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FTSIX vs. FDVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTSIX and FDVV is 0.82, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTSIX vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
80.78%
123.31%
FTSIX
FDVV

Key characteristics

Sharpe Ratio

FTSIX:

-0.12

FDVV:

0.69

Sortino Ratio

FTSIX:

-0.03

FDVV:

1.04

Omega Ratio

FTSIX:

1.00

FDVV:

1.16

Calmar Ratio

FTSIX:

-0.09

FDVV:

0.69

Martin Ratio

FTSIX:

-0.30

FDVV:

3.06

Ulcer Index

FTSIX:

7.36%

FDVV:

3.60%

Daily Std Dev

FTSIX:

19.20%

FDVV:

15.98%

Max Drawdown

FTSIX:

-42.12%

FDVV:

-40.25%

Current Drawdown

FTSIX:

-16.32%

FDVV:

-6.97%

Returns By Period

In the year-to-date period, FTSIX achieves a -8.89% return, which is significantly lower than FDVV's -2.61% return.


FTSIX

YTD

-8.89%

1M

-4.51%

6M

-10.25%

1Y

-0.71%

5Y*

13.44%

10Y*

N/A

FDVV

YTD

-2.61%

1M

-2.74%

6M

-2.46%

1Y

13.17%

5Y*

17.89%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FTSIX vs. FDVV - Expense Ratio Comparison

FTSIX has a 2.69% expense ratio, which is higher than FDVV's 0.29% expense ratio.


Expense ratio chart for FTSIX: current value is 2.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTSIX: 2.69%
Expense ratio chart for FDVV: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVV: 0.29%

Risk-Adjusted Performance

FTSIX vs. FDVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTSIX
The Risk-Adjusted Performance Rank of FTSIX is 1616
Overall Rank
The Sharpe Ratio Rank of FTSIX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSIX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FTSIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FTSIX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FTSIX is 1616
Martin Ratio Rank

FDVV
The Risk-Adjusted Performance Rank of FDVV is 7070
Overall Rank
The Sharpe Ratio Rank of FDVV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FDVV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FDVV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FDVV is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTSIX vs. FDVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Fidelity High Dividend ETF (FDVV). 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.


The chart of Sharpe ratio for FTSIX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.00
FTSIX: -0.12
FDVV: 0.69
The chart of Sortino ratio for FTSIX, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.00
FTSIX: -0.03
FDVV: 1.04
The chart of Omega ratio for FTSIX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
FTSIX: 1.00
FDVV: 1.16
The chart of Calmar ratio for FTSIX, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.00
FTSIX: -0.09
FDVV: 0.69
The chart of Martin ratio for FTSIX, currently valued at -0.30, compared to the broader market0.0010.0020.0030.0040.00
FTSIX: -0.30
FDVV: 3.06

The current FTSIX Sharpe Ratio is -0.12, which is lower than the FDVV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FTSIX and FDVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.12
0.69
FTSIX
FDVV

Dividends

FTSIX vs. FDVV - Dividend Comparison

FTSIX's dividend yield for the trailing twelve months is around 0.92%, less than FDVV's 3.15% yield.


TTM202420232022202120202019201820172016
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
0.92%0.84%0.86%0.95%0.36%0.35%0.61%0.00%0.00%0.00%
FDVV
Fidelity High Dividend ETF
3.15%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%

Drawdowns

FTSIX vs. FDVV - Drawdown Comparison

The maximum FTSIX drawdown since its inception was -42.12%, roughly equal to the maximum FDVV drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for FTSIX and FDVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.32%
-6.97%
FTSIX
FDVV

Volatility

FTSIX vs. FDVV - Volatility Comparison

Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a higher volatility of 12.70% compared to Fidelity High Dividend ETF (FDVV) at 12.08%. This indicates that FTSIX's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
12.70%
12.08%
FTSIX
FDVV