FTSIX vs. VNVYX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VNVYX is managed by Natixis. It was launched on Oct 31, 2008.
Performance
FTSIX vs. VNVYX - Performance Comparison
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FTSIX vs. VNVYX - 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% |
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund | 2.58% | 12.17% | 19.45% | 16.53% | -10.59% | 21.82% | 10.92% | 30.53% |
Returns By Period
In the year-to-date period, FTSIX achieves a 6.17% return, which is significantly higher than VNVYX's 2.58% return.
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
VNVYX
- 1D
- 4.06%
- 1M
- -7.45%
- YTD
- 2.58%
- 6M
- 4.68%
- 1Y
- 20.53%
- 3Y*
- 16.48%
- 5Y*
- 9.21%
- 10Y*
- 9.93%
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FTSIX vs. VNVYX - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VNVYX's 0.90% expense ratio.
Return for Risk
FTSIX vs. VNVYX — Risk / Return Rank
FTSIX
VNVYX
FTSIX vs. VNVYX - 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 Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX). 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 | VNVYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.07 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.63 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.35 | +1.07 |
Martin ratioReturn relative to average drawdown | 5.73 | 1.07 | +4.66 |
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 | VNVYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.07 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.51 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.02 |
Correlation
The correlation between FTSIX and VNVYX is 0.85, 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. VNVYX - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.61%, less than VNVYX's 43.89% 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% |
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund | 43.89% | 45.02% | 11.91% | 0.53% | 3.46% | 16.14% | 12.25% | 1.07% | 9.78% | 2.71% | 3.33% | 2.58% |
Drawdowns
FTSIX vs. VNVYX - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, roughly equal to the maximum VNVYX drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FTSIX and VNVYX.
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Drawdown Indicators
| FTSIX | VNVYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -42.81% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.83% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -22.60% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.81% | — |
Current DrawdownCurrent decline from peak | -4.50% | -8.63% | +4.13% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -6.28% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 7.10% | -3.81% |
Volatility
FTSIX vs. VNVYX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.75%, while Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a volatility of 7.45%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than VNVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSIX | VNVYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 7.45% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 14.64% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 24.50% | -4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 18.90% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 20.53% | +2.96% |