FTMSX vs. TNVIX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014.
Performance
FTMSX vs. TNVIX - Performance Comparison
Loading graphics...
FTMSX vs. TNVIX - 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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 4.18% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 20.03% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than TNVIX's 4.18% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
TNVIX
- 1D
- -1.12%
- 1M
- -9.02%
- YTD
- 4.18%
- 6M
- 6.87%
- 1Y
- 25.29%
- 3Y*
- 14.60%
- 5Y*
- 8.38%
- 10Y*
- 10.40%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTMSX vs. TNVIX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than TNVIX's 0.95% expense ratio.
Return for Risk
FTMSX vs. TNVIX — Risk / Return Rank
FTMSX
TNVIX
FTMSX vs. TNVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.22 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.81 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.66 | -0.88 |
Martin ratioReturn relative to average drawdown | 2.46 | 6.32 | -3.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTMSX | TNVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.22 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.43 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.45 | -0.27 |
Correlation
The correlation between FTMSX and TNVIX is 0.86, 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. TNVIX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while TNVIX's dividend yield for the trailing twelve months is around 3.79%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.79% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% |
Drawdowns
FTMSX vs. TNVIX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than TNVIX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for FTMSX and TNVIX.
Loading graphics...
Drawdown Indicators
| FTMSX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -42.75% | -10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -13.34% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -25.61% | -23.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.75% | — |
Current DrawdownCurrent decline from peak | -28.35% | -9.49% | -18.86% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -6.27% | -16.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.51% | +2.09% |
Volatility
FTMSX vs. TNVIX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) at 6.09%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTMSX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 6.09% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 11.62% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 20.63% | +9.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 19.76% | +8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 21.06% | +9.61% |