FTVNX vs. VKSIX

Last updated Jun 4, 2026

FTVNX (Fuller & Thaler Behavioral Mid-Cap Value Fund) and VKSIX (Virtus KAR Small-Mid Cap Core Fund) are both mutual funds - FTVNX is a Mid Cap Value Equities fund managed by Fuller & Thaler Asset Mgmt, while VKSIX is a Mid Cap Growth Equities fund managed by Virtus. Over the past 5 years, FTVNX returned 3.60%/yr vs -0.04%/yr for VKSIX. A 0.78 correlation means they provide meaningful diversification when combined. FTVNX charges 1.31%/yr vs 1.02%/yr for VKSIX.

Performance

FTVNX vs. VKSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTVNX achieves a 1.62% return, which is significantly higher than VKSIX's -6.56% return.

FTVNX

• 1D: -0.57%
• 1M: 1.07%
• YTD: 1.62%
• 6M: 3.49%
• 1Y: 1.68%
• 3Y*: 7.78%
• 5Y*: 3.60%
• 10Y*: —

VKSIX

• 1D: -0.71%
• 1M: -2.22%
• YTD: -6.56%
• 6M: -7.63%
• 1Y: -9.43%
• 3Y*: 3.69%
• 5Y*: -0.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTVNX vs. VKSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund	1.62%	-1.98%	9.77%	12.04%	-7.49%	32.93%	6.32%	27.76%	-7.33%
VKSIX Virtus KAR Small-Mid Cap Core Fund	-6.56%	-4.36%	9.07%	23.61%	-23.83%	19.54%	33.45%	38.81%	-6.68%

Correlation

The correlation between FTVNX and VKSIX is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018	0.78

The correlation between FTVNX and VKSIX has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

Return for Risk

FTVNX vs. VKSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTVNX

FTVNX Risk / Return Rank: 4
FTVNX Sharpe Ratio Rank: 4
FTVNX Sortino Ratio Rank: 4
FTVNX Omega Ratio Rank: 4
FTVNX Calmar Ratio Rank: 4
FTVNX Martin Ratio Rank: 4

VKSIX

VKSIX Risk / Return Rank: 1
VKSIX Sharpe Ratio Rank: 1
VKSIX Sortino Ratio Rank: 1
VKSIX Omega Ratio Rank: 1
VKSIX Calmar Ratio Rank: 1
VKSIX Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTVNX vs. VKSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX). 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	VKSIX	Difference
Sharpe ratio Return per unit of total volatility	0.21	-0.57	+0.78
Sortino ratio Return per unit of downside risk	0.44	-0.76	+1.20
Omega ratio Gain probability vs. loss probability	1.05	0.92	+0.13
Calmar ratio Return relative to maximum drawdown	0.24	-0.53	+0.77
Martin ratio Return relative to average drawdown	0.58	-1.14	+1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTVNX vs. VKSIX - Sharpe Ratio Comparison

The current FTVNX Sharpe Ratio is 0.21, which is higher than the VKSIX Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of FTVNX and VKSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTVNX	VKSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	-0.57	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	-0.00	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.39	-0.06

Drawdowns

FTVNX vs. VKSIX - Drawdown Comparison

The maximum FTVNX drawdown since its inception was -42.81%, which is greater than VKSIX's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for FTVNX and VKSIX.

Drawdown Indicators

	FTVNX	VKSIX	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-35.59%	-7.22%
Max Drawdown (1Y) Largest decline over 1 year	-14.52%	-16.70%	+2.18%
Max Drawdown (3Y) Largest decline over 3 years	-20.46%	-20.29%	-0.17%
Max Drawdown (5Y) Largest decline over 5 years	-20.46%	-32.49%	+12.03%
Current Drawdown Current decline from peak	-6.52%	-17.61%	+11.09%
Average Drawdown Average peak-to-trough decline	-6.33%	-8.87%	+2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.97%	7.74%	-1.77%

Volatility

FTVNX vs. VKSIX - Volatility Comparison

Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Virtus KAR Small-Mid Cap Core Fund (VKSIX) have volatilities of 4.36% and 4.27%, 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.

Volatility by Period

	FTVNX	VKSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	4.27%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	11.40%	11.71%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.37%	15.51%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.32%	19.18%	-0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.64%	20.98%	+0.66%

FTVNX vs. VKSIX - Expense Ratio Comparison

FTVNX has a 1.31% expense ratio, which is higher than VKSIX's 1.02% expense ratio.

Dividends

FTVNX vs. VKSIX - Dividend Comparison

FTVNX's dividend yield for the trailing twelve months is around 1.57%, more than VKSIX's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund	1.57%	1.59%	1.08%	1.31%	2.13%	1.41%	0.14%	1.03%	0.51%
VKSIX Virtus KAR Small-Mid Cap Core Fund	0.37%	0.34%	0.43%	0.00%	0.00%	1.13%	0.01%	0.00%	1.47%

Frequently Asked Questions

Can I hold both FTVNX and VKSIX in my portfolio?

FTVNX and VKSIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTVNX or VKSIX?

FTVNX has higher volatility (4.36%) compared to VKSIX (4.27%). In terms of maximum drawdown, FTVNX dropped -42.81% vs VKSIX's -35.59%.

Which has better risk-adjusted returns?

FTVNX currently has the higher Sharpe Ratio (0.21 vs -0.57), 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.