FTMSX vs. VSCPX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. VSCPX is managed by Vanguard. It was launched on Dec 17, 2010.
Performance
FTMSX vs. VSCPX - Performance Comparison
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FTMSX vs. VSCPX - 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% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | -1.20% | 8.86% | 12.98% | 19.52% | -17.59% | 17.75% | 19.09% | 29.64% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than VSCPX's -1.20% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
VSCPX
- 1D
- -0.97%
- 1M
- -8.08%
- YTD
- -1.20%
- 6M
- 0.60%
- 1Y
- 16.10%
- 3Y*
- 11.87%
- 5Y*
- 5.04%
- 10Y*
- 10.17%
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FTMSX vs. VSCPX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than VSCPX's 0.03% expense ratio.
Return for Risk
FTMSX vs. VSCPX — Risk / Return Rank
FTMSX
VSCPX
FTMSX vs. VSCPX - 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 Plus Shares (VSCPX). 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 | VSCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.75 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.19 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.97 | -0.18 |
Martin ratioReturn relative to average drawdown | 2.46 | 4.21 | -1.75 |
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 | VSCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.75 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.24 | -0.38 |
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 | 0.49 | -0.31 |
Correlation
The correlation between FTMSX and VSCPX 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. VSCPX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while VSCPX's dividend yield for the trailing twelve months is around 1.40%.
| 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% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 1.40% | 1.35% | 1.32% | 1.56% | 1.56% | 1.26% | 1.16% | 1.41% | 1.69% | 1.37% | 1.52% | 1.51% |
Drawdowns
FTMSX vs. VSCPX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than VSCPX's maximum drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for FTMSX and VSCPX.
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Drawdown Indicators
| FTMSX | VSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -41.81% | -11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -14.29% | -3.23% |
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 | -28.35% | -8.97% | -19.38% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -6.55% | -15.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.29% | +2.31% |
Volatility
FTMSX vs. VSCPX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) at 5.90%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than VSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | VSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 5.90% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 12.22% | +6.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 21.62% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 20.70% | +7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 21.53% | +9.14% |