FTZIX vs. VPMAX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
FTZIX vs. VPMAX - Performance Comparison
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FTZIX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly higher than VPMAX's -2.75% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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FTZIX vs. VPMAX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
FTZIX vs. VPMAX — Risk / Return Rank
FTZIX
VPMAX
FTZIX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.78 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.06 | 3.30 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.48 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 3.76 | -1.65 |
Martin ratioReturn relative to average drawdown | 9.17 | 16.16 | -6.99 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.78 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.75 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.62 | +0.14 |
Correlation
The correlation between FTZIX and VPMAX is 0.87, 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. VPMAX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than VPMAX's 32.75% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
FTZIX vs. VPMAX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for FTZIX and VPMAX.
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Drawdown Indicators
| FTZIX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -48.32% | +11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -13.75% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -25.21% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -9.03% | -8.80% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -6.61% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.20% | -0.38% |
Volatility
FTZIX vs. VPMAX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) is 5.46%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 6.72%. This indicates that FTZIX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.72% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 22.09% | -10.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 28.98% | -8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 20.17% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 20.11% | +2.26% |