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FTVNX vs. VMFVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTVNX vs. VMFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). The values are adjusted to include any dividend payments, if applicable.

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FTVNX vs. VMFVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.00%7.57%10.59%16.49%-7.03%30.54%3.68%26.18%-14.28%

Returns By Period

In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than VMFVX's 1.00% return.


FTVNX

1D
1.71%
1M
-5.75%
YTD
-0.12%
6M
-1.08%
1Y
0.39%
3Y*
7.37%
5Y*
4.87%
10Y*

VMFVX

1D
2.29%
1M
-5.52%
YTD
1.00%
6M
2.62%
1Y
12.45%
3Y*
10.94%
5Y*
7.21%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTVNX vs. VMFVX - Expense Ratio Comparison

FTVNX has a 1.31% expense ratio, which is higher than VMFVX's 0.08% expense ratio.


Return for Risk

FTVNX vs. VMFVX — Risk / Return Rank

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

FTVNX
FTVNX Risk / Return Rank: 55
Overall Rank
FTVNX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FTVNX Sortino Ratio Rank: 55
Sortino Ratio Rank
FTVNX Omega Ratio Rank: 55
Omega Ratio Rank
FTVNX Calmar Ratio Rank: 66
Calmar Ratio Rank
FTVNX Martin Ratio Rank: 55
Martin Ratio Rank

VMFVX
VMFVX Risk / Return Rank: 2626
Overall Rank
VMFVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 2525
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 2222
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 3030
Martin Ratio Rank
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. VMFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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.


FTVNXVMFVXDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.63

-0.60

Sortino ratio

Return per unit of downside risk

0.19

1.03

-0.84

Omega ratio

Gain probability vs. loss probability

1.02

1.14

-0.12

Calmar ratio

Return relative to maximum drawdown

0.08

0.91

-0.83

Martin ratio

Return relative to average drawdown

0.19

3.44

-3.25

FTVNX vs. VMFVX - Sharpe Ratio Comparison

The current FTVNX Sharpe Ratio is 0.02, which is lower than the VMFVX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FTVNX and VMFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTVNXVMFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.63

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.37

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.50

-0.18

Correlation

The correlation between FTVNX and VMFVX 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. VMFVX - Dividend Comparison

FTVNX's dividend yield for the trailing twelve months is around 1.60%, less than VMFVX's 1.86% yield.


TTM20252024202320222021202020192018201720162015
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%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.86%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%

Drawdowns

FTVNX vs. VMFVX - Drawdown Comparison

The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum VMFVX drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for FTVNX and VMFVX.


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Drawdown Indicators


FTVNXVMFVXDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-45.79%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-14.52%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.46%

-22.46%

+2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

Current Drawdown

Current decline from peak

-8.13%

-7.59%

-0.54%

Average Drawdown

Average peak-to-trough decline

-6.31%

-5.52%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

3.84%

+2.23%

Volatility

FTVNX vs. VMFVX - Volatility Comparison

The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.58%, while Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has a volatility of 5.31%. This indicates that FTVNX experiences smaller price fluctuations and is considered to be less risky than VMFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTVNXVMFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

5.31%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

11.35%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

20.59%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

19.55%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

21.88%

-0.11%