FTXNX vs. VRTGX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. VRTGX is managed by Vanguard. It was launched on May 25, 2011.
Performance
FTXNX vs. VRTGX - Performance Comparison
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FTXNX vs. VRTGX - 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% |
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares | -2.79% | 12.97% | 15.26% | 18.80% | -26.30% | 2.82% | 34.81% | 28.84% | -12.61% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly higher than VRTGX's -2.79% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
VRTGX
- 1D
- 4.27%
- 1M
- -7.24%
- YTD
- -2.79%
- 6M
- -1.59%
- 1Y
- 23.68%
- 3Y*
- 12.32%
- 5Y*
- 1.34%
- 10Y*
- 9.83%
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FTXNX vs. VRTGX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than VRTGX's 0.08% expense ratio.
Return for Risk
FTXNX vs. VRTGX — Risk / Return Rank
FTXNX
VRTGX
FTXNX vs. VRTGX - 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 Russell 2000 Growth Index Fund Institutional Shares (VRTGX). 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 | VRTGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.94 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.46 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.54 | +0.56 |
Martin ratioReturn relative to average drawdown | 8.42 | 5.21 | +3.21 |
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 | VRTGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.94 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.05 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.46 | +0.06 |
Correlation
The correlation between FTXNX and VRTGX is 0.92, 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. VRTGX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while VRTGX's dividend yield for the trailing twelve months is around 0.73%.
| 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% |
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares | 0.73% | 0.57% | 0.62% | 0.85% | 0.78% | 0.54% | 0.53% | 0.90% | 0.85% | 0.75% | 1.07% | 0.84% |
Drawdowns
FTXNX vs. VRTGX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, which is greater than VRTGX's maximum drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for FTXNX and VRTGX.
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Drawdown Indicators
| FTXNX | VRTGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -41.97% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -14.80% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -40.48% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.97% | — |
Current DrawdownCurrent decline from peak | -7.61% | -11.16% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -10.53% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 4.36% | -0.43% |
Volatility
FTXNX vs. VRTGX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) at 8.82%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than VRTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | VRTGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 8.82% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 16.59% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 25.39% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 24.53% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 24.45% | +3.22% |