- ISIN
- US14064D7663
- CUSIP
- 14064D766
- Inception Date
- Dec 21, 2017
- Category
- Mid Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
FTVNX Performance Chart
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is up 1.2% since the beginning of the year. FTVNX is currently trading at $33 per share. Investors who bought $1,000 worth of FTVNX shares 5 years ago would now be looking at an investment worth $1,262.
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Returns By Period
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) has returned 1.22% so far this year and 1.49% over the past 12 months.
Fuller & Thaler Behavioral Mid-Cap Value Fund
- 1D
- 0.61%
- 1M
- -0.33%
- YTD
- 1.22%
- 6M
- 0.61%
- 1Y
- 1.49%
- 3Y*
- 6.91%
- 5Y*
- 4.77%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FTVNX Monthly Returns History
Based on dividend-adjusted daily data since Jan 12, 2018, FTVNX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -23.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FTVNX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.23% | 3.86% | -5.94% | 2.21% | 0.36% | -1.20% | 1.22% | ||||||
| 2025 | 2.95% | -3.13% | -2.28% | -4.73% | 4.04% | 3.33% | 0.27% | 3.16% | -3.98% | -4.59% | 1.25% | 2.34% | -1.98% |
| 2024 | -0.83% | 1.84% | 5.91% | -5.79% | 2.71% | -1.95% | 8.25% | 0.88% | 0.12% | -1.10% | 6.28% | -5.87% | 9.77% |
| 2023 | 6.99% | -4.24% | -5.05% | 1.71% | -4.70% | 6.21% | 7.19% | -4.26% | -5.11% | -5.42% | 11.42% | 9.03% | 12.04% |
| 2022 | -2.02% | 0.82% | 1.07% | -3.67% | 2.81% | -9.00% | 7.71% | -2.75% | -10.13% | 9.64% | 4.01% | -4.23% | -7.49% |
| 2021 | -0.84% | 8.54% | 7.47% | 5.72% | 2.24% | -1.35% | -0.72% | 2.37% | -3.19% | 5.20% | -1.52% | 5.73% | 32.93% |
Benchmark Metrics
Fuller & Thaler Behavioral Mid-Cap Value Fund has an annualized alpha of -3.49%, beta of 0.92, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 12, 2018.
- This fund participated in 102.13% of S&P 500 Index downside but only 81.47% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.49% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.92 and R2 of 0.68, 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
- -3.49%
- Beta
- 0.92
- R²
- 0.68
- Upside Capture
- 81.47%
- Downside Capture
- 102.13%
Expense Ratio
FTVNX has a high expense ratio of 1.31%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTVNX ranks 3 for risk / return — in the bottom 3% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) 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.
| FTVNX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 2.78 | -2.67 |
| Martin ratioReturn relative to average drawdown | 0.28 | 12.44 | -12.16 |
Dividends
Dividend History
Fuller & Thaler Behavioral Mid-Cap Value Fund provided a 1.58% dividend yield over the last twelve months, with an annual payout of $0.52 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.52 | $0.37 | $0.41 | $0.60 | $0.44 | $0.03 | $0.23 | $0.09 |
Dividend yield | 1.58% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% |
Monthly Dividends
The table displays the monthly dividend distributions for Fuller & Thaler Behavioral Mid-Cap Value 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.60 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
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 Mid-Cap Value 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 Mid-Cap Value Fund was 42.81%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Fuller & Thaler Behavioral Mid-Cap Value Fund drawdown is 6.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.81%Mar 2020 | 1mo 29d | 8mo 6d | 10mo 5dJan 2020 - Nov 2020 |
2025 selloff2025 | -20.46%Apr 2025 | 4mo 13d | — | 1y 6moNov 2024 - now |
Rate-hike selloffLate 2018 | -19.15%Dec 2018 | 3mo 1d | 4mo | 7mo 1dSep 2018 - Apr 2019 |
2023 correction2023 | -18.36%Oct 2023 | 1y 6mo | 1mo 18d | 1y 7moApr 2022 - Dec 2023 |
2018 pullback2018 | -9.10%Mar 2018 | 1mo 23d | 5mo 29d | 7mo 22dJan 2018 - Sep 2018 |
Drawdown Indicators
| FTVNX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -56.78% | +13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -9.10% | -5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.46% | -18.90% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -25.43% | +4.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -6.89% | -1.80% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -10.71% | +4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 2.03% | +4.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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