FTXNX vs. MGK
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Vanguard Mega Cap Growth ETF (MGK).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.
Performance
FTXNX vs. MGK - Performance Comparison
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FTXNX vs. MGK - 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% |
MGK Vanguard Mega Cap Growth ETF | -9.86% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -7.59% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly higher than MGK's -9.86% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
MGK
- 1D
- 1.17%
- 1M
- -4.13%
- YTD
- -9.86%
- 6M
- -7.94%
- 1Y
- 19.83%
- 3Y*
- 22.59%
- 5Y*
- 12.64%
- 10Y*
- 16.97%
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FTXNX vs. MGK - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than MGK's 0.05% expense ratio.
Return for Risk
FTXNX vs. MGK — Risk / Return Rank
FTXNX
MGK
FTXNX vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Vanguard Mega Cap Growth ETF (MGK). 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 | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.85 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.39 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.23 | +0.86 |
Martin ratioReturn relative to average drawdown | 8.42 | 4.27 | +4.15 |
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 | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.85 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.56 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.60 | -0.08 |
Correlation
The correlation between FTXNX and MGK is 0.77, 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. MGK - Dividend Comparison
FTXNX has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.39%.
| 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% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
Drawdowns
FTXNX vs. MGK - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, smaller than the maximum MGK drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for FTXNX and MGK.
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Drawdown Indicators
| FTXNX | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -47.97% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -16.85% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -36.01% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.01% | — |
Current DrawdownCurrent decline from peak | -7.61% | -12.56% | +4.95% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -7.51% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 4.87% | -0.94% |
Volatility
FTXNX vs. MGK - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.13%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 7.13% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 12.93% | +8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 23.35% | +6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 22.63% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 21.82% | +5.85% |