VMVIX vs. FTVNX
Compare and contrast key facts about Vanguard Mid-Cap Value Index Fund (VMVIX) and Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX).
VMVIX is managed by Vanguard. It was launched on Aug 17, 2006. FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017.
Performance
VMVIX vs. FTVNX - Performance Comparison
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VMVIX vs. FTVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VMVIX Vanguard Mid-Cap Value Index Fund | 2.87% | 11.22% | 13.48% | 10.00% | -8.00% | 28.60% | 2.33% | 27.85% | -15.74% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -1.81% | -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, VMVIX achieves a 2.87% return, which is significantly higher than FTVNX's -1.81% return.
VMVIX
- 1D
- -0.35%
- 1M
- -6.11%
- YTD
- 2.87%
- 6M
- 4.99%
- 1Y
- 15.27%
- 3Y*
- 12.77%
- 5Y*
- 8.26%
- 10Y*
- 9.82%
FTVNX
- 1D
- 0.44%
- 1M
- -7.52%
- YTD
- -1.81%
- 6M
- -2.92%
- 1Y
- -1.25%
- 3Y*
- 6.76%
- 5Y*
- 4.71%
- 10Y*
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VMVIX vs. FTVNX - Expense Ratio Comparison
VMVIX has a 0.19% expense ratio, which is lower than FTVNX's 1.31% expense ratio.
Return for Risk
VMVIX vs. FTVNX — Risk / Return Rank
VMVIX
FTVNX
VMVIX vs. FTVNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund (VMVIX) 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.
| VMVIX | FTVNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | -0.03 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.12 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.01 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.16 | +1.36 |
Martin ratioReturn relative to average drawdown | 5.63 | -0.37 | +6.00 |
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
| VMVIX | FTVNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.03 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.26 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between VMVIX and FTVNX is 0.94, 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
VMVIX vs. FTVNX - Dividend Comparison
VMVIX's dividend yield for the trailing twelve months is around 1.90%, more than FTVNX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVIX Vanguard Mid-Cap Value Index Fund | 1.90% | 1.42% | 1.99% | 2.15% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.62% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
VMVIX vs. FTVNX - Drawdown Comparison
The maximum VMVIX drawdown since its inception was -61.61%, which is greater than FTVNX's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for VMVIX and FTVNX.
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Drawdown Indicators
| VMVIX | FTVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -42.81% | -18.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -14.52% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -20.46% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | — | — |
Current DrawdownCurrent decline from peak | -6.20% | -9.68% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -6.31% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 6.06% | -3.41% |
Volatility
VMVIX vs. FTVNX - Volatility Comparison
The current volatility for Vanguard Mid-Cap Value Index Fund (VMVIX) is 3.82%, while Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) has a volatility of 4.09%. This indicates that VMVIX experiences smaller price fluctuations and is considered to be less risky than FTVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VMVIX | FTVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.09% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 12.28% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 21.20% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 18.29% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 21.77% | -2.97% |