FTVNX vs. VMVAX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. VMVAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
FTVNX vs. VMVAX - Performance Comparison
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FTVNX vs. VMVAX - 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 4.50% | 12.06% | 13.63% | 10.12% | -7.89% | 28.77% | 2.45% | 28.03% | -15.63% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than VMVAX's 4.50% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
VMVAX
- 1D
- 1.57%
- 1M
- -4.65%
- YTD
- 4.50%
- 6M
- 6.96%
- 1Y
- 17.12%
- 3Y*
- 13.73%
- 5Y*
- 8.62%
- 10Y*
- 10.19%
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FTVNX vs. VMVAX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than VMVAX's 0.07% expense ratio.
Return for Risk
FTVNX vs. VMVAX — Risk / Return Rank
FTVNX
VMVAX
FTVNX vs. VMVAX - 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 Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 1.06 | -1.04 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.54 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.47 | -1.39 |
Martin ratioReturn relative to average drawdown | 0.19 | 6.86 | -6.67 |
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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 1.06 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.54 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.68 | -0.35 |
Correlation
The correlation between FTVNX and VMVAX is 0.94, 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. VMVAX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, less than VMVAX's 1.99% 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 1.99% | 2.10% | 2.11% | 2.26% | 2.27% | 1.78% | 2.36% | 2.08% | 2.75% | 1.86% | 1.91% | 2.04% |
Drawdowns
FTVNX vs. VMVAX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, roughly equal to the maximum VMVAX drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for FTVNX and VMVAX.
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Drawdown Indicators
| FTVNX | VMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -43.07% | +0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -12.42% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -19.75% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.07% | — |
Current DrawdownCurrent decline from peak | -8.13% | -4.72% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -4.41% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 2.67% | +3.40% |
Volatility
FTVNX vs. VMVAX - Volatility Comparison
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) has a higher volatility of 4.58% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 4.24%. This indicates that FTVNX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTVNX | VMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.24% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 8.75% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 16.36% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 16.09% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 18.80% | +2.97% |