VEXAX vs. FTSIX
Compare and contrast key facts about Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
VEXAX is managed by Vanguard. It was launched on Nov 13, 2000. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
VEXAX vs. FTSIX - Performance Comparison
Loading graphics...
VEXAX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEXAX Vanguard Extended Market Index Fund Admiral Shares | -4.54% | 11.42% | 15.47% | 26.95% | -26.46% | 12.45% | 32.22% | 28.03% |
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, VEXAX achieves a -4.54% return, which is significantly lower than FTSIX's 3.61% return.
VEXAX
- 1D
- -1.04%
- 1M
- -7.75%
- YTD
- -4.54%
- 6M
- -4.39%
- 1Y
- 16.80%
- 3Y*
- 13.78%
- 5Y*
- 3.65%
- 10Y*
- 10.55%
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEXAX vs. FTSIX - Expense Ratio Comparison
VEXAX has a 0.06% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
VEXAX vs. FTSIX — Risk / Return Rank
VEXAX
FTSIX
VEXAX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) 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.
| VEXAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.80 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.27 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.06 | -0.11 |
Martin ratioReturn relative to average drawdown | 3.91 | 4.30 | -0.39 |
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
| VEXAX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.80 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.27 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.51 | -0.17 |
Correlation
The correlation between VEXAX 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
VEXAX vs. FTSIX - Dividend Comparison
VEXAX's dividend yield for the trailing twelve months is around 1.22%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 1.22% | 1.14% | 1.09% | 1.25% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
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
VEXAX vs. FTSIX - Drawdown Comparison
The maximum VEXAX drawdown since its inception was -58.08%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for VEXAX and FTSIX.
Loading graphics...
Drawdown Indicators
| VEXAX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.08% | -42.12% | -15.96% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -13.29% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -27.57% | -8.76% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | — | — |
Current DrawdownCurrent decline from peak | -10.25% | -6.80% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -7.80% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.27% | +0.27% |
Volatility
VEXAX vs. FTSIX - Volatility Comparison
Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 6.02% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that VEXAX'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
| VEXAX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.08% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 11.04% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 20.05% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 19.10% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.30% | 23.47% | -1.17% |