FTMSX vs. VSCIX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. VSCIX is managed by Vanguard. It was launched on Jul 7, 1997.
Performance
FTMSX vs. VSCIX - Performance Comparison
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FTMSX vs. VSCIX - 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% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.90% | 8.85% | 12.96% | 19.52% | -17.60% | 17.74% | 19.07% | 29.63% |
Returns By Period
In the year-to-date period, FTMSX achieves a -0.41% return, which is significantly lower than VSCIX's 1.90% return.
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
VSCIX
- 1D
- 3.14%
- 1M
- -5.70%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.02%
- 5Y*
- 5.35%
- 10Y*
- 10.50%
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FTMSX vs. VSCIX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than VSCIX's 0.04% expense ratio.
Return for Risk
FTMSX vs. VSCIX — Risk / Return Rank
FTMSX
VSCIX
FTMSX vs. VSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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 | VSCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.91 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.41 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.38 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.76 | 5.95 | -2.20 |
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 | VSCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.91 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.26 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.39 | -0.20 |
Correlation
The correlation between FTMSX and VSCIX is 0.89, 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. VSCIX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while VSCIX's dividend yield for the trailing twelve months is around 1.34%.
| 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% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.34% | 1.34% | 1.31% | 1.55% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% |
Drawdowns
FTMSX vs. VSCIX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for FTMSX and VSCIX.
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Drawdown Indicators
| FTMSX | VSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -59.66% | +6.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -14.30% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -28.13% | -20.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -26.04% | -6.11% | -19.93% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -10.18% | -12.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 3.32% | +2.30% |
Volatility
FTMSX vs. VSCIX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.71% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 6.81%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | VSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 6.81% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 12.60% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 21.80% | +8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 20.75% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 21.55% | +9.13% |