- ISIN
- US14064D8653
- CUSIP
- 14064D865
- Inception Date
- Sep 8, 2011
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Min. Investment
- $100,000
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FTHSX Performance Chart
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is up 17.1% since the beginning of the year. FTHSX is currently trading at $59 per share. Investors who bought $1,000 worth of FTHSX shares 5 years ago would now be looking at an investment worth $1,840.
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Returns By Period
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has returned 17.10% so far this year and 29.00% over the past 12 months. Looking at the last ten years, FTHSX has achieved an annualized return of 14.11%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
FullerThaler Behavioral Small-Cap Equity Fund Class I
- 1D
- 0.57%
- 1M
- 1.95%
- 6M
- 13.13%
- YTD
- 17.10%
- 1Y
- 29.00%
- 3Y*
- 18.16%
- 5Y*
- 12.97%
- 10Y*
- 14.11%
- ALL TIME*
- 13.75%
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%
FTHSX Monthly Returns History
Based on dividend-adjusted daily data since Oct 28, 2015, FTHSX's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 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, 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% | -5.65% | 9.04% | 0.31% | 4.75% | 1.56% | 17.10% | |||||
| 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 2.03%, beta of 0.95, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 28, 2015.
- This fund captured 105.19% of S&P 500 Index gains and 100.89% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- 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
- 2.03%
- Beta
- 0.95
- R²
- 0.73
- Upside Capture
- 105.19%
- Downside Capture
- 100.89%
Expense Ratio
FTHSX has an expense ratio of 0.76%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FTHSX ranks 76 for risk / return — above 76% 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 FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) 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.
| FTHSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.00 | +0.81 |
| Martin ratioReturn relative to average drawdown | 10.13 | 8.49 | +1.63 |
Dividends
Dividend History
FullerThaler Behavioral Small-Cap Equity Fund Class I provided a 0.46% 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 | 0.46% | 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 | $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 0.51%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.74%Mar 2020 | 2mo 6d | 7mo 28d | 10mo 4dJan 2020 - Nov 2020 | COVID crash2020 |
-25.51%Dec 2018 | 3mo 14d | 11mo 8d | 1y 2moSep 2018 - Nov 2019 | Rate-hike selloffLate 2018 |
-24.58%Apr 2025 | 4mo 13d | 5mo 3d | 9mo 16dNov 2024 - Sep 2025 | 2025 selloff2025 |
-20.16%Jun 2022 | 5mo 12d | 7mo 21d | 1y 28dJan 2022 - Feb 2023 | Bear market2022 |
-18.98%Feb 2016 | 3mo 4d | 3mo 28d | 7mo 2dNov 2015 - Jun 2016 | — |
Drawdown Indicators
| FTHSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -56.78% | +19.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -9.10% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -18.90% | -5.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -25.43% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -33.92% | -3.82% |
Current DrawdownCurrent decline from peak | -0.51% | -1.58% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -10.70% | +5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.14% | +0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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