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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FullerThaler Behavioral Small-Cap Equity Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has returned -1.76% so far this year and 18.34% over the past 12 months. Looking at the last ten years, FTHSX has achieved an annualized return of 13.11%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
FullerThaler Behavioral Small-Cap Equity Fund Class I
- 1D
- -0.91%
- 1M
- -7.89%
- YTD
- -1.76%
- 6M
- -0.40%
- 1Y
- 18.34%
- 3Y*
- 14.68%
- 5Y*
- 9.63%
- 10Y*
- 13.11%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 28, 2015, FTHSX's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 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, FTHSX 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 | 3.51% | 3.05% | -7.89% | -1.76% | |||||||||
| 2025 | 2.87% | -4.63% | -5.21% | -0.60% | 4.69% | 3.06% | 3.39% | 5.76% | 1.33% | -1.51% | 2.31% | 0.61% | 12.02% |
| 2024 | -0.17% | 7.15% | 3.93% | -5.51% | 4.05% | -2.29% | 8.26% | 0.04% | 2.02% | -0.45% | 8.17% | -8.58% | 16.17% |
| 2023 | 7.38% | -0.48% | -2.79% | -2.14% | -3.30% | 10.04% | 4.65% | -2.56% | -3.41% | -3.53% | 8.47% | 9.93% | 22.55% |
| 2022 | -6.37% | -0.71% | -0.77% | -5.67% | 3.98% | -7.60% | 9.87% | -3.60% | -6.48% | 11.27% | 6.17% | -5.43% | -7.49% |
| 2021 | 1.07% | 9.82% | 7.92% | 2.31% | 1.41% | -1.26% | 0.11% | 3.20% | -4.12% | 3.64% | -2.75% | 6.80% | 30.83% |
Benchmark Metrics
FullerThaler Behavioral Small-Cap Equity Fund Class I has an annualized alpha of 1.91%, 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 108.51% of S&P 500 Index gains and 104.32% 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.
- Alpha
- 1.91%
- Beta
- 0.96
- R²
- 0.74
- Upside Capture
- 108.51%
- Downside Capture
- 104.32%
Expense Ratio
FTHSX has an expense ratio of 0.76%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FTHSX ranks 50 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and compare them to a chosen benchmark (S&P 500 Index).
| FTHSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.90 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.39 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.40 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.27 | 6.61 | -1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FTHSX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
FullerThaler Behavioral Small-Cap Equity Fund Class I provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.27 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.27 | $3.62 | $0.75 | $0.43 | $1.43 | $0.10 | $0.11 | $0.12 | $0.06 | $0.00 | $2.52 |
Dividend yield | 0.55% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
Monthly Dividends
The table displays the monthly dividend distributions for FullerThaler Behavioral Small-Cap Equity Fund Class I. 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.62 | $3.62 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | $1.43 |
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 Small-Cap Equity Fund Class I. 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 Small-Cap Equity Fund Class I was 37.74%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current FullerThaler Behavioral Small-Cap Equity Fund Class I drawdown is 9.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.74% | Jan 17, 2020 | 45 | Mar 23, 2020 | 166 | Nov 16, 2020 | 211 |
| -25.51% | Sep 11, 2018 | 73 | Dec 24, 2018 | 234 | Nov 27, 2019 | 307 |
| -24.58% | Nov 26, 2024 | 90 | Apr 8, 2025 | 104 | Sep 8, 2025 | 194 |
| -20.16% | Jan 5, 2022 | 113 | Jun 16, 2022 | 158 | Feb 2, 2023 | 271 |
| -18.98% | Nov 9, 2015 | 65 | Feb 11, 2016 | 81 | Jun 8, 2016 | 146 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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