VSCPX vs. FTHSX
VSCPX (Vanguard Small-Cap Index Fund Institutional Plus Shares) and FTHSX (FullerThaler Behavioral Small-Cap Equity Fund Class I) are both Small Cap Blend Equities funds. Over the past 10 years, VSCPX returned 11.08%/yr vs 14.27%/yr for FTHSX. Their correlation of 0.94 means they have usually moved in the same direction. VSCPX charges 0.03%/yr vs 0.76%/yr for FTHSX.
Performance
VSCPX vs. FTHSX - Performance Comparison
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Returns By Period
In the year-to-date period, VSCPX achieves a 15.19% return, which is significantly lower than FTHSX's 17.00% return. Over the past 10 years, VSCPX has underperformed FTHSX with an annualized return of 11.08%, while FTHSX has yielded a comparatively higher 14.27% annualized return.
VSCPX
- 1D
- -0.24%
- 1M
- -1.80%
- 6M
- 9.28%
- YTD
- 15.19%
- 1Y
- 25.86%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 11.04%
FTHSX
- 1D
- -0.09%
- 1M
- 1.86%
- 6M
- 11.44%
- YTD
- 17.00%
- 1Y
- 28.89%
- 3Y*
- 18.27%
- 5Y*
- 12.95%
- 10Y*
- 14.27%
- ALL TIME*
- 13.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VSCPX vs. FTHSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 15.19% | 8.86% | 12.98% | 19.52% | -17.59% | 17.75% | 19.09% | 27.40% | -9.31% | 16.27% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 17.00% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
Correlation
The correlation between VSCPX and FTHSX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2015 | 0.94 |
The correlation between VSCPX and FTHSX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
VSCPX vs. FTHSX — Risk / Return Rank
VSCPX
FTHSX
VSCPX vs. FTHSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). 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.
| VSCPX | FTHSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.89 | -0.22 |
| Martin ratioReturn relative to average drawdown | 9.79 | 10.41 | -0.62 |
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Drawdowns
VSCPX vs. FTHSX - Drawdown Comparison
The maximum VSCPX drawdown since its inception was -41.81%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for VSCPX and FTHSX.
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Drawdown Indicators
| VSCPX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -37.74% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -9.42% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -25.25% | -24.58% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -24.58% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -41.81% | -37.74% | -4.07% |
Current DrawdownCurrent decline from peak | -2.58% | -0.59% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -5.57% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.61% | -0.17% |
Volatility
VSCPX vs. FTHSX - Volatility Comparison
Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) have volatilities of 3.29% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSCPX | FTHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.36% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 10.74% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 14.89% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.66% | 18.78% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 20.07% | +1.45% |
VSCPX vs. FTHSX - Expense Ratio Comparison
VSCPX has a 0.03% expense ratio, which is lower than FTHSX's 0.76% expense ratio.
Dividends
VSCPX vs. FTHSX - Dividend Comparison
VSCPX's dividend yield for the trailing twelve months is around 1.24%, more than FTHSX's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.46% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 1.24% | 1.35% | 1.32% | 1.56% | 1.56% | 1.26% | 1.16% | 1.41% | 1.69% | 1.37% | 1.52% | 1.51% |
Frequently Asked Questions
VSCPX and FTHSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTHSX has higher volatility (3.36%) compared to VSCPX (3.29%). In terms of maximum drawdown, VSCPX dropped -41.81% vs FTHSX's -37.74%.
FTHSX currently has the higher Sharpe Ratio (1.83 vs 1.46), 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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