IWR vs. FTSIX
IWR (iShares Russell Midcap ETF) and FTSIX (Fuller & Thaler Behavioral Small-Mid Core Equity Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, IWR returned 8.04%/yr vs 7.39%/yr for FTSIX. Their correlation of 0.94 means they have usually moved in the same direction. IWR charges 0.19%/yr vs 2.69%/yr for FTSIX.
Performance
IWR vs. FTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 14.55% return, which is significantly lower than FTSIX's 19.36% return.
IWR
- 1D
- -0.28%
- 1M
- -0.59%
- 6M
- 11.19%
- YTD
- 14.55%
- 1Y
- 20.25%
- 3Y*
- 14.75%
- 5Y*
- 8.04%
- 10Y*
- 11.43%
- ALL TIME*
- 9.95%
FTSIX
- 1D
- 0.19%
- 1M
- 0.52%
- 6M
- 13.40%
- YTD
- 19.36%
- 1Y
- 29.63%
- 3Y*
- 13.04%
- 5Y*
- 7.39%
- 10Y*
- —
- ALL TIME*
- 13.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $186.41M | $266.84M | $222.00M |
IWR vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 14.55% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | 0.93% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 19.36% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% | 0.00% |
Correlation
The correlation between IWR and FTSIX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2018 | 0.94 |
The correlation between IWR and FTSIX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
IWR vs. FTSIX — Risk / Return Rank
IWR
FTSIX
IWR vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWR | FTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 4.06 | -1.78 |
| Martin ratioReturn relative to average drawdown | 8.85 | 11.85 | -3.00 |
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Drawdowns
IWR vs. FTSIX - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for IWR and FTSIX.
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Drawdown Indicators
| IWR | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -42.12% | -16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -6.80% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | -23.30% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -27.57% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | — | — |
Current DrawdownCurrent decline from peak | -0.93% | -0.99% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -7.51% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.33% | -0.23% |
Volatility
IWR vs. FTSIX - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 2.48%, while Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a volatility of 3.65%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 3.65% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 11.26% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 15.57% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 19.03% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 23.18% | -3.87% |
IWR vs. FTSIX - Expense Ratio Comparison
IWR has a 0.19% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Dividends
IWR vs. FTSIX - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.16%, more than FTSIX's 0.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.54% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.16% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Frequently Asked Questions
With a correlation of 0.91, IWR and FTSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FTSIX has higher volatility (3.65%) compared to IWR (2.48%). In terms of maximum drawdown, IWR dropped -58.78% vs FTSIX's -42.12%.
FTSIX currently has the higher Sharpe Ratio (1.78 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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