VEMPX vs. FTSIX
Compare and contrast key facts about Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
VEMPX is managed by Vanguard. It was launched on Jan 14, 2011. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
VEMPX vs. FTSIX - Performance Comparison
Loading graphics...
VEMPX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -1.26% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% |
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, VEMPX achieves a -1.26% return, which is significantly lower than FTSIX's 6.17% return.
VEMPX
- 1D
- 3.43%
- 1M
- -5.35%
- YTD
- -1.26%
- 6M
- -1.36%
- 1Y
- 20.17%
- 3Y*
- 15.09%
- 5Y*
- 4.01%
- 10Y*
- 10.95%
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEMPX vs. FTSIX - Expense Ratio Comparison
VEMPX has a 0.04% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
VEMPX vs. FTSIX — Risk / Return Rank
VEMPX
FTSIX
VEMPX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) 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.
| VEMPX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.91 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.41 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.42 | -0.02 |
Martin ratioReturn relative to average drawdown | 5.71 | 5.73 | -0.01 |
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
| VEMPX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.91 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.28 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.53 | -0.03 |
Correlation
The correlation between VEMPX 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
VEMPX vs. FTSIX - Dividend Comparison
VEMPX's dividend yield for the trailing twelve months is around 1.19%, more than FTSIX's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.19% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
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
VEMPX vs. FTSIX - Drawdown Comparison
The maximum VEMPX drawdown since its inception was -41.62%, roughly equal to the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for VEMPX and FTSIX.
Loading graphics...
Drawdown Indicators
| VEMPX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -42.12% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -13.29% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -36.32% | -27.57% | -8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | — | — |
Current DrawdownCurrent decline from peak | -7.17% | -4.50% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -7.80% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.29% | +0.28% |
Volatility
VEMPX vs. FTSIX - Volatility Comparison
Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 7.02% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that VEMPX'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.
Loading graphics...
Volatility by Period
| VEMPX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 5.75% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 11.27% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 20.15% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 19.14% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 23.49% | -1.16% |