FTZIX vs. SSSYX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and State Street Equity 500 Index Fund Class K (SSSYX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
FTZIX vs. SSSYX - Performance Comparison
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FTZIX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly higher than SSSYX's -7.05% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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FTZIX vs. SSSYX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
FTZIX vs. SSSYX — Risk / Return Rank
FTZIX
SSSYX
FTZIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.84 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.30 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.06 | +1.05 |
Martin ratioReturn relative to average drawdown | 9.17 | 5.13 | +4.04 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.84 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.11 | +0.66 |
Correlation
The correlation between FTZIX and SSSYX 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
FTZIX vs. SSSYX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
FTZIX vs. SSSYX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FTZIX and SSSYX.
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Drawdown Indicators
| FTZIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -91.48% | +54.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -12.10% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -24.49% | -5.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -9.03% | -8.88% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -4.20% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.49% | +0.33% |
Volatility
FTZIX vs. SSSYX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a higher volatility of 5.46% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that FTZIX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.24% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 9.08% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 18.10% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 16.85% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 124.43% | -102.06% |