FTXNX vs. FSSNX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fidelity Small Cap Index Fund (FSSNX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
FTXNX vs. FSSNX - Performance Comparison
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FTXNX vs. FSSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 1.90% | 12.10% | 28.50% | 32.77% | -27.66% | 25.16% | 50.97% | 18.83% | -3.91% |
FSSNX Fidelity Small Cap Index Fund | 0.91% | 12.94% | 11.71% | 17.11% | -20.28% | 14.70% | 19.99% | 25.70% | -14.40% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly higher than FSSNX's 0.91% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
FSSNX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.91%
- 6M
- 2.89%
- 1Y
- 25.83%
- 3Y*
- 13.19%
- 5Y*
- 3.57%
- 10Y*
- 9.90%
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FTXNX vs. FSSNX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Return for Risk
FTXNX vs. FSSNX — Risk / Return Rank
FTXNX
FSSNX
FTXNX vs. FSSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fidelity Small Cap Index Fund (FSSNX). 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.
| FTXNX | FSSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.12 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.66 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.82 | +0.28 |
Martin ratioReturn relative to average drawdown | 8.42 | 6.80 | +1.62 |
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
| FTXNX | FSSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.12 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.16 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.49 | +0.04 |
Correlation
The correlation between FTXNX and FSSNX 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
FTXNX vs. FSSNX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while FSSNX's dividend yield for the trailing twelve months is around 1.07%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSSNX Fidelity Small Cap Index Fund | 1.07% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
Drawdowns
FTXNX vs. FSSNX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for FTXNX and FSSNX.
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Drawdown Indicators
| FTXNX | FSSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -41.72% | -3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -13.89% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -31.87% | -7.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.72% | — |
Current DrawdownCurrent decline from peak | -7.61% | -7.94% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -8.37% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.71% | +0.22% |
Volatility
FTXNX vs. FSSNX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Fidelity Small Cap Index Fund (FSSNX) at 7.52%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | FSSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 7.52% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 14.52% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 23.30% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 22.61% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 23.41% | +4.26% |