FTZIX vs. FSKAX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Fidelity Total Market Index Fund (FSKAX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FSKAX is managed by Fidelity.
Performance
FTZIX vs. FSKAX - Performance Comparison
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FTZIX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 1.20% | 22.63% | 25.31% | 27.18% | -21.31% | 25.25% | 19.60% | 33.70% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly higher than FSKAX's -6.77% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
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FTZIX vs. FSKAX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Return for Risk
FTZIX vs. FSKAX — Risk / Return Rank
FTZIX
FSKAX
FTZIX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Fidelity Total Market Index Fund (FSKAX). 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.
| FTZIX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.83 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.29 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.04 | +1.07 |
Martin ratioReturn relative to average drawdown | 9.17 | 5.05 | +4.13 |
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
| FTZIX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.83 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.78 | -0.02 |
Correlation
The correlation between FTZIX and FSKAX is 0.89, 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
FTZIX vs. FSKAX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.05% | 0.05% | 0.11% | 0.19% | 0.00% | 0.00% | 0.26% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
FTZIX vs. FSKAX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FTZIX and FSKAX.
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Drawdown Indicators
| FTZIX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -35.01% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -12.42% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -25.39% | -4.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.01% | — |
Current DrawdownCurrent decline from peak | -9.03% | -8.92% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -4.05% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.57% | +0.25% |
Volatility
FTZIX vs. FSKAX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a higher volatility of 5.46% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that FTZIX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.42% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 9.40% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 18.50% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 17.38% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 18.42% | +3.95% |