FTXNX vs. SMLF
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. SMLF is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Diversified Multi-Factor. It was launched on Apr 28, 2015.
Performance
FTXNX vs. SMLF - Performance Comparison
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FTXNX vs. SMLF - 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% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.81% | 12.30% | 16.33% | 19.99% | -12.19% | 26.53% | 8.38% | 21.56% | -11.01% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FTXNX having a 1.90% return and SMLF slightly lower at 1.81%.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
SMLF
- 1D
- 0.73%
- 1M
- -3.90%
- YTD
- 1.81%
- 6M
- 2.85%
- 1Y
- 23.23%
- 3Y*
- 15.50%
- 5Y*
- 8.70%
- 10Y*
- 11.32%
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FTXNX vs. SMLF - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than SMLF's 0.30% expense ratio.
Return for Risk
FTXNX vs. SMLF — Risk / Return Rank
FTXNX
SMLF
FTXNX vs. SMLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). 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 | SMLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.03 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.56 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.63 | +0.46 |
Martin ratioReturn relative to average drawdown | 8.42 | 7.01 | +1.41 |
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 | SMLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.03 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.41 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.49 | +0.04 |
Correlation
The correlation between FTXNX and SMLF is 0.85, 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. SMLF - Dividend Comparison
FTXNX has not paid dividends to shareholders, while SMLF's dividend yield for the trailing twelve months is around 1.16%.
| 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% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.16% | 1.14% | 1.33% | 1.13% | 1.23% | 1.07% | 1.33% | 1.39% | 1.17% | 0.93% | 0.78% | 0.79% |
Drawdowns
FTXNX vs. SMLF - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, which is greater than SMLF's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FTXNX and SMLF.
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Drawdown Indicators
| FTXNX | SMLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -41.89% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -14.59% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -26.28% | -13.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.89% | — |
Current DrawdownCurrent decline from peak | -7.61% | -4.98% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -6.68% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.40% | +0.53% |
Volatility
FTXNX vs. SMLF - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to iShares MSCI USA Small-Cap Multifactor ETF (SMLF) at 7.01%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than SMLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | SMLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 7.01% | +5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 13.38% | +7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 22.68% | +7.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 21.13% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 21.74% | +5.93% |