SPMAX vs. FTSIX
Compare and contrast key facts about Saratoga Mid Capitalization Portfolio (SPMAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
SPMAX is managed by Saratoga. It was launched on Jun 28, 2002. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
SPMAX vs. FTSIX - Performance Comparison
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SPMAX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPMAX Saratoga Mid Capitalization Portfolio | -2.04% | 9.76% | 17.27% | 15.52% | -11.91% | 19.87% | 9.67% | 29.93% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, SPMAX achieves a -2.04% return, which is significantly lower than FTSIX's 3.61% return.
SPMAX
- 1D
- -2.36%
- 1M
- -11.02%
- YTD
- -2.04%
- 6M
- -0.94%
- 1Y
- 13.05%
- 3Y*
- 12.94%
- 5Y*
- 6.94%
- 10Y*
- 8.13%
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
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SPMAX vs. FTSIX - Expense Ratio Comparison
SPMAX has a 2.06% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
SPMAX vs. FTSIX — Risk / Return Rank
SPMAX
FTSIX
SPMAX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Mid Capitalization Portfolio (SPMAX) 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.
| SPMAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.80 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.27 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.06 | -0.11 |
Martin ratioReturn relative to average drawdown | 3.28 | 4.30 | -1.02 |
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
| SPMAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.80 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.27 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.13 |
Correlation
The correlation between SPMAX and FTSIX is 0.90, 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
SPMAX vs. FTSIX - Dividend Comparison
SPMAX's dividend yield for the trailing twelve months is around 33.57%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPMAX Saratoga Mid Capitalization Portfolio | 33.57% | 32.89% | 18.90% | 1.28% | 2.11% | 16.31% | 9.56% | 0.01% | 13.58% | 8.25% | 8.08% | 5.04% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPMAX vs. FTSIX - Drawdown Comparison
The maximum SPMAX drawdown since its inception was -52.68%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for SPMAX and FTSIX.
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Drawdown Indicators
| SPMAX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.68% | -42.12% | -10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -13.29% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -27.57% | +4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -42.83% | — | — |
Current DrawdownCurrent decline from peak | -12.39% | -6.80% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -7.80% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 3.27% | +0.45% |
Volatility
SPMAX vs. FTSIX - Volatility Comparison
Saratoga Mid Capitalization Portfolio (SPMAX) has a higher volatility of 7.80% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that SPMAX'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
| SPMAX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 5.08% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 11.04% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 20.05% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 19.10% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 23.47% | -3.33% |