- ISIN
- US14064D8810
- CUSIP
- 14064D881
- Inception Date
- Sep 8, 2011
- Category
- Small Cap Blend Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FTHNX Performance Chart
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is up 16.9% since the beginning of the year. FTHNX is currently trading at $58 per share. Investors who bought $1,000 worth of FTHNX shares 5 years ago would now be looking at an investment worth $1,813.
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Returns By Period
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has returned 16.92% so far this year and 28.63% over the past 12 months. Over the last decade, FTHNX has posted an annualized return of 13.81%, slightly higher than the S&P 500 Index benchmark’s 13.26%.
Fuller & Thaler Behavioral Small-Cap Equity Fund
- 1D
- 0.55%
- 1M
- 1.93%
- 6M
- 12.96%
- YTD
- 16.92%
- 1Y
- 28.63%
- 3Y*
- 17.81%
- 5Y*
- 12.64%
- 10Y*
- 13.81%
- ALL TIME*
- 13.47%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FTHNX Monthly Returns History
Based on dividend-adjusted daily data since Oct 28, 2015, FTHNX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.
Historically, 64% of months were positive and 36% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.50% | 3.01% | -5.66% | 9.02% | 0.28% | 4.72% | 1.54% | 16.92% | |||||
| 2025 | 2.85% | -4.64% | -5.25% | -0.60% | 4.68% | 3.01% | 3.37% | 5.70% | 1.32% | -1.54% | 2.31% | 0.56% | 11.69% |
| 2024 | -0.19% | 7.13% | 3.89% | -5.53% | 4.04% | -2.31% | 8.22% | 0.02% | 1.99% | -0.47% | 8.14% | -8.61% | 15.81% |
| 2023 | 7.33% | -0.49% | -2.81% | -2.19% | -3.32% | 9.99% | 4.66% | -2.60% | -3.44% | -3.56% | 8.46% | 9.91% | 22.18% |
| 2022 | -6.38% | -0.74% | -0.80% | -5.68% | 3.98% | -7.65% | 9.84% | -3.60% | -6.50% | 11.23% | 6.13% | -5.44% | -7.73% |
| 2021 | 1.04% | 9.80% | 7.87% | 2.29% | 1.39% | -1.29% | 0.08% | 3.17% | -4.13% | 3.61% | -2.77% | 6.76% | 30.44% |
Benchmark Metrics
Fuller & Thaler Behavioral Small-Cap Equity Fund has an annualized alpha of 1.78%, beta of 0.95, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 28, 2015.
- With beta of 0.95 and R2 of 0.73, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.78%
- Beta
- 0.95
- R²
- 0.73
- Upside Capture
- 104.47%
- Downside Capture
- 101.37%
Expense Ratio
FTHNX has a high expense ratio of 1.03%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTHNX ranks 75 for risk / return — above 75% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) 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.
| FTHNX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.00 | +0.76 |
| Martin ratioReturn relative to average drawdown | 9.95 | 8.49 | +1.46 |
Dividends
Dividend History
Fuller & Thaler Behavioral Small-Cap Equity Fund provided a 0.24% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.14 | $0.14 | $3.50 | $0.66 | $0.33 | $1.33 | $0.03 | $0.03 | $0.05 | $0.02 | $0.00 | $2.52 |
Dividend yield | 0.24% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $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 | $0.14 | $0.14 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.50 | $3.50 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $1.33 |
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 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 0.51%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.78%Mar 2020 | 2mo 6d | 7mo 28d | 10mo 4dJan 2020 - Nov 2020 | COVID crash2020 |
-25.56%Dec 2018 | 3mo 13d | 11mo 27d | 1y 3moSep 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-24.63%Apr 2025 | 4mo 13d | 5mo 6d | 9mo 19dNov 2024 - Sep 2025 | 2025 selloff2025 |
-20.25%Jun 2022 | 5mo 12d | 7mo 21d | 1y 28dJan 2022 - Feb 2023 | Bear market2022 |
-18.95%Feb 2016 | 3mo 4d | 3mo 28d | 7mo 2dNov 2015 - Jun 2016 | — |
Drawdown Indicators
| FTHNX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -56.78% | +19.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -9.10% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -18.90% | -5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -25.43% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -33.92% | -3.86% |
Current DrawdownCurrent decline from peak | -0.51% | -1.58% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -10.70% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.14% | +0.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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