VKSFX vs. FTHMX
VKSFX (Virtus KAR Small-Mid Cap Value Fund) and FTHMX (FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares) are both Mid Cap Blend Equities funds. Over the past year, VKSFX returned -3.48% vs 24.06% for FTHMX. Their correlation of 0.86 suggests significant overlap in exposure. VKSFX charges 0.94%/yr vs 0.83%/yr for FTHMX.
Performance
VKSFX vs. FTHMX - Performance Comparison
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Returns By Period
In the year-to-date period, VKSFX achieves a -1.50% return, which is significantly lower than FTHMX's 14.12% return.
VKSFX
- 1D
- -0.10%
- 1M
- 0.41%
- YTD
- -1.50%
- 6M
- -3.42%
- 1Y
- -3.48%
- 3Y*
- 5.90%
- 5Y*
- —
- 10Y*
- —
FTHMX
- 1D
- -1.02%
- 1M
- 0.50%
- YTD
- 14.12%
- 6M
- 12.33%
- 1Y
- 24.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VKSFX vs. FTHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VKSFX Virtus KAR Small-Mid Cap Value Fund | -1.50% | -3.61% | 10.24% | 12.41% |
FTHMX FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares | 14.12% | 12.89% | 12.48% | 11.60% |
Correlation
The correlation between VKSFX and FTHMX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2023 | 0.86 |
The correlation between VKSFX and FTHMX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
VKSFX vs. FTHMX — Risk / Return Rank
VKSFX
FTHMX
VKSFX vs. FTHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Value Fund (VKSFX) and FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VKSFX | FTHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 3.95 | -4.23 |
| Martin ratioReturn relative to average drawdown | -0.54 | 13.69 | -14.23 |
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Drawdowns
VKSFX vs. FTHMX - Drawdown Comparison
The maximum VKSFX drawdown since its inception was -25.46%, which is greater than FTHMX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for VKSFX and FTHMX.
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Drawdown Indicators
| VKSFX | FTHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -20.45% | -5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -6.33% | -5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | — | — |
Current DrawdownCurrent decline from peak | -12.61% | -2.13% | -10.48% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -2.99% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 1.82% | +4.11% |
Volatility
VKSFX vs. FTHMX - Volatility Comparison
The current volatility for Virtus KAR Small-Mid Cap Value Fund (VKSFX) is 3.01%, while FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX) has a volatility of 4.05%. This indicates that VKSFX experiences smaller price fluctuations and is considered to be less risky than FTHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VKSFX | FTHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 4.05% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 9.77% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 12.97% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 15.42% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 15.42% | +2.67% |
VKSFX vs. FTHMX - Expense Ratio Comparison
VKSFX has a 0.94% expense ratio, which is higher than FTHMX's 0.83% expense ratio.
Dividends
VKSFX vs. FTHMX - Dividend Comparison
VKSFX's dividend yield for the trailing twelve months is around 0.24%, less than FTHMX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FTHMX FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares | 0.29% | 0.33% | 0.28% | 0.18% | 0.00% | 0.00% |
VKSFX Virtus KAR Small-Mid Cap Value Fund | 0.24% | 0.23% | 0.54% | 0.70% | 0.46% | 0.48% |
Frequently Asked Questions
VKSFX and FTHMX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTHMX has higher volatility (4.05%) compared to VKSFX (3.01%). In terms of maximum drawdown, VKSFX dropped -25.46% vs FTHMX's -20.45%.
FTHMX currently has the higher Sharpe Ratio (1.93 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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