VSPMX vs. FTSIX
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
VSPMX is managed by Vanguard. It was launched on Mar 28, 2011. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
VSPMX vs. FTSIX - Performance Comparison
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VSPMX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VSPMX Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares | -0.37% | 7.11% | 12.83% | 17.42% | -13.12% | 24.66% | 13.53% | 26.12% |
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, VSPMX achieves a -0.37% return, which is significantly lower than FTSIX's 3.61% return.
VSPMX
- 1D
- -0.82%
- 1M
- -8.03%
- YTD
- -0.37%
- 6M
- 1.27%
- 1Y
- 14.05%
- 3Y*
- 10.85%
- 5Y*
- 6.18%
- 10Y*
- 10.11%
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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VSPMX vs. FTSIX - Expense Ratio Comparison
VSPMX has a 0.08% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
VSPMX vs. FTSIX — Risk / Return Rank
VSPMX
FTSIX
VSPMX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) 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.
| VSPMX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.80 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.27 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.06 | -0.20 |
Martin ratioReturn relative to average drawdown | 3.77 | 4.30 | -0.54 |
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
| VSPMX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.80 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.27 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.51 | +0.07 |
Correlation
The correlation between VSPMX and FTSIX is 0.96, 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
VSPMX vs. FTSIX - Dividend Comparison
VSPMX's dividend yield for the trailing twelve months is around 1.40%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSPMX Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares | 1.40% | 1.07% | 1.32% | 1.26% | 1.59% | 1.15% | 1.24% | 1.49% | 1.64% | 1.27% | 1.54% | 1.52% |
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
VSPMX vs. FTSIX - Drawdown Comparison
The maximum VSPMX drawdown since its inception was -42.04%, roughly equal to the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for VSPMX and FTSIX.
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Drawdown Indicators
| VSPMX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.04% | -42.12% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -13.29% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -27.57% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.04% | — | — |
Current DrawdownCurrent decline from peak | -8.82% | -6.80% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -7.80% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.27% | -0.03% |
Volatility
VSPMX vs. FTSIX - Volatility Comparison
Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) has a higher volatility of 5.75% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that VSPMX'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.
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Volatility by Period
| VSPMX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.08% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 11.04% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.83% | 20.05% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 19.10% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 23.47% | -2.50% |