VMCPX vs. FTSIX
Compare and contrast key facts about Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
VMCPX is managed by Vanguard. It was launched on Dec 15, 2010. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
VMCPX vs. FTSIX - Performance Comparison
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VMCPX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | -2.79% | 11.70% | 14.68% | 16.55% | -18.68% | 24.54% | 18.20% | 31.06% |
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, VMCPX achieves a -2.79% return, which is significantly lower than FTSIX's 3.61% return.
VMCPX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.79%
- 6M
- -3.58%
- 1Y
- 10.32%
- 3Y*
- 11.80%
- 5Y*
- 6.52%
- 10Y*
- 10.44%
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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VMCPX vs. FTSIX - Expense Ratio Comparison
VMCPX has a 0.03% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
VMCPX vs. FTSIX — Risk / Return Rank
VMCPX
FTSIX
VMCPX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) 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.
| VMCPX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.80 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.27 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.06 | -0.33 |
Martin ratioReturn relative to average drawdown | 3.40 | 4.30 | -0.90 |
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
| VMCPX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.80 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.27 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.07 |
Correlation
The correlation between VMCPX and FTSIX is 0.92, 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
VMCPX vs. FTSIX - Dividend Comparison
VMCPX's dividend yield for the trailing twelve months is around 1.55%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 1.55% | 1.53% | 1.50% | 1.52% | 1.61% | 1.13% | 1.45% | 1.49% | 1.84% | 1.37% | 1.47% | 1.50% |
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
VMCPX vs. FTSIX - Drawdown Comparison
The maximum VMCPX drawdown since its inception was -39.30%, smaller than the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for VMCPX and FTSIX.
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Drawdown Indicators
| VMCPX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -42.12% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -13.29% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.54% | -27.57% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | — | — |
Current DrawdownCurrent decline from peak | -8.13% | -6.80% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -7.80% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.27% | -0.53% |
Volatility
VMCPX vs. FTSIX - Volatility Comparison
The current volatility for Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) is 4.23%, while Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a volatility of 5.08%. This indicates that VMCPX 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
| VMCPX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.08% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 11.04% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 20.05% | -2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 19.10% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 23.47% | -4.57% |