SBMAX vs. FTSIX
Compare and contrast key facts about ClearBridge Mid Cap Fund (SBMAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
SBMAX is managed by Franklin Templeton. It was launched on Sep 1, 1998. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
SBMAX vs. FTSIX - Performance Comparison
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SBMAX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SBMAX ClearBridge Mid Cap Fund | -2.71% | 4.21% | 9.79% | 13.51% | -25.19% | 28.37% | 16.25% | 32.77% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 6.17% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, SBMAX achieves a -2.71% return, which is significantly lower than FTSIX's 6.17% return.
SBMAX
- 1D
- 2.63%
- 1M
- -7.34%
- YTD
- -2.71%
- 6M
- -6.20%
- 1Y
- 8.12%
- 3Y*
- 7.49%
- 5Y*
- 1.47%
- 10Y*
- 7.37%
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
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SBMAX vs. FTSIX - Expense Ratio Comparison
SBMAX has a 1.13% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
SBMAX vs. FTSIX — Risk / Return Rank
SBMAX
FTSIX
SBMAX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Mid Cap Fund (SBMAX) 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.
| SBMAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.91 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.73 | 1.41 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.42 | -0.81 |
Martin ratioReturn relative to average drawdown | 2.24 | 5.73 | -3.49 |
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
| SBMAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.91 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.28 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.53 | -0.09 |
Correlation
The correlation between SBMAX and FTSIX is 0.91, 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
SBMAX vs. FTSIX - Dividend Comparison
SBMAX's dividend yield for the trailing twelve months is around 9.17%, more than FTSIX's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMAX ClearBridge Mid Cap Fund | 9.17% | 8.92% | 8.73% | 1.83% | 4.96% | 12.79% | 7.27% | 7.78% | 4.52% | 6.52% | 1.70% | 5.00% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.61% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBMAX vs. FTSIX - Drawdown Comparison
The maximum SBMAX drawdown since its inception was -52.41%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for SBMAX and FTSIX.
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Drawdown Indicators
| SBMAX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.41% | -42.12% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -13.29% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -31.55% | -27.57% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -39.88% | — | — |
Current DrawdownCurrent decline from peak | -7.96% | -4.50% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -7.80% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 3.29% | +0.52% |
Volatility
SBMAX vs. FTSIX - Volatility Comparison
ClearBridge Mid Cap Fund (SBMAX) has a higher volatility of 6.57% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that SBMAX's price experiences larger fluctuations and is considered to be riskier 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
| SBMAX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 5.75% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 11.27% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.25% | 20.15% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 19.14% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 23.49% | -3.26% |