WHGMX vs. FTSIX
Compare and contrast key facts about Westwood Quality SMidCap Fund (WHGMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
WHGMX is managed by Westwood. It was launched on Dec 19, 2005. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
WHGMX vs. FTSIX - Performance Comparison
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WHGMX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WHGMX Westwood Quality SMidCap Fund | 5.51% | 8.40% | 10.41% | 17.78% | -10.35% | 21.39% | 5.41% | 29.42% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 6.17% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, WHGMX achieves a 5.51% return, which is significantly lower than FTSIX's 6.17% return.
WHGMX
- 1D
- 2.56%
- 1M
- -6.51%
- YTD
- 5.51%
- 6M
- 6.06%
- 1Y
- 20.05%
- 3Y*
- 12.88%
- 5Y*
- 7.54%
- 10Y*
- 9.34%
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
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WHGMX vs. FTSIX - Expense Ratio Comparison
WHGMX has a 0.88% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
WHGMX vs. FTSIX — Risk / Return Rank
WHGMX
FTSIX
WHGMX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SMidCap Fund (WHGMX) 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.
| WHGMX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.91 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.41 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.42 | +0.05 |
Martin ratioReturn relative to average drawdown | 5.67 | 5.73 | -0.05 |
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
| WHGMX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.91 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.28 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.53 | -0.09 |
Correlation
The correlation between WHGMX and FTSIX is 0.93, 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
WHGMX vs. FTSIX - Dividend Comparison
WHGMX's dividend yield for the trailing twelve months is around 4.92%, more than FTSIX's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHGMX Westwood Quality SMidCap Fund | 4.92% | 5.19% | 1.21% | 2.92% | 1.52% | 16.39% | 2.83% | 11.93% | 19.09% | 12.12% | 1.40% | 7.40% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.61% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WHGMX vs. FTSIX - Drawdown Comparison
The maximum WHGMX drawdown since its inception was -47.99%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for WHGMX and FTSIX.
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Drawdown Indicators
| WHGMX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.99% | -42.12% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -13.29% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -23.78% | -27.57% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | — | — |
Current DrawdownCurrent decline from peak | -6.76% | -4.50% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -7.80% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.29% | +0.31% |
Volatility
WHGMX vs. FTSIX - Volatility Comparison
Westwood Quality SMidCap Fund (WHGMX) has a higher volatility of 6.09% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that WHGMX'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
| WHGMX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 5.75% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 11.27% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 20.15% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 19.14% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 23.49% | -3.24% |