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ISIN
US14064D7903
CUSIP
14064D790
Inception Date
Dec 21, 2017
Min. Investment
$1,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FTXNX Performance Chart

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) is up 31.8% since the beginning of the year. FTXNX is currently trading at $69 per share. Investors who bought $1,000 worth of FTXNX shares 5 years ago would now be looking at an investment worth $2,019.


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S&P 500 Index

Returns By Period

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has returned 31.80% so far this year and 63.41% over the past 12 months.


Fuller & Thaler Behavioral Small-Cap Growth Fund

1D
-0.45%
1M
5.34%
YTD
31.80%
6M
30.28%
1Y
63.41%
3Y*
29.78%
5Y*
15.09%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXNX Monthly Returns History

Based on dividend-adjusted daily data since Jan 12, 2018, FTXNX's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +20.6%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FTXNX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -14.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.07%3.66%-5.54%20.61%7.71%-0.45%31.80%
20257.36%-10.30%-11.70%-1.18%7.16%4.36%2.48%8.07%5.17%4.93%-0.04%-2.36%12.10%
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%1.17%25.16%

Benchmark Metrics

Fuller & Thaler Behavioral Small-Cap Growth Fund has an annualized alpha of 4.20%, beta of 1.20, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 16, 2018.

  • This fund captured 135.82% of S&P 500 Index gains and 113.14% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 4.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.20%
Beta
1.20
0.70
Upside Capture
135.82%
Downside Capture
113.14%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FTXNX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FTXNX Risk / Return Rank: 7373
Overall Rank
FTXNX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTXNX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FTXNX Omega Ratio Rank: 5353
Omega Ratio Rank
FTXNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FTXNX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and compare them to S&P 500 Index.


FTXNXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.48

2.39

+0.09

Sortino ratio

Return per unit of downside risk

3.04

3.25

-0.21

Omega ratio

Gain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratio

Return relative to maximum drawdown

5.19

3.11

+2.07

Martin ratio

Return relative to average drawdown

21.08

14.38

+6.70

Dividends

Dividend History

Fuller & Thaler Behavioral Small-Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.00$0.00$0.00$0.00$0.00$6.53

Dividend yield

0.00%0.00%0.00%0.00%0.00%17.21%

Monthly Dividends

The table displays the monthly dividend distributions for Fuller & Thaler Behavioral Small-Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.00$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$0.00$0.00
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$6.53$6.53

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 45.22%, occurring on Mar 18, 2020. Recovery took 94 trading sessions.

The current Fuller & Thaler Behavioral Small-Cap Growth Fund drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-45.22%Mar 2020
1y 6mo4mo 18d
1y 10moSep 2018 - Aug 2020
Bear market2022
-39.68%Jun 2022
7mo 9d1y 8mo
2y 3moNov 2021 - Feb 2024
2025 selloff2025
-32.39%Apr 2025
2mo 14d5mo 12d
7mo 26dJan 2025 - Sep 2025
2021 correction2021
-13.06%May 2021
2mo 25d1mo 13d
4mo 8dFeb 2021 - Jun 2021
2026 correction2026
-12.41%Mar 2026
1mo 2d14d
1mo 16dFeb 2026 - Apr 2026

Drawdown Indicators


FTXNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.22%

-56.78%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-9.10%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-32.39%

-18.90%

-13.49%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-25.43%

-14.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.59%

0.00%

-0.59%

Average Drawdown

Average peak-to-trough decline

-12.60%

-10.72%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.97%

+1.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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