FTSIX vs. VFVA
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard U.S. Value Factor ETF (VFVA).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VFVA is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSIX or VFVA.
Correlation
The correlation between FTSIX and VFVA is 0.93, 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.
Performance
FTSIX vs. VFVA - Performance Comparison
Key characteristics
FTSIX:
-0.14
VFVA:
-0.22
FTSIX:
-0.07
VFVA:
-0.16
FTSIX:
0.99
VFVA:
0.98
FTSIX:
-0.11
VFVA:
-0.20
FTSIX:
-0.40
VFVA:
-0.72
FTSIX:
6.62%
VFVA:
6.67%
FTSIX:
18.92%
VFVA:
22.01%
FTSIX:
-42.12%
VFVA:
-48.57%
FTSIX:
-18.56%
VFVA:
-19.58%
Returns By Period
In the year-to-date period, FTSIX achieves a -11.33% return, which is significantly higher than VFVA's -12.23% return.
FTSIX
-11.33%
-7.97%
-15.15%
-1.73%
14.53%
N/A
VFVA
-12.23%
-11.05%
-15.07%
-4.56%
17.86%
N/A
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FTSIX vs. VFVA - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VFVA's 0.13% expense ratio.
Risk-Adjusted Performance
FTSIX vs. VFVA — Risk-Adjusted Performance Rank
FTSIX
VFVA
FTSIX vs. VFVA - 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 Vanguard U.S. Value Factor ETF (VFVA). 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.
Dividends
FTSIX vs. VFVA - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.94%, less than VFVA's 2.82% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.94% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% |
VFVA Vanguard U.S. Value Factor ETF | 2.82% | 2.40% | 2.45% | 2.21% | 1.68% | 2.04% | 2.09% | 1.65% |
Drawdowns
FTSIX vs. VFVA - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum VFVA drawdown of -48.57%. Use the drawdown chart below to compare losses from any high point for FTSIX and VFVA. For additional features, visit the drawdowns tool.
Volatility
FTSIX vs. VFVA - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 12.36%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 15.15%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.