FTSIX vs. VEMPX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Performance
FTSIX vs. VEMPX - Performance Comparison
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FTSIX vs. VEMPX - 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -1.26% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% |
Returns By Period
In the year-to-date period, FTSIX achieves a 6.17% return, which is significantly higher than VEMPX's -1.26% return.
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
VEMPX
- 1D
- 3.43%
- 1M
- -5.35%
- YTD
- -1.26%
- 6M
- -1.36%
- 1Y
- 20.17%
- 3Y*
- 15.09%
- 5Y*
- 4.01%
- 10Y*
- 10.95%
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FTSIX vs. VEMPX - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VEMPX's 0.04% expense ratio.
Return for Risk
FTSIX vs. VEMPX — Risk / Return Rank
FTSIX
VEMPX
FTSIX vs. VEMPX - 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 Extended Market Index Fund Institutional Plus Shares (VEMPX). 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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.91 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.41 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.39 | +0.02 |
Martin ratioReturn relative to average drawdown | 5.73 | 5.71 | +0.01 |
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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.91 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.18 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.50 | +0.03 |
Correlation
The correlation between FTSIX and VEMPX is 0.90, 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. VEMPX - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.61%, less than VEMPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.19% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Drawdowns
FTSIX vs. VEMPX - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, roughly equal to the maximum VEMPX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for FTSIX and VEMPX.
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Drawdown Indicators
| FTSIX | VEMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -41.62% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -14.63% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -36.32% | +8.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.62% | — |
Current DrawdownCurrent decline from peak | -4.50% | -7.17% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -8.04% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.57% | -0.28% |
Volatility
FTSIX vs. VEMPX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.75%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 7.02%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSIX | VEMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 7.02% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 13.51% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 22.99% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 22.38% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 22.33% | +1.16% |