- CUSIP
- 14064D493
- Issuer
- FullerThaler
- Inception Date
- Oct 2, 2023
- Region
- North America (United States)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Min. Investment
- $100,000
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FTHMX Performance Chart
FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX) is up 14.5% since the beginning of the year. FTHMX is currently trading at $32 per share.
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Returns By Period
FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX) has returned 14.47% so far this year and 26.54% over the past 12 months.
FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares
- 1D
- -0.09%
- 1M
- 0.81%
- YTD
- 14.47%
- 6M
- 13.63%
- 1Y
- 26.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
FTHMX Monthly Returns History
Based on dividend-adjusted daily data since Oct 2, 2023, FTHMX's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, an investment would double in approximately 3.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +8.4%, while the worst month was Dec 2024 at -7.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FTHMX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 3, 2025 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.44% | 3.54% | -3.32% | 7.14% | 1.04% | 0.19% | 14.47% | ||||||
| 2025 | 3.76% | -4.05% | -3.86% | -0.59% | 5.26% | 4.16% | 2.69% | 1.87% | 1.69% | -0.87% | 2.44% | 0.18% | 12.89% |
| 2024 | 0.04% | 5.47% | 5.61% | -6.08% | 2.02% | -1.13% | 5.48% | 0.60% | 2.48% | -1.72% | 7.44% | -7.22% | 12.48% |
| 2023 | -3.25% | 8.42% | 6.39% | 11.60% |
Benchmark Metrics
FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares has an annualized alpha of 1.02%, beta of 0.84, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since October 02, 2023.
- This fund participated in 101.91% of S&P 500 Index downside but only 91.19% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.02%
- Beta
- 0.84
- R²
- 0.70
- Upside Capture
- 91.19%
- Downside Capture
- 101.91%
Expense Ratio
FTHMX has an expense ratio of 0.83%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FTHMX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX) and compare them to S&P 500 Index.
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.
| FTHMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 2.66 | +1.65 |
| Martin ratioReturn relative to average drawdown | 14.99 | 11.86 | +3.12 |
Dividends
Dividend History
FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares provided a 0.29% dividend yield over the last twelve months, with an annual payout of $0.09 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.09 | $0.09 | $0.07 | $0.04 |
Dividend yield | 0.29% | 0.33% | 0.28% | 0.18% |
Monthly Dividends
The table displays the monthly dividend distributions for FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
| 2023 | $0.04 | $0.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares was 20.45%, occurring on Apr 8, 2025. Recovery took 72 trading sessions.
The current FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares drawdown is 1.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -20.45%Apr 2025 | 4mo 12d | 3mo 16d | 7mo 28dNov 2024 - Jul 2025 |
2023 pullback2023 | -6.97%Oct 2023 | 15d | 18d | 1mo 3dOct 2023 - Nov 2023 |
2024 pullback2024 | -6.93%Aug 2024 | 4mo 8d | 16d | 4mo 24dApr 2024 - Aug 2024 |
2026 pullback2026 | -6.33%Mar 2026 | 25d | 25d | 1mo 20dFeb 2026 - Apr 2026 |
2025 pullback2025 | -4.22%Nov 2025 | 2mo 9d | 6d | 2mo 15dSep 2025 - Nov 2025 |
Drawdown Indicators
| FTHMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.45% | -56.78% | +36.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -9.10% | +2.77% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.83% | -2.49% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -3.00% | -10.72% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.03% | -0.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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