FTSIX vs. IWR
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and iShares Russell Midcap ETF (IWR).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. IWR is a passively managed fund by iShares that tracks the performance of the Russell Midcap Index. It was launched on Jul 17, 2001.
Performance
FTSIX vs. IWR - Performance Comparison
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FTSIX vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
IWR iShares Russell Midcap ETF | 1.27% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% |
Returns By Period
In the year-to-date period, FTSIX achieves a 3.61% return, which is significantly higher than IWR's 1.27% return.
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
IWR
- 1D
- 2.63%
- 1M
- -5.34%
- YTD
- 1.27%
- 6M
- 1.38%
- 1Y
- 15.79%
- 3Y*
- 13.14%
- 5Y*
- 6.77%
- 10Y*
- 10.69%
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FTSIX vs. IWR - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than IWR's 0.19% expense ratio.
Return for Risk
FTSIX vs. IWR — Risk / Return Rank
FTSIX
IWR
FTSIX vs. IWR - 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 iShares Russell Midcap ETF (IWR). 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 | IWR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.83 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.28 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.22 | -0.16 |
Martin ratioReturn relative to average drawdown | 4.30 | 5.67 | -1.37 |
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 | IWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.83 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.37 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
Correlation
The correlation between FTSIX and IWR is 0.94, 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. IWR - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.62%, less than IWR's 1.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.28% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Drawdowns
FTSIX vs. IWR - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for FTSIX and IWR.
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Drawdown Indicators
| FTSIX | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -58.78% | +16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -13.38% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -26.18% | -1.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -6.80% | -5.75% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -7.85% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.89% | +0.38% |
Volatility
FTSIX vs. IWR - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.08%, while iShares Russell Midcap ETF (IWR) has a volatility of 5.53%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSIX | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.53% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.46% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 19.07% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 18.25% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 19.35% | +4.12% |