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Fuller & Thaler Behavioral Small-Cap Growth Fund (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US14064D7903

CUSIP

14064D790

Inception Date

Dec 21, 2017

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

FTXNX has a high expense ratio of 1.44%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) returned -12.64% year-to-date (YTD) and -2.01% over the past 12 months.


FTXNX

YTD

-12.64%

1M

11.92%

6M

-14.12%

1Y

-2.01%

5Y*

12.80%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of FTXNX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.36%-10.30%-11.70%-1.18%3.96%-12.64%
20243.43%13.47%1.94%-6.10%3.17%0.52%0.09%1.15%2.49%-2.81%15.83%-5.58%28.50%
20239.40%2.50%0.65%-3.42%2.57%7.49%5.73%-1.95%-5.85%-7.11%10.13%10.65%32.77%
2022-12.86%0.82%-1.62%-10.58%-2.35%-9.63%13.33%-1.67%-8.49%9.39%2.18%-6.95%-27.66%
20215.63%4.13%-2.11%5.59%-1.08%5.83%-2.00%4.58%-0.48%7.63%-5.31%-14.10%6.27%
2020-0.04%-6.72%-18.27%15.59%13.34%6.39%7.24%3.78%-0.39%1.65%14.27%10.38%50.97%
201912.20%4.61%-4.41%2.91%-7.18%5.01%5.62%-4.27%-4.68%0.97%6.10%2.25%18.83%
20184.80%-3.33%1.85%1.42%10.97%4.35%0.96%10.91%0.15%-16.18%-1.69%-10.11%0.66%
2017-1.10%-1.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTXNX is 17, meaning it’s performing worse than 83% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FTXNX is 1717
Overall Rank
The Sharpe Ratio Rank of FTXNX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXNX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FTXNX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FTXNX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FTXNX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fuller & Thaler Behavioral Small-Cap Growth Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.11
  • 5-Year: 0.48
  • All Time: 0.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fuller & Thaler Behavioral Small-Cap Growth Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Fuller & Thaler Behavioral Small-Cap Growth Fund doesn't pay dividends

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 Growth 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 Growth Fund was 48.79%, occurring on Jun 16, 2022. Recovery took 613 trading sessions.

The current Fuller & Thaler Behavioral Small-Cap Growth Fund drawdown is 20.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.79%Nov 9, 2021152Jun 16, 2022613Nov 22, 2024765
-45.22%Sep 17, 2018378Mar 18, 202095Aug 3, 2020473
-32.39%Jan 24, 202552Apr 8, 2025
-13.06%Feb 16, 202161May 12, 202130Jun 24, 202191
-8.77%Jan 29, 20189Feb 8, 201818Mar 7, 201827

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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