FTSIX vs. VBR
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Small-Cap Value ETF (VBR).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
FTSIX vs. VBR - Performance Comparison
Loading graphics...
FTSIX vs. VBR - 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% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% |
Returns By Period
In the year-to-date period, FTSIX achieves a 3.61% return, which is significantly higher than VBR's 3.17% return.
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTSIX vs. VBR - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
FTSIX vs. VBR — Risk / Return Rank
FTSIX
VBR
FTSIX vs. VBR - 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 Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.92 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.42 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.37 | -0.31 |
Martin ratioReturn relative to average drawdown | 4.30 | 5.64 | -1.34 |
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
| FTSIX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.92 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.38 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.40 | +0.11 |
Correlation
The correlation between FTSIX and VBR is 0.96, 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. VBR - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.62%, less than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
FTSIX vs. VBR - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for FTSIX and VBR.
Loading graphics...
Drawdown Indicators
| FTSIX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -61.98% | +19.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -14.18% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -24.19% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.28% | — |
Current DrawdownCurrent decline from peak | -6.80% | -6.13% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -8.32% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.44% | -0.17% |
Volatility
FTSIX vs. VBR - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.08%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.50%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTSIX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.50% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 11.28% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 20.64% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 19.85% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 21.73% | +1.74% |