UMCVX vs. FTVNX
Compare and contrast key facts about Invesco V.I. American Value Fund (UMCVX) and Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX).
UMCVX is managed by Invesco. It was launched on Jan 1, 1997. FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017.
Performance
UMCVX vs. FTVNX - Performance Comparison
Loading graphics...
UMCVX vs. FTVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UMCVX Invesco V.I. American Value Fund | 6.17% | 21.17% | 30.42% | 15.70% | -2.53% | 27.96% | 1.15% | 24.95% | -16.99% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -0.12% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
Returns By Period
In the year-to-date period, UMCVX achieves a 6.17% return, which is significantly higher than FTVNX's -0.12% return.
UMCVX
- 1D
- 2.88%
- 1M
- -7.04%
- YTD
- 6.17%
- 6M
- 11.98%
- 1Y
- 36.13%
- 3Y*
- 26.35%
- 5Y*
- 15.92%
- 10Y*
- 13.12%
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
UMCVX vs. FTVNX - Expense Ratio Comparison
UMCVX has a 0.89% expense ratio, which is lower than FTVNX's 1.31% expense ratio.
Return for Risk
UMCVX vs. FTVNX — Risk / Return Rank
UMCVX
FTVNX
UMCVX vs. FTVNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco V.I. American Value Fund (UMCVX) and Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX). 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.
| UMCVX | FTVNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.02 | +1.53 |
Sortino ratioReturn per unit of downside risk | 2.09 | 0.19 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.02 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.08 | +2.24 |
Martin ratioReturn relative to average drawdown | 9.88 | 0.19 | +9.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| UMCVX | FTVNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.02 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.27 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.32 | +0.09 |
Correlation
The correlation between UMCVX and FTVNX is 0.86, 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
UMCVX vs. FTVNX - Dividend Comparison
UMCVX's dividend yield for the trailing twelve months is around 15.78%, more than FTVNX's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMCVX Invesco V.I. American Value Fund | 15.78% | 16.76% | 3.11% | 25.58% | 23.66% | 0.42% | 1.65% | 8.19% | 19.87% | 1.91% | 5.79% | 15.77% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.60% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
UMCVX vs. FTVNX - Drawdown Comparison
The maximum UMCVX drawdown since its inception was -59.30%, which is greater than FTVNX's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for UMCVX and FTVNX.
Loading graphics...
Drawdown Indicators
| UMCVX | FTVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.30% | -42.81% | -16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -14.52% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -20.46% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -45.77% | — | — |
Current DrawdownCurrent decline from peak | -7.09% | -8.13% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -6.31% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 6.07% | -2.40% |
Volatility
UMCVX vs. FTVNX - Volatility Comparison
Invesco V.I. American Value Fund (UMCVX) has a higher volatility of 7.58% compared to Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) at 4.58%. This indicates that UMCVX's price experiences larger fluctuations and is considered to be riskier than FTVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| UMCVX | FTVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 4.58% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.67% | 12.40% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.60% | 21.23% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 18.30% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.10% | 21.77% | +3.33% |