FTVNX vs. VO
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Vanguard Mid-Cap ETF (VO).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
FTVNX vs. VO - Performance Comparison
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FTVNX vs. VO - 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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -12.51% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than VO's -0.05% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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FTVNX vs. VO - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
FTVNX vs. VO — Risk / Return Rank
FTVNX
VO
FTVNX vs. VO - 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 ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.75 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.15 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.16 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.06 | -0.98 |
Martin ratioReturn relative to average drawdown | 0.19 | 4.83 | -4.64 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.75 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.39 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.48 | -0.16 |
Correlation
The correlation between FTVNX and VO 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. VO - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, more than VO's 1.50% 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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
FTVNX vs. VO - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for FTVNX and VO.
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Drawdown Indicators
| FTVNX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -58.87% | +16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -12.74% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -27.57% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.37% | — |
Current DrawdownCurrent decline from peak | -8.13% | -5.53% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -7.91% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 2.79% | +3.28% |
Volatility
FTVNX vs. VO - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.58%, while Vanguard Mid-Cap ETF (VO) has a volatility of 4.83%. This indicates that FTVNX experiences smaller price fluctuations and is considered to be less risky than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTVNX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.83% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 9.73% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 17.57% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 17.61% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 18.94% | +2.83% |