TSMDX vs. FTSIX
Compare and contrast key facts about Trillium ESG Small/Mid Cap Fund (TSMDX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
TSMDX is managed by Trillium Mutual Funds. It was launched on Aug 31, 2015. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
TSMDX vs. FTSIX - Performance Comparison
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TSMDX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TSMDX Trillium ESG Small/Mid Cap Fund | -6.73% | 7.85% | 7.73% | 9.42% | -17.85% | 23.18% | 15.93% | 25.84% |
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, TSMDX achieves a -6.73% return, which is significantly lower than FTSIX's 3.61% return.
TSMDX
- 1D
- -2.06%
- 1M
- -9.77%
- YTD
- -6.73%
- 6M
- -3.30%
- 1Y
- 8.09%
- 3Y*
- 4.16%
- 5Y*
- 1.44%
- 10Y*
- 7.55%
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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TSMDX vs. FTSIX - Expense Ratio Comparison
TSMDX has a 1.36% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
TSMDX vs. FTSIX — Risk / Return Rank
TSMDX
FTSIX
TSMDX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Small/Mid Cap Fund (TSMDX) 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.
| TSMDX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.80 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.27 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.06 | -1.14 |
Martin ratioReturn relative to average drawdown | -0.25 | 4.30 | -4.55 |
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
| TSMDX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.80 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.27 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.51 | -0.18 |
Correlation
The correlation between TSMDX and FTSIX is 0.89, 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
TSMDX vs. FTSIX - Dividend Comparison
TSMDX has not paid dividends to shareholders, while FTSIX's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TSMDX Trillium ESG Small/Mid Cap Fund | 0.00% | 0.00% | 6.29% | 2.47% | 2.80% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.57% |
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% |
Drawdowns
TSMDX vs. FTSIX - Drawdown Comparison
The maximum TSMDX drawdown since its inception was -40.15%, roughly equal to the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for TSMDX and FTSIX.
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Drawdown Indicators
| TSMDX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -42.12% | +1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -13.29% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.54% | -27.57% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | — | — |
Current DrawdownCurrent decline from peak | -11.65% | -6.80% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -7.80% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.71% | 3.27% | +3.44% |
Volatility
TSMDX vs. FTSIX - Volatility Comparison
The current volatility for Trillium ESG Small/Mid Cap Fund (TSMDX) is 3.90%, while Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a volatility of 5.08%. This indicates that TSMDX 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
| TSMDX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 5.08% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 11.04% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.38% | 20.05% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 19.10% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 23.47% | -2.85% |