WOOPX vs. FTSIX

Last updated Aug 4, 2026

WOOPX (JPMorgan SMID Cap Equity Fund) and FTSIX (Fuller & Thaler Behavioral Small-Mid Core Equity Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, WOOPX returned 2.85%/yr vs 7.31%/yr for FTSIX. Their correlation of 0.94 means they have usually moved in the same direction. WOOPX charges 0.84%/yr vs 2.69%/yr for FTSIX.

Performance

WOOPX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SMID Cap Equity Fund (WOOPX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WOOPX achieves a 8.82% return, which is significantly lower than FTSIX's 18.91% return.

WOOPX

• 1D: 0.55%
• 1M: -1.83%
• 6M: 3.93%
• YTD: 8.82%
• 1Y: 8.09%
• 3Y*: 6.35%
• 5Y*: 2.85%
• 10Y*: 7.21%
• ALL TIME*: 9.09%

FTSIX

• 1D: -0.38%
• 1M: 0.15%
• 6M: 11.58%
• YTD: 18.91%
• 1Y: 29.14%
• 3Y*: 13.20%
• 5Y*: 7.31%
• 10Y*: —
• ALL TIME*: 13.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	$0.00	$0.00	$0.00
WOOPX JPMorgan SMID Cap Equity Fund	$0.00	$0.00	$0.00

WOOPX vs. FTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WOOPX JPMorgan SMID Cap Equity Fund	8.82%	-2.61%	11.33%	13.31%	-18.98%	23.19%	10.20%	26.22%	1.14%
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	18.91%	6.04%	11.86%	18.52%	-17.63%	25.29%	19.19%	26.72%	0.00%

Correlation

The correlation between WOOPX and FTSIX is 0.92, 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.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (All Time) Calculated using the full available price history since Dec 31, 2018	0.94

The correlation between WOOPX and FTSIX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

WOOPX vs. FTSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WOOPX

WOOPX Risk / Return Rank: 10
WOOPX Sharpe Ratio Rank: 10
WOOPX Sortino Ratio Rank: 11
WOOPX Omega Ratio Rank: 10
WOOPX Calmar Ratio Rank: 11
WOOPX Martin Ratio Rank: 11

FTSIX

FTSIX Risk / Return Rank: 80
FTSIX Sharpe Ratio Rank: 74
FTSIX Sortino Ratio Rank: 76
FTSIX Omega Ratio Rank: 68
FTSIX Calmar Ratio Rank: 94
FTSIX Martin Ratio Rank: 88

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WOOPX vs. FTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SMID Cap Equity Fund (WOOPX) 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.

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.

	WOOPX	FTSIX	Difference
Sharpe ratio: Return per unit of total volatility	0.43	1.79	-1.37
Sortino ratio: Return per unit of downside risk	0.75	2.65	-1.90
Omega ratio: Gain probability vs. loss probability	1.08	1.32	-0.23
Calmar ratio: Return relative to maximum drawdown	0.60	4.10	-3.50
Martin ratio: Return relative to average drawdown	1.56	11.96	-10.40

WOOPX vs. FTSIX - Sharpe Ratio Comparison

The current WOOPX Sharpe Ratio is 0.43, which is lower than the FTSIX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of WOOPX and FTSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WOOPX vs. FTSIX - Drawdown Comparison

The maximum WOOPX drawdown since its inception was -58.15%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for WOOPX and FTSIX.

Drawdown Indicators

	WOOPX	FTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-58.15%	-42.12%	-16.03%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-6.80%	-4.57%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	-23.30%	-0.07%
Max Drawdown (5Y) Largest decline over 5 years	-24.94%	-27.57%	+2.63%
Max Drawdown (10Y) Largest decline over 10 years	-41.30%	—	—
Current Drawdown Current decline from peak	-2.82%	-1.36%	-1.46%
Average Drawdown Average peak-to-trough decline	-8.18%	-7.51%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.39%	2.33%	+2.06%

Volatility

WOOPX vs. FTSIX - Volatility Comparison

JPMorgan SMID Cap Equity Fund (WOOPX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) have volatilities of 3.53% and 3.62%, 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.

Volatility by Period

	WOOPX	FTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	3.62%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	11.27%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	16.20%	15.56%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.84%	19.02%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.14%	23.17%	-3.03%

WOOPX vs. FTSIX - Expense Ratio Comparison

WOOPX has a 0.84% expense ratio, which is lower than FTSIX's 2.69% expense ratio.

Dividends

WOOPX vs. FTSIX - Dividend Comparison

WOOPX's dividend yield for the trailing twelve months is around 6.42%, more than FTSIX's 0.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	0.54%	0.64%	0.84%	0.85%	0.95%	5.50%	0.35%	2.16%	0.00%	0.00%	0.00%	0.00%
WOOPX JPMorgan SMID Cap Equity Fund	6.42%	6.98%	1.62%	0.49%	12.28%	20.40%	3.88%	11.31%	26.09%	7.74%	0.72%	9.47%

Frequently Asked Questions

Can I hold both WOOPX and FTSIX in my portfolio?

With a correlation of 0.92, WOOPX and FTSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WOOPX or FTSIX?

FTSIX has higher volatility (3.62%) compared to WOOPX (3.53%). In terms of maximum drawdown, WOOPX dropped -58.15% vs FTSIX's -42.12%.

Which has better risk-adjusted returns?

FTSIX currently has the higher Sharpe Ratio (1.79 vs 0.43), 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.