FTVNX vs. FMUEX
FTVNX (Fuller & Thaler Behavioral Mid-Cap Value Fund) and FMUEX (RBB Free Market U.S. Equity Fund) are both Mid Cap Value Equities funds. Over the past 5 years, FTVNX returned 5.38%/yr vs 10.53%/yr for FMUEX. Their correlation of 0.89 suggests significant overlap in exposure. FTVNX charges 1.31%/yr vs 0.78%/yr for FMUEX.
Performance
FTVNX vs. FMUEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTVNX achieves a 7.22% return, which is significantly lower than FMUEX's 18.99% return.
FTVNX
- 1D
- 0.78%
- 1M
- 4.32%
- 6M
- 3.52%
- YTD
- 7.22%
- 1Y
- 1.62%
- 3Y*
- 7.77%
- 5Y*
- 5.38%
- 10Y*
- —
FMUEX
- 1D
- -0.25%
- 1M
- 0.41%
- 6M
- 14.20%
- YTD
- 18.99%
- 1Y
- 29.55%
- 3Y*
- 16.23%
- 5Y*
- 10.53%
- 10Y*
- 11.34%
FTVNX vs. FMUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 7.22% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
FMUEX RBB Free Market U.S. Equity Fund | 18.99% | 12.79% | 8.09% | 17.10% | -10.47% | 31.75% | 5.65% | 22.44% | -14.75% |
Correlation
The correlation between FTVNX and FMUEX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2018 | 0.89 |
The correlation between FTVNX and FMUEX shifts across timeframes, from 0.70 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTVNX vs. FMUEX — Risk / Return Rank
FTVNX
FMUEX
FTVNX vs. FMUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and RBB Free Market U.S. Equity Fund (FMUEX). 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.
| FTVNX | FMUEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 3.92 | -3.82 |
| Martin ratioReturn relative to average drawdown | 0.24 | 14.20 | -13.96 |
Loading charts...
Drawdowns
FTVNX vs. FMUEX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum FMUEX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for FTVNX and FMUEX.
Loading charts...
Drawdown Indicators
| FTVNX | FMUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -58.03% | +15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -7.61% | -6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.46% | -25.49% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -25.49% | +5.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.31% | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.60% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -8.02% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.14% | 2.10% | +4.04% |
Volatility
FTVNX vs. FMUEX - Volatility Comparison
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) has a higher volatility of 5.49% compared to RBB Free Market U.S. Equity Fund (FMUEX) at 3.55%. This indicates that FTVNX's price experiences larger fluctuations and is considered to be riskier than FMUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FTVNX | FMUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.55% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 10.12% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 14.31% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.33% | 18.35% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 19.66% | +1.94% |
FTVNX vs. FMUEX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than FMUEX's 0.78% expense ratio.
Dividends
FTVNX vs. FMUEX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.49%, less than FMUEX's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMUEX RBB Free Market U.S. Equity Fund | 1.57% | 1.87% | 0.00% | 4.12% | 8.26% | 4.38% | 1.61% | 5.57% | 5.88% | 3.80% | 4.80% | 8.51% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.49% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTVNX and FMUEX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTVNX has higher volatility (5.49%) compared to FMUEX (3.55%). In terms of maximum drawdown, FTVNX dropped -42.81% vs FMUEX's -58.03%.
FMUEX currently has the higher Sharpe Ratio (2.09 vs 0.09), 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.
Find the right allocation for FTVNX and FMUEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer