SSMKX vs. FTSIX
Compare and contrast key facts about State Street Small/Mid Cap Equity Index Fund (SSMKX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
SSMKX is managed by State Street. It was launched on Aug 12, 2015. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
SSMKX vs. FTSIX - Performance Comparison
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SSMKX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SSMKX State Street Small/Mid Cap Equity Index Fund | -1.19% | 12.77% | 17.20% | 25.20% | -25.49% | 12.38% | 32.41% | 27.82% |
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, SSMKX achieves a -1.19% return, which is significantly lower than FTSIX's 6.17% return.
SSMKX
- 1D
- 3.42%
- 1M
- -5.59%
- YTD
- -1.19%
- 6M
- -0.97%
- 1Y
- 20.97%
- 3Y*
- 15.57%
- 5Y*
- 4.63%
- 10Y*
- 11.29%
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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SSMKX vs. FTSIX - Expense Ratio Comparison
SSMKX has a 0.05% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
SSMKX vs. FTSIX — Risk / Return Rank
SSMKX
FTSIX
SSMKX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Small/Mid Cap Equity Index Fund (SSMKX) 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.
| SSMKX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.91 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.41 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.42 | +0.05 |
Martin ratioReturn relative to average drawdown | 6.15 | 5.73 | +0.43 |
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
| SSMKX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.91 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.28 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.53 | -0.03 |
Correlation
The correlation between SSMKX 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
SSMKX vs. FTSIX - Dividend Comparison
SSMKX's dividend yield for the trailing twelve months is around 5.16%, more than FTSIX's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SSMKX State Street Small/Mid Cap Equity Index Fund | 5.16% | 5.10% | 2.12% | 2.56% | 17.09% | 9.69% | 1.47% | 5.75% | 3.68% | 5.52% | 1.30% |
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% |
Drawdowns
SSMKX vs. FTSIX - Drawdown Comparison
The maximum SSMKX drawdown since its inception was -41.65%, roughly equal to the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for SSMKX and FTSIX.
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Drawdown Indicators
| SSMKX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.65% | -42.12% | +0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.48% | -13.29% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -35.19% | -27.57% | -7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.65% | — | — |
Current DrawdownCurrent decline from peak | -6.96% | -4.50% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -7.80% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.29% | +0.15% |
Volatility
SSMKX vs. FTSIX - Volatility Comparison
State Street Small/Mid Cap Equity Index Fund (SSMKX) has a higher volatility of 6.97% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that SSMKX'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
| SSMKX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 5.75% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 11.27% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 20.15% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 19.14% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.23% | 23.49% | -1.26% |