FTXSX vs. FTMSX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) and Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX).
FTXSX is a passively managed fund by Fuller & Thaler Asset Mgmt that tracks the performance of the Russell 2000 Growth Index. It was launched on Dec 21, 2017. FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018.
Performance
FTXSX vs. FTMSX - Performance Comparison
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FTXSX vs. FTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 1.97% | 12.44% | 28.86% | 33.15% | -27.48% | 25.50% | 51.32% | 23.52% |
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -0.41% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
Returns By Period
In the year-to-date period, FTXSX achieves a 1.97% return, which is significantly higher than FTMSX's -0.41% return.
FTXSX
- 1D
- 5.46%
- 1M
- -7.15%
- YTD
- 1.97%
- 6M
- 3.39%
- 1Y
- 33.47%
- 3Y*
- 20.33%
- 5Y*
- 10.25%
- 10Y*
- —
FTMSX
- 1D
- 3.23%
- 1M
- -6.61%
- YTD
- -0.41%
- 6M
- -5.13%
- 1Y
- 21.90%
- 3Y*
- 4.98%
- 5Y*
- -3.61%
- 10Y*
- —
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FTXSX vs. FTMSX - Expense Ratio Comparison
FTXSX has a 1.00% expense ratio, which is lower than FTMSX's 2.30% expense ratio.
Return for Risk
FTXSX vs. FTMSX — Risk / Return Rank
FTXSX
FTMSX
FTXSX vs. FTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) and Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX). 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.
| FTXSX | FTMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.73 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.21 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.21 | +0.91 |
Martin ratioReturn relative to average drawdown | 8.53 | 3.76 | +4.77 |
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
| FTXSX | FTMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.73 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | -0.13 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.19 | +0.35 |
Correlation
The correlation between FTXSX and FTMSX is 0.80, 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
FTXSX vs. FTMSX - Dividend Comparison
Neither FTXSX nor FTMSX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.00% | 0.00% | 0.00% |
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% |
Drawdowns
FTXSX vs. FTMSX - Drawdown Comparison
The maximum FTXSX drawdown since its inception was -45.03%, smaller than the maximum FTMSX drawdown of -53.12%. Use the drawdown chart below to compare losses from any high point for FTXSX and FTMSX.
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Drawdown Indicators
| FTXSX | FTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.03% | -53.12% | +8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -17.52% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -39.58% | -48.67% | +9.09% |
Current DrawdownCurrent decline from peak | -7.58% | -26.04% | +18.46% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -22.44% | +9.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 5.62% | -1.70% |
Volatility
FTXSX vs. FTMSX - Volatility Comparison
FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a higher volatility of 12.43% compared to Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) at 8.71%. This indicates that FTXSX's price experiences larger fluctuations and is considered to be riskier than FTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXSX | FTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.43% | 8.71% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 19.41% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.19% | 30.25% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.54% | 28.25% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 30.68% | -3.04% |