IWR vs. FTSIX
IWR (iShares Russell Midcap ETF) and FTSIX (Fuller & Thaler Behavioral Small-Mid Core Equity Fund) are both funds - IWR is a Mid Cap Growth Equities fund tracking the Russell Midcap Index, while FTSIX is a Mid Cap Blend Equities fund managed by Fuller & Thaler Asset Mgmt. Over the past 5 years, IWR returned 8.17%/yr vs 6.87%/yr for FTSIX. Their correlation of 0.94 suggests significant overlap in exposure. IWR charges 0.19%/yr vs 2.69%/yr for FTSIX.
Performance
IWR vs. FTSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IWR achieves a 14.90% return, which is significantly lower than FTSIX's 17.52% return.
IWR
- 1D
- 1.35%
- 1M
- 3.20%
- YTD
- 14.90%
- 6M
- 13.08%
- 1Y
- 23.04%
- 3Y*
- 17.47%
- 5Y*
- 8.17%
- 10Y*
- 12.41%
FTSIX
- 1D
- 1.57%
- 1M
- 3.28%
- YTD
- 17.52%
- 6M
- 15.36%
- 1Y
- 30.32%
- 3Y*
- 15.87%
- 5Y*
- 6.87%
- 10Y*
- —
IWR vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 14.90% | 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 | 17.52% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% | 0.00% |
Correlation
The correlation between IWR and FTSIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year 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 0.90 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 4.30 | -1.47 |
| Martin ratioReturn relative to average drawdown | 10.84 | 12.52 | -1.68 |
Loading charts...
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.
Loading charts...
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 | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -7.59% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.34% | -0.21% |
Volatility
IWR vs. FTSIX - Volatility Comparison
iShares Russell Midcap ETF (IWR) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) have volatilities of 4.67% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IWR | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.45% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 11.56% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 15.91% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 19.13% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 23.29% | -3.93% |
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 1.15%, more than FTSIX's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.55% | 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 | 1.15% | 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 0.90, 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.
IWR has higher volatility (4.67%) compared to FTSIX (4.45%). In terms of maximum drawdown, IWR dropped -58.78% vs FTSIX's -42.12%.
FTSIX currently has the higher Sharpe Ratio (1.84 vs 1.68), 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.
Find the right allocation for IWR and FTSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer