Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX)

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The chart shows the growth of an initial investment of $10,000 in Fuller & Thaler Behavioral Small-Cap Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has returned -1.81% so far this year and 18.03% over the past 12 months. Looking at the last ten years, FTHNX has achieved an annualized return of 12.82%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Oct 28, 2015, FTHNX's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FTHNX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -10.4%.

Fuller & Thaler Behavioral Small-Cap Equity Fund has an annualized alpha of 1.65%, beta of 0.96, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 29, 2015.

• This fund captured 107.77% of S&P 500 Index gains and 104.76% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• With beta of 0.96 and R² of 0.74, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

FTHNX has a high expense ratio of 1.03%, indicating above-average management fees.

FTHNX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and compare them to a chosen benchmark (S&P 500 Index).

Fuller & Thaler Behavioral Small-Cap Equity Fund provided a 0.29% dividend yield over the last twelve months, with an annual payout of $0.14 per share.

The table displays the monthly dividend distributions for Fuller & Thaler Behavioral Small-Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Fuller & Thaler Behavioral Small-Cap Equity Fund. 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 Fuller & Thaler Behavioral Small-Cap Equity Fund was 37.78%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Fuller & Thaler Behavioral Small-Cap Equity Fund drawdown is 9.44%.

The chart below shows the rolling one-month volatility.