISBX is 0.92, 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. TISBX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while TISBX's dividend yield for the trailing twelve months is around 4.09%.
| 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% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 4.09% | 4.12% | 6.82% | 3.09% | 1.97% | 8.96% | 2.65% | 5.16% | 9.29% | 4.49% | 4.03% | 4.77% |
Drawdowns
FTMSX vs. TISBX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for FTMSX and TISBX.
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Drawdown Indicators
| FTMSX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -56.50% | +3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.90% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -31.89% | -16.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.69% | — |
Current DrawdownCurrent decline from peak | -26.04% | -7.88% | -18.16% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -9.74% | -12.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 3.70% | +1.92% |
Volatility
FTMSX vs. TISBX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.71% compared to TIAA-CREF Small-Cap Blend Index Fund (TISBX) at 7.49%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 7.49% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 14.50% | +4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 23.37% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 22.58% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 23.39% | +7.29% |