FTSIX vs. FTXSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FTXSX is a passively managed fund by Fuller & Thaler Asset Mgmt that tracks the performance of the Russell 2000 Growth Index. It was launched on Dec 21, 2017.
Performance
FTSIX vs. FTXSX - Performance Comparison
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FTSIX vs. FTXSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 6.17% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 1.97% | 12.44% | 28.86% | 33.15% | -27.48% | 25.50% | 51.32% | 19.19% |
Returns By Period
In the year-to-date period, FTSIX achieves a 6.17% return, which is significantly higher than FTXSX's 1.97% return.
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
FTXSX
- 1D
- 5.46%
- 1M
- -7.15%
- YTD
- 1.97%
- 6M
- 3.39%
- 1Y
- 33.47%
- 3Y*
- 20.33%
- 5Y*
- 10.25%
- 10Y*
- —
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FTSIX vs. FTXSX - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than FTXSX's 1.00% expense ratio.
Return for Risk
FTSIX vs. FTXSX — Risk / Return Rank
FTSIX
FTXSX
FTSIX vs. FTXSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX). 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.
| FTSIX | FTXSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.16 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.66 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.11 | -0.70 |
Martin ratioReturn relative to average drawdown | 5.73 | 8.53 | -2.80 |
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
| FTSIX | FTXSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.16 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.39 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.54 | -0.01 |
Correlation
The correlation between FTSIX and FTXSX is 0.77, 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
FTSIX vs. FTXSX - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.61%, while FTXSX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.61% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.00% | 0.00% | 0.00% |
Drawdowns
FTSIX vs. FTXSX - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum FTXSX drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for FTSIX and FTXSX.
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Drawdown Indicators
| FTSIX | FTXSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -45.03% | +2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -15.82% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -39.58% | +12.01% |
Current DrawdownCurrent decline from peak | -4.50% | -7.58% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -12.70% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.92% | -0.63% |
Volatility
FTSIX vs. FTXSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.75%, while FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a volatility of 12.43%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than FTXSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSIX | FTXSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 12.43% | -6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 21.01% | -9.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 30.19% | -10.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 26.54% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 27.64% | -4.15% |