See what your fund actually adds
FullerThaler Behavioral Mid-Cap Value Fund Investor Shares FTVNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FTVNX | Replication |
|---|---|---|
| Annualized growth | 3.3% | 7.8% |
| Annualized volatility | 17.9% | 16.7% |
| Sharpe ratio | 0.27 | 0.53 |
| Maximum drawdown | 17.8% | 20.5% |
| Replication fit (R²) | 0.91 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model FTVNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 51.4% |
| XLF | Sector · Financials | 17.2% |
| SCHD | Factor · Dividend | 17.0% |
| VNQ | Sector · Real Estate | 8.0% |
| XLB | Sector · Materials | 6.4% |