FTVNX vs. TCVIX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Touchstone Mid Cap Value Fund (TCVIX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. TCVIX is managed by Touchstone. It was launched on Sep 30, 2009.
Performance
FTVNX vs. TCVIX - Performance Comparison
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FTVNX vs. TCVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -1.81% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
TCVIX Touchstone Mid Cap Value Fund | 5.28% | 10.00% | 8.61% | 7.78% | -8.38% | 27.12% | 5.70% | 29.76% | -19.33% |
Returns By Period
In the year-to-date period, FTVNX achieves a -1.81% return, which is significantly lower than TCVIX's 5.28% return.
FTVNX
- 1D
- 0.44%
- 1M
- -7.52%
- YTD
- -1.81%
- 6M
- -2.92%
- 1Y
- -1.25%
- 3Y*
- 6.76%
- 5Y*
- 4.71%
- 10Y*
- —
TCVIX
- 1D
- -0.74%
- 1M
- -7.05%
- YTD
- 5.28%
- 6M
- 8.70%
- 1Y
- 17.19%
- 3Y*
- 10.74%
- 5Y*
- 6.82%
- 10Y*
- 8.94%
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FTVNX vs. TCVIX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than TCVIX's 0.85% expense ratio.
Return for Risk
FTVNX vs. TCVIX — Risk / Return Rank
FTVNX
TCVIX
FTVNX vs. TCVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Touchstone Mid Cap Value Fund (TCVIX). 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.
| FTVNX | TCVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 1.03 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.12 | 1.51 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.32 | -1.47 |
Martin ratioReturn relative to average drawdown | -0.37 | 5.51 | -5.88 |
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
| FTVNX | TCVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.03 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.40 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.58 | -0.26 |
Correlation
The correlation between FTVNX and TCVIX is 0.93, 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
FTVNX vs. TCVIX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.62%, less than TCVIX's 4.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.62% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
TCVIX Touchstone Mid Cap Value Fund | 4.03% | 4.25% | 5.48% | 1.80% | 6.59% | 6.77% | 0.76% | 0.91% | 5.86% | 6.47% | 4.44% | 7.26% |
Drawdowns
FTVNX vs. TCVIX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, roughly equal to the maximum TCVIX drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FTVNX and TCVIX.
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Drawdown Indicators
| FTVNX | TCVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -41.89% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -12.52% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -19.37% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.89% | — |
Current DrawdownCurrent decline from peak | -9.68% | -7.76% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -5.43% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 3.00% | +3.06% |
Volatility
FTVNX vs. TCVIX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.09%, while Touchstone Mid Cap Value Fund (TCVIX) has a volatility of 5.27%. This indicates that FTVNX experiences smaller price fluctuations and is considered to be less risky than TCVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTVNX | TCVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 5.27% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 10.00% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.20% | 17.54% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 17.11% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 19.11% | +2.66% |