- ISIN
- US14064D6343
- CUSIP
- 14064D634
- Inception Date
- Dec 28, 2018
- Category
- Small Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FTMSX Performance Chart
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) is up 22.4% since the beginning of the year. FTMSX is currently trading at $33 per share. Investors who bought $1,000 worth of FTMSX shares 5 years ago would now be looking at an investment worth $1,017.
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Returns By Period
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has returned 22.38% so far this year and 36.98% over the past 12 months.
Fuller & Thaler Behavioral Micro-Cap Equity Fund
- 1D
- 2.90%
- 1M
- -6.49%
- 6M
- 16.01%
- YTD
- 22.38%
- 1Y
- 36.98%
- 3Y*
- 7.22%
- 5Y*
- 0.33%
- 10Y*
- —
- ALL TIME*
- 8.55%
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%
FTMSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2019, FTMSX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 49% of months were positive and 51% were negative. The best month was Nov 2020 with a return of +25.9%, while the worst month was Mar 2020 at -34.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FTMSX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -15.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.49% | -0.28% | -5.33% | 12.60% | 8.37% | 9.99% | -8.44% | 22.38% | |||||
| 2025 | 2.87% | -7.93% | -13.64% | -6.74% | 12.59% | 7.89% | -0.68% | 8.58% | 3.50% | -0.72% | -3.12% | 0.82% | 0.30% |
| 2024 | -6.53% | 2.44% | 3.99% | -8.84% | 10.85% | -4.64% | 9.14% | -7.67% | -0.88% | -3.02% | 15.63% | -3.33% | 3.88% |
| 2023 | 14.90% | -6.27% | -5.80% | -5.17% | -0.54% | 14.06% | 7.21% | -5.00% | -5.97% | -8.28% | 4.10% | 13.35% | 13.11% |
| 2022 | -8.25% | 2.00% | 2.61% | -11.13% | -2.22% | -15.01% | 11.42% | -2.32% | -15.45% | 13.01% | -0.45% | -6.11% | -31.07% |
| 2021 | 11.89% | 11.18% | 4.35% | 3.32% | 7.22% | -0.64% | -5.95% | -0.20% | -2.08% | 3.77% | -2.32% | 3.24% | 37.45% |
Benchmark Metrics
Fuller & Thaler Behavioral Micro-Cap Equity Fund has an annualized alpha of -6.59%, beta of 1.21, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 03, 2019.
- This fund participated in 142.11% of S&P 500 Index downside but only 118.01% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -6.59% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -6.59%
- Beta
- 1.21
- R²
- 0.60
- Upside Capture
- 118.01%
- Downside Capture
- 142.11%
Expense Ratio
FTMSX has a high expense ratio of 2.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTMSX ranks 40 for risk / return — above 40% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) 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.
| FTMSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.00 | -0.13 |
| Martin ratioReturn relative to average drawdown | 6.85 | 8.49 | -1.64 |
Dividends
Dividend History
Fuller & Thaler Behavioral Micro-Cap Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $2.75 | $0.10 | $1.12 |
Dividend yield | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% |
Monthly Dividends
The table displays the monthly dividend distributions for Fuller & Thaler Behavioral Micro-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 | $0.00 | $0.00 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.75 | $2.75 |
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 Micro-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 Micro-Cap Equity Fund was 53.12%, occurring on Mar 18, 2020. Recovery took 182 trading sessions.
The current Fuller & Thaler Behavioral Micro-Cap Equity Fund drawdown is 9.11%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-53.12%Mar 2020 | 1y 21d | 8mo 21d | 1y 9moFeb 2019 - Dec 2020 | COVID crash2020 |
-48.67%Apr 2025 | 3y 4mo | — | 4y 8moNov 2021 - now | 2025 selloff2025 |
-17.10%Aug 2021 | 2mo 11d | 2mo 21d | 5mo 2dJun 2021 - Nov 2021 | — |
-11.86%Mar 2021 | 8d | 2mo 3d | 2mo 11dMar 2021 - May 2021 | — |
-6.24%Mar 2021 | 1d | 6d | 7dMar 2021 - Mar 2021 | — |
Drawdown Indicators
| FTMSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -56.78% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -9.10% | -8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -35.01% | -18.90% | -16.11% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -25.43% | -23.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -9.11% | -1.58% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -10.70% | -11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 2.14% | +2.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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