FTSIX vs. VKSIX

Last updated Jun 23, 2026

FTSIX (Fuller & Thaler Behavioral Small-Mid Core Equity Fund) and VKSIX (Virtus KAR Small-Mid Cap Core Fund) are both mutual funds - FTSIX is a Mid Cap Blend Equities fund managed by Fuller & Thaler Asset Mgmt, while VKSIX is a Mid Cap Growth Equities fund managed by Virtus. Over the past 5 years, FTSIX returned 7.49%/yr vs 0.02%/yr for VKSIX. Their correlation of 0.86 suggests significant overlap in exposure. FTSIX charges 2.69%/yr vs 1.02%/yr for VKSIX.

Performance

FTSIX vs. VKSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTSIX achieves a 16.62% return, which is significantly higher than VKSIX's -6.82% return.

FTSIX

• 1D: 0.86%
• 1M: 3.60%
• YTD: 16.62%
• 6M: 14.45%
• 1Y: 31.05%
• 3Y*: 14.86%
• 5Y*: 7.49%
• 10Y*: —

VKSIX

• 1D: 1.18%
• 1M: -0.77%
• YTD: -6.82%
• 6M: -8.85%
• 1Y: -8.59%
• 3Y*: 2.10%
• 5Y*: 0.02%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTSIX vs. VKSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	16.62%	6.04%	11.86%	18.52%	-17.63%	25.29%	19.19%	26.72%	0.00%
VKSIX Virtus KAR Small-Mid Cap Core Fund	-6.82%	-4.36%	9.07%	23.61%	-23.83%	19.54%	33.45%	38.81%	1.00%

Correlation

The correlation between FTSIX and VKSIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 31, 2018	0.86

The correlation between FTSIX and VKSIX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

Return for Risk

FTSIX vs. VKSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTSIX

FTSIX Risk / Return Rank: 65
FTSIX Sharpe Ratio Rank: 53
FTSIX Sortino Ratio Rank: 55
FTSIX Omega Ratio Rank: 47
FTSIX Calmar Ratio Rank: 92
FTSIX Martin Ratio Rank: 76

VKSIX

VKSIX Risk / Return Rank: 1
VKSIX Sharpe Ratio Rank: 1
VKSIX Sortino Ratio Rank: 1
VKSIX Omega Ratio Rank: 1
VKSIX Calmar Ratio Rank: 1
VKSIX Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTSIX vs. VKSIX - 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 Virtus KAR Small-Mid Cap Core Fund (VKSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTSIX	VKSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.97	-0.55	+2.53
Sortino ratio: Return per unit of downside risk	2.87	-0.72	+3.58
Omega ratio: Gain probability vs. loss probability	1.34	0.92	+0.42
Calmar ratio: Return relative to maximum drawdown	4.61	-0.52	+5.13
Martin ratio: Return relative to average drawdown	13.41	-1.04	+14.45

FTSIX vs. VKSIX - Sharpe Ratio Comparison

The current FTSIX Sharpe Ratio is 1.97, which is higher than the VKSIX Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of FTSIX and VKSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTSIX vs. VKSIX - Drawdown Comparison

The maximum FTSIX drawdown since its inception was -42.12%, which is greater than VKSIX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for FTSIX and VKSIX.

Drawdown Indicators

	FTSIX	VKSIX	Difference
Max Drawdown Largest peak-to-trough decline	-42.12%	-35.59%	-6.53%
Max Drawdown (1Y) Largest decline over 1 year	-6.80%	-16.70%	+9.90%
Max Drawdown (3Y) Largest decline over 3 years	-23.30%	-20.29%	-3.01%
Max Drawdown (5Y) Largest decline over 5 years	-27.57%	-32.49%	+4.92%
Current Drawdown Current decline from peak	-0.93%	-17.84%	+16.91%
Average Drawdown Average peak-to-trough decline	-7.60%	-8.92%	+1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	8.36%	-6.03%

Volatility

FTSIX vs. VKSIX - Volatility Comparison

Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX) have volatilities of 4.40% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTSIX	VKSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	4.55%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	12.10%	-0.67%
Volatility (1Y) Calculated over the trailing 1-year period	15.88%	15.80%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	19.24%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	20.95%	+2.35%

FTSIX vs. VKSIX - Expense Ratio Comparison

FTSIX has a 2.69% expense ratio, which is higher than VKSIX's 1.02% expense ratio.

Dividends

FTSIX vs. VKSIX - Dividend Comparison

FTSIX's dividend yield for the trailing twelve months is around 0.55%, more than VKSIX's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	0.55%	0.64%	0.84%	0.85%	0.95%	5.50%	0.35%	2.16%	0.00%
VKSIX Virtus KAR Small-Mid Cap Core Fund	0.37%	0.34%	0.43%	0.00%	0.00%	1.13%	0.01%	0.00%	1.47%

Frequently Asked Questions

Can I hold both FTSIX and VKSIX in my portfolio?

FTSIX and VKSIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTSIX or VKSIX?

VKSIX has higher volatility (4.55%) compared to FTSIX (4.40%). In terms of maximum drawdown, FTSIX dropped -42.12% vs VKSIX's -35.59%.

Which has better risk-adjusted returns?

FTSIX currently has the higher Sharpe Ratio (1.97 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.