FTZIX vs. VITPX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VITPX is managed by Vanguard. It was launched on May 31, 2001.
Performance
FTZIX vs. VITPX - Performance Comparison
Loading graphics...
FTZIX vs. VITPX - 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% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | -6.74% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly higher than VITPX's -6.74% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
VITPX
- 1D
- -0.46%
- 1M
- -7.72%
- YTD
- -6.74%
- 6M
- -4.46%
- 1Y
- 14.81%
- 3Y*
- 17.24%
- 5Y*
- 10.44%
- 10Y*
- 13.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTZIX vs. VITPX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Return for Risk
FTZIX vs. VITPX — Risk / Return Rank
FTZIX
VITPX
FTZIX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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 | VITPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.84 | +0.59 |
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 | 1.05 | +1.06 |
Martin ratioReturn relative to average drawdown | 9.17 | 5.10 | +4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTZIX | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.84 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.47 | +0.30 |
Correlation
The correlation between FTZIX and VITPX 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. VITPX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than VITPX's 2.69% 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% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.69% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Drawdowns
FTZIX vs. VITPX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for FTZIX and VITPX.
Loading graphics...
Drawdown Indicators
| FTZIX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -55.28% | +18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -12.41% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -25.31% | -4.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.99% | — |
Current DrawdownCurrent decline from peak | -9.03% | -8.92% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -8.07% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.56% | +0.26% |
Volatility
FTZIX vs. VITPX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a higher volatility of 5.46% compared to Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) at 4.40%. This indicates that FTZIX's price experiences larger fluctuations and is considered to be riskier than VITPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTZIX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.40% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 9.33% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 18.42% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 17.32% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 18.37% | +4.00% |