FTVNX vs. UMCVX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Invesco V.I. American Value Fund (UMCVX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. UMCVX is managed by Invesco. It was launched on Jan 1, 1997.
Performance
FTVNX vs. UMCVX - Performance Comparison
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FTVNX vs. UMCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -0.12% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
UMCVX Invesco V.I. American Value Fund | 6.17% | 21.17% | 30.42% | 15.70% | -2.53% | 27.96% | 1.15% | 24.95% | -16.99% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than UMCVX's 6.17% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
UMCVX
- 1D
- 2.88%
- 1M
- -7.04%
- YTD
- 6.17%
- 6M
- 11.98%
- 1Y
- 36.13%
- 3Y*
- 26.35%
- 5Y*
- 15.92%
- 10Y*
- 13.12%
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FTVNX vs. UMCVX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than UMCVX's 0.89% expense ratio.
Return for Risk
FTVNX vs. UMCVX — Risk / Return Rank
FTVNX
UMCVX
FTVNX vs. UMCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Invesco V.I. American Value Fund (UMCVX). 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 | UMCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 1.55 | -1.53 |
Sortino ratioReturn per unit of downside risk | 0.19 | 2.09 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.32 | -2.24 |
Martin ratioReturn relative to average drawdown | 0.19 | 9.88 | -9.69 |
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 | UMCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 1.55 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.59 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.42 | -0.09 |
Correlation
The correlation between FTVNX and UMCVX is 0.86, 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. UMCVX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, less than UMCVX's 15.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.60% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
UMCVX Invesco V.I. American Value Fund | 15.78% | 16.76% | 3.11% | 25.58% | 23.66% | 0.42% | 1.65% | 8.19% | 19.87% | 1.91% | 5.79% | 15.77% |
Drawdowns
FTVNX vs. UMCVX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum UMCVX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for FTVNX and UMCVX.
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Drawdown Indicators
| FTVNX | UMCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -59.30% | +16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -15.59% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -25.10% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.77% | — |
Current DrawdownCurrent decline from peak | -8.13% | -7.09% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -10.11% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 3.67% | +2.40% |
Volatility
FTVNX vs. UMCVX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.58%, while Invesco V.I. American Value Fund (UMCVX) has a volatility of 7.58%. This indicates that FTVNX experiences smaller price fluctuations and is considered to be less risky than UMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTVNX | UMCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 7.58% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 14.67% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 23.60% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 27.16% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 25.10% | -3.33% |