FTSIX vs. VMCIX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VMCIX is managed by Vanguard. It was launched on May 21, 1998.
Performance
FTSIX vs. VMCIX - Performance Comparison
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FTSIX vs. VMCIX - 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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | -0.62% | 11.67% | 14.68% | 16.54% | -18.70% | 24.53% | 18.20% | 31.04% |
Returns By Period
In the year-to-date period, FTSIX achieves a 6.17% return, which is significantly higher than VMCIX's -0.62% return.
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
VMCIX
- 1D
- 2.22%
- 1M
- -5.79%
- YTD
- -0.62%
- 6M
- -1.35%
- 1Y
- 12.40%
- 3Y*
- 12.61%
- 5Y*
- 6.67%
- 10Y*
- 10.67%
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FTSIX vs. VMCIX - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VMCIX's 0.04% expense ratio.
Return for Risk
FTSIX vs. VMCIX — Risk / Return Rank
FTSIX
VMCIX
FTSIX vs. VMCIX - 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 Mid-Cap Index Fund Institutional Shares (VMCIX). 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 | VMCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.73 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.12 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.06 | +0.36 |
Martin ratioReturn relative to average drawdown | 5.73 | 4.87 | +0.86 |
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 | VMCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.73 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.38 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.47 | +0.06 |
Correlation
The correlation between FTSIX and VMCIX is 0.92, 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. VMCIX - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.61%, less than VMCIX's 1.51% 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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.51% | 1.52% | 1.49% | 1.51% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% |
Drawdowns
FTSIX vs. VMCIX - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for FTSIX and VMCIX.
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Drawdown Indicators
| FTSIX | VMCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -58.86% | +16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.77% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -27.54% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -4.50% | -6.09% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -8.02% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.77% | +0.52% |
Volatility
FTSIX vs. VMCIX - Volatility Comparison
Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a higher volatility of 5.75% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 4.96%. This indicates that FTSIX's price experiences larger fluctuations and is considered to be riskier than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSIX | VMCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.96% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 9.67% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 17.68% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 17.66% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 18.91% | +4.58% |