FTXNX vs. SMLF
FTXNX (Fuller & Thaler Behavioral Small-Cap Growth Fund) and SMLF (iShares U.S. Small-Cap Equity Factor ETF) are both funds - FTXNX is a Small Cap Growth Equities fund managed by Fuller & Thaler Asset Mgmt, while SMLF is a Small Cap Blend Equities fund tracking the STOXX U.S. Small-Cap Equity Factor Index. Over the past 5 years, FTXNX returned 13.42%/yr vs 11.77%/yr for SMLF. Their correlation of 0.84 means they have usually moved in the same direction. FTXNX charges 1.44%/yr vs 0.15%/yr for SMLF.
Performance
FTXNX vs. SMLF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTXNX achieves a 26.28% return, which is significantly higher than SMLF's 20.36% return.
FTXNX
- 1D
- 2.14%
- 1M
- -5.97%
- 6M
- 19.75%
- YTD
- 26.28%
- 1Y
- 46.82%
- 3Y*
- 23.97%
- 5Y*
- 13.42%
- 10Y*
- —
- ALL TIME*
- 16.78%
SMLF
- 1D
- 2.19%
- 1M
- 1.80%
- 6M
- 14.74%
- YTD
- 20.36%
- 1Y
- 30.89%
- 3Y*
- 18.72%
- 5Y*
- 11.77%
- 10Y*
- 12.41%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $12.90M | $13.43M | $14.67M |
FTXNX vs. SMLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 26.28% | 12.10% | 28.50% | 32.77% | -27.66% | 25.16% | 50.97% | 18.83% | -3.91% |
SMLF iShares U.S. Small-Cap Equity Factor ETF | 20.36% | 12.30% | 16.33% | 19.99% | -12.19% | 26.53% | 8.38% | 21.56% | -10.62% |
Correlation
The correlation between FTXNX and SMLF is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2018 | 0.84 |
The correlation between FTXNX and SMLF has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 U.S. Small-Cap Equity Factor 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTXNX | SMLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.56 | -0.71 |
| Martin ratioReturn relative to average drawdown | 11.13 | 11.90 | -0.77 |
Loading charts...
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.
Loading charts...
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 | -17.37% | -8.71% | -8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -32.39% | -26.28% | -6.11% |
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 | -11.77% | 0.00% | -11.77% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -6.53% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.60% | +1.85% |
Volatility
FTXNX vs. SMLF - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 10.29% compared to iShares U.S. Small-Cap Equity Factor ETF (SMLF) at 4.83%. 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.
Loading charts...
Volatility by Period
| FTXNX | SMLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.29% | 4.83% | +5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 24.53% | 12.99% | +11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 17.65% | +12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.42% | 21.05% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.94% | 21.78% | +6.16% |
FTXNX vs. SMLF - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than SMLF's 0.15% expense ratio.
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 0.98%.
| Position | 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 U.S. Small-Cap Equity Factor ETF | 0.98% | 1.14% | 1.33% | 1.13% | 1.23% | 1.07% | 1.33% | 1.39% | 1.17% | 0.93% | 0.78% | 0.79% |
Frequently Asked Questions
FTXNX and SMLF have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTXNX has higher volatility (10.29%) compared to SMLF (4.83%). In terms of maximum drawdown, FTXNX dropped -45.22% vs SMLF's -41.89%.
SMLF currently has the higher Sharpe Ratio (1.76 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FTXNX and SMLF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer