Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX)
The fund invests at least 80% of its net assets (plus borrowings for investment purposes) in common stocks of small capitalization companies based in the U.S. The fund managers consider a company to be based in the U.S. if it is publicly traded in the U.S. and it satisfies one or more of the following additional criteria: it is incorporated in the U.S., it is headquartered in the U.S., its reported assets are primarily located in the U.S., or it derives the majority of its revenue from the U.S.
Fund Info
US14064D8810
14064D881
Sep 8, 2011
$1,000
Small-Cap
Blend
Share Price Chart
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Performance
Performance Chart
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.
Returns By Period
Fuller & Thaler Behavioral Small-Cap Equity Fund had a return of 26.39% year-to-date (YTD) and 37.98% in the last 12 months.
FTHNX
26.39%
7.85%
15.20%
37.98%
15.22%
N/A
^GSPC (Benchmark)
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Monthly Returns
The table below presents the monthly returns of FTHNX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.19% | 7.13% | 3.89% | -5.53% | 4.04% | -2.31% | 8.22% | 0.02% | 1.99% | -0.47% | 26.39% | ||
| 2023 | 7.33% | -0.49% | -2.81% | -2.19% | -3.32% | 9.99% | 4.66% | -2.60% | -3.44% | -3.56% | 8.46% | 8.95% | 21.12% |
| 2022 | -6.38% | -0.74% | -0.80% | -5.68% | 3.98% | -7.65% | 9.84% | -3.60% | -6.50% | 11.23% | 6.13% | -5.90% | -8.18% |
| 2021 | 1.04% | 9.80% | 7.87% | 2.29% | 1.39% | -1.29% | 0.08% | 3.17% | -4.13% | 3.61% | -2.77% | 3.12% | 25.99% |
| 2020 | -3.16% | -9.23% | -15.98% | 10.71% | 4.63% | 2.49% | 4.36% | 2.93% | -4.76% | 0.53% | 14.07% | 6.98% | 10.05% |
| 2019 | 8.73% | 4.62% | -1.65% | 5.50% | -7.75% | 7.33% | 1.57% | -4.59% | 3.69% | 2.64% | 3.58% | 2.34% | 27.74% |
| 2018 | 2.31% | -5.94% | 0.80% | -0.92% | 5.69% | 1.44% | 2.60% | 3.22% | -2.08% | -11.80% | 2.67% | -10.55% | -13.45% |
| 2017 | -0.33% | 2.24% | 1.30% | 2.44% | -1.80% | 2.10% | 0.63% | -0.85% | 7.32% | 1.42% | 1.77% | 0.05% | 17.25% |
| 2016 | -6.62% | 2.10% | 7.40% | 1.56% | 1.00% | 2.57% | 4.89% | 0.54% | 0.59% | -1.99% | 11.06% | 4.17% | 29.59% |
| 2015 | 0.97% | 1.61% | -17.88% | -15.74% |
Expense Ratio
FTHNX has a high expense ratio of 1.03%, indicating higher-than-average management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FTHNX is 73, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Fuller & Thaler Behavioral Small-Cap Equity Fund provided a 0.60% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.16 | $0.06 | $0.03 | $0.03 | $0.05 | $0.02 | $0.08 | $0.27 |
Dividend yield | 0.60% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2015 | $0.27 | $0.27 |
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.
Worst Drawdowns
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 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.78% | Jan 17, 2020 | 45 | Mar 23, 2020 | 166 | Nov 16, 2020 | 211 |
| -28.86% | Nov 9, 2015 | 65 | Feb 11, 2016 | 197 | Nov 21, 2016 | 262 |
| -25.56% | Sep 12, 2018 | 72 | Dec 24, 2018 | 246 | Dec 16, 2019 | 318 |
| -22.31% | Nov 8, 2021 | 153 | Jun 16, 2022 | 272 | Jul 19, 2023 | 425 |
| -11.45% | Jul 21, 2023 | 68 | Oct 25, 2023 | 26 | Dec 1, 2023 | 94 |
Volatility
Volatility Chart
The current Fuller & Thaler Behavioral Small-Cap Equity Fund volatility is 6.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.