FTVNX vs. VVOAX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Invesco Value Opportunities Fund (VVOAX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. VVOAX is managed by Invesco. It was launched on Jun 25, 2001.
Performance
FTVNX vs. VVOAX - Performance Comparison
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FTVNX vs. VVOAX - 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% |
VVOAX Invesco Value Opportunities Fund | 5.98% | 20.24% | 30.01% | 15.20% | 1.33% | 35.60% | 5.49% | 29.84% | -24.75% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than VVOAX's 5.98% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
VVOAX
- 1D
- 2.69%
- 1M
- -6.69%
- YTD
- 5.98%
- 6M
- 11.47%
- 1Y
- 34.05%
- 3Y*
- 25.74%
- 5Y*
- 16.70%
- 10Y*
- 14.64%
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FTVNX vs. VVOAX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than VVOAX's 1.22% expense ratio.
Return for Risk
FTVNX vs. VVOAX — Risk / Return Rank
FTVNX
VVOAX
FTVNX vs. VVOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Invesco Value Opportunities Fund (VVOAX). 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 | VVOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 1.51 | -1.48 |
Sortino ratioReturn per unit of downside risk | 0.19 | 2.04 | -1.85 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.31 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.09 | -2.01 |
Martin ratioReturn relative to average drawdown | 0.19 | 8.91 | -8.72 |
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 | VVOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 1.51 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.80 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.38 | -0.06 |
Correlation
The correlation between FTVNX and VVOAX 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. VVOAX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, less than VVOAX's 9.84% 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% |
VVOAX Invesco Value Opportunities Fund | 9.84% | 10.43% | 7.79% | 2.27% | 9.79% | 8.82% | 0.25% | 1.95% | 15.44% | 5.11% | 1.10% | 15.87% |
Drawdowns
FTVNX vs. VVOAX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum VVOAX drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for FTVNX and VVOAX.
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Drawdown Indicators
| FTVNX | VVOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -62.08% | +19.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -15.08% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -24.05% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.80% | — |
Current DrawdownCurrent decline from peak | -8.13% | -6.76% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -11.80% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 3.54% | +2.53% |
Volatility
FTVNX vs. VVOAX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.58%, while Invesco Value Opportunities Fund (VVOAX) has a volatility of 7.27%. This indicates that FTVNX experiences smaller price fluctuations and is considered to be less risky than VVOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTVNX | VVOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 7.27% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 14.27% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 22.91% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 21.06% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 24.20% | -2.43% |