FTMSX vs. WEMMX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and TETON Westwood Mighty Mites Fund (WEMMX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. WEMMX is managed by Teton Westwood. It was launched on May 11, 1998.
Performance
FTMSX vs. WEMMX - Performance Comparison
Loading graphics...
FTMSX vs. WEMMX - 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% |
WEMMX TETON Westwood Mighty Mites Fund | 4.76% | 11.02% | 3.83% | 13.53% | -15.37% | 21.44% | 10.02% | 17.54% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than WEMMX's 4.76% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
WEMMX
- 1D
- -0.40%
- 1M
- -7.13%
- YTD
- 4.76%
- 6M
- 4.86%
- 1Y
- 24.54%
- 3Y*
- 9.77%
- 5Y*
- 4.35%
- 10Y*
- 8.17%
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. WEMMX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than WEMMX's 1.41% expense ratio.
Return for Risk
FTMSX vs. WEMMX — Risk / Return Rank
FTMSX
WEMMX
FTMSX vs. WEMMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and TETON Westwood Mighty Mites Fund (WEMMX). 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 | WEMMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.21 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.80 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.90 | -1.11 |
Martin ratioReturn relative to average drawdown | 2.46 | 6.03 | -3.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTMSX | WEMMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.21 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.23 | -0.36 |
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 | 0.61 | -0.43 |
Correlation
The correlation between FTMSX and WEMMX is 0.88, 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. WEMMX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while WEMMX's dividend yield for the trailing twelve months is around 21.77%.
| 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% |
WEMMX TETON Westwood Mighty Mites Fund | 21.77% | 22.80% | 26.79% | 18.86% | 13.60% | 15.44% | 9.23% | 4.11% | 4.16% | 6.44% | 4.61% | 2.35% |
Drawdowns
FTMSX vs. WEMMX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than WEMMX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for FTMSX and WEMMX.
Loading graphics...
Drawdown Indicators
| FTMSX | WEMMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -42.48% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -11.39% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -27.11% | -21.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.73% | — |
Current DrawdownCurrent decline from peak | -28.35% | -8.04% | -20.31% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -6.65% | -15.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.60% | +2.00% |
Volatility
FTMSX vs. WEMMX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to TETON Westwood Mighty Mites Fund (WEMMX) at 5.84%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than WEMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTMSX | WEMMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 5.84% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 12.24% | +6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 20.00% | +10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 18.87% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 20.36% | +10.31% |