FTSIX vs. VO
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Mid-Cap ETF (VO).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
FTSIX vs. VO - Performance Comparison
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FTSIX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
VO Vanguard Mid-Cap ETF | -0.68% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% |
Returns By Period
In the year-to-date period, FTSIX achieves a 3.61% return, which is significantly higher than VO's -0.68% return.
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
VO
- 1D
- 2.22%
- 1M
- -5.86%
- YTD
- -0.68%
- 6M
- -1.48%
- 1Y
- 12.73%
- 3Y*
- 12.61%
- 5Y*
- 6.66%
- 10Y*
- 10.67%
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FTSIX vs. VO - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
FTSIX vs. VO — Risk / Return Rank
FTSIX
VO
FTSIX vs. VO - 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 ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.73 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.12 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.05 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.30 | 4.84 | -0.54 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.73 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.38 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.03 |
Correlation
The correlation between FTSIX and VO 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. VO - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.62%, less than VO'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 | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.51% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
FTSIX vs. VO - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for FTSIX and VO.
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Drawdown Indicators
| FTSIX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -58.87% | +16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.74% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -27.57% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.37% | — |
Current DrawdownCurrent decline from peak | -6.80% | -6.12% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -7.91% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.76% | +0.51% |
Volatility
FTSIX vs. VO - Volatility Comparison
Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Mid-Cap ETF (VO) have volatilities of 5.08% and 4.89%, 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.
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Volatility by Period
| FTSIX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.89% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 9.72% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 17.57% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 17.62% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 18.94% | +4.53% |