FTXNX vs. XMMO
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Invesco S&P MidCap Momentum ETF (XMMO).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Performance
FTXNX vs. XMMO - Performance Comparison
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FTXNX vs. XMMO - 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% |
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 0.11% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly lower than XMMO's 6.86% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
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FTXNX vs. XMMO - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
FTXNX vs. XMMO — Risk / Return Rank
FTXNX
XMMO
FTXNX vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Invesco S&P MidCap Momentum ETF (XMMO). 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 | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.34 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.91 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.41 | -0.31 |
Martin ratioReturn relative to average drawdown | 8.42 | 11.42 | -3.00 |
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 | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.34 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.60 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.02 |
Correlation
The correlation between FTXNX and XMMO is 0.86, 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. XMMO - Dividend Comparison
FTXNX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.70%.
| 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% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
FTXNX vs. XMMO - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FTXNX and XMMO.
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Drawdown Indicators
| FTXNX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -55.37% | +10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -12.81% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -27.91% | -11.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.74% | — |
Current DrawdownCurrent decline from peak | -7.61% | -2.62% | -4.99% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -9.52% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.70% | +1.23% |
Volatility
FTXNX vs. XMMO - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 9.04%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 9.04% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 14.39% | +6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 22.03% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 21.27% | +5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 22.11% | +5.56% |