FTXNX vs. VSGAX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. VSGAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
FTXNX vs. VSGAX - Performance Comparison
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FTXNX vs. VSGAX - 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% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.26% | 8.44% | 14.94% | 23.04% | -28.39% | 5.70% | 35.26% | 32.76% | -8.87% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly higher than VSGAX's 0.26% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
VSGAX
- 1D
- 4.35%
- 1M
- -6.39%
- YTD
- 0.26%
- 6M
- 1.49%
- 1Y
- 20.18%
- 3Y*
- 12.43%
- 5Y*
- 2.16%
- 10Y*
- 10.45%
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FTXNX vs. VSGAX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than VSGAX's 0.07% expense ratio.
Return for Risk
FTXNX vs. VSGAX — Risk / Return Rank
FTXNX
VSGAX
FTXNX vs. VSGAX - 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 Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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 | VSGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.85 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.34 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.39 | +0.71 |
Martin ratioReturn relative to average drawdown | 8.42 | 5.55 | +2.87 |
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 | VSGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.85 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.09 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.52 | 0.00 |
Correlation
The correlation between FTXNX and VSGAX is 0.93, 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. VSGAX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while VSGAX's dividend yield for the trailing twelve months is around 0.52%.
| 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% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.52% | 0.54% | 0.54% | 0.67% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% |
Drawdowns
FTXNX vs. VSGAX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for FTXNX and VSGAX.
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Drawdown Indicators
| FTXNX | VSGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -38.70% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -14.50% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -38.36% | -1.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.70% | — |
Current DrawdownCurrent decline from peak | -7.61% | -7.52% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -8.63% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.62% | +0.31% |
Volatility
FTXNX vs. VSGAX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) at 8.86%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than VSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | VSGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 8.86% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 15.70% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 24.52% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 23.56% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 22.94% | +4.73% |