FTVNX vs. VMFVX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. VMFVX is managed by Vanguard. It was launched on Nov 2, 2010.
Performance
FTVNX vs. VMFVX - Performance Comparison
Loading graphics...
FTVNX vs. VMFVX - 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% |
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
FTVNX
VMFVX
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.
| FTVNX | VMFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.63 | -0.60 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.03 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.91 | -0.83 |
Martin ratioReturn relative to average drawdown | 0.19 | 3.44 | -3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTVNX | VMFVX | Difference | |
|---|---|---|---|
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.
| 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% |
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.
Loading graphics...
Drawdown Indicators
| FTVNX | VMFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.13% | -7.59% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -5.52% | -0.79% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| FTVNX | VMFVX | Difference | |
|---|---|---|---|
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% |