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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTVNX or VO.
Key characteristics
| FTVNX | VO | |
|---|---|---|
| YTD Return | 10.30% | 11.99% |
| 1Y Return | 21.64% | 22.22% |
| 3Y Return (Ann) | 7.66% | 3.58% |
| 5Y Return (Ann) | 11.38% | 10.65% |
| Sharpe Ratio | 1.36 | 1.63 |
| Daily Std Dev | 15.94% | 13.44% |
| Max Drawdown | -42.81% | -58.89% |
| Current Drawdown | -0.46% | -0.33% |
Correlation
The correlation between FTVNX and VO is 0.87, 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.
Performance
FTVNX vs. VO - Performance Comparison
In the year-to-date period, FTVNX achieves a 10.30% return, which is significantly lower than VO's 11.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
FTVNX vs. VO - Risk-Adjusted Performance 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.
Dividends
FTVNX vs. VO - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.18%, less than VO's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.18% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
Drawdowns
FTVNX vs. VO - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum VO drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for FTVNX and VO. For additional features, visit the drawdowns tool.
Volatility
FTVNX vs. VO - Volatility Comparison
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Vanguard Mid-Cap ETF (VO) have volatilities of 3.60% and 3.46%, 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.