- ISIN
- US14064D6590
- CUSIP
- 14064D659
- Inception Date
- Dec 26, 2018
- Category
- Large Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FTZIX Performance Chart
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) is up 21.0% since the beginning of the year. FTZIX is currently trading at $76 per share. Investors who bought $1,000 worth of FTZIX shares 5 years ago would now be looking at an investment worth $2,017.
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Returns By Period
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has returned 21.01% so far this year and 46.67% over the past 12 months.
Fuller & Thaler Behavioral Unconstrained Equity Fund
- 1D
- 1.20%
- 1M
- 7.47%
- YTD
- 21.01%
- 6M
- 18.71%
- 1Y
- 46.67%
- 3Y*
- 27.37%
- 5Y*
- 15.07%
- 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%
FTZIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 2018, FTZIX's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, an investment would double in approximately 3.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +15.5%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FTZIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.99% | 5.33% | -5.78% | 8.19% | 0.92% | 6.37% | 21.01% | ||||||
| 2025 | 5.49% | -2.60% | -5.30% | -1.43% | 4.64% | 4.71% | 1.88% | 1.37% | 3.86% | 0.17% | 5.69% | 2.76% | 22.63% |
| 2024 | 0.88% | 8.83% | 4.60% | -4.38% | 2.66% | 2.76% | 3.68% | 2.63% | 0.76% | -1.22% | 8.04% | -5.46% | 25.31% |
| 2023 | 9.31% | -1.31% | 0.29% | -0.72% | 1.19% | 7.96% | 3.61% | -3.02% | -5.65% | -4.34% | 10.12% | 8.53% | 27.18% |
| 2022 | -9.97% | -0.90% | -1.26% | -6.23% | 0.50% | -7.73% | 11.29% | -7.41% | -8.54% | 8.99% | 6.60% | -6.19% | -21.31% |
| 2021 | -1.69% | 9.99% | 3.58% | 2.38% | 1.28% | 3.73% | 1.27% | 1.58% | -5.92% | 6.55% | -2.69% | 3.60% | 25.25% |
Benchmark Metrics
Fuller & Thaler Behavioral Unconstrained Equity Fund has an annualized alpha of 2.95%, beta of 1.04, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 31, 2018.
- This fund captured 114.25% of S&P 500 Index gains and 102.39% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R2 of 0.83, 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
- 2.95%
- Beta
- 1.04
- R²
- 0.83
- Upside Capture
- 114.25%
- Downside Capture
- 102.39%
Expense Ratio
FTZIX has a high expense ratio of 1.12%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTZIX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) 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.
| FTZIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.16 | 2.78 | +2.38 |
| Martin ratioReturn relative to average drawdown | 19.94 | 12.44 | +7.50 |
Dividends
Dividend History
Fuller & Thaler Behavioral Unconstrained Equity Fund provided a 0.04% dividend yield over the last twelve months, with an annual payout of $0.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.03 | $0.03 | $0.06 | $0.08 | $0.00 | $0.00 | $0.08 | $0.21 |
Dividend yield | 0.04% | 0.05% | 0.11% | 0.19% | 0.00% | 0.00% | 0.26% | 0.76% |
Monthly Dividends
The table displays the monthly dividend distributions for Fuller & Thaler Behavioral Unconstrained 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 | ||||||
| 2025 | $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 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 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 | $0.00 | $0.00 |
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 Unconstrained 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 Unconstrained Equity Fund was 37.22%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The current Fuller & Thaler Behavioral Unconstrained Equity Fund drawdown is 0.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.22%Mar 2020 | 2mo 2d | 4mo 21d | 6mo 23dJan 2020 - Aug 2020 |
Bear market2022 | -29.53%Oct 2022 | 11mo 1d | 1y 3mo | 2y 2moNov 2021 - Jan 2024 |
2025 selloff2025 | -18.65%Apr 2025 | 2mo 7d | 2mo 24d | 5mo 1dJan 2025 - Jul 2025 |
2026 pullback2026 | -9.03%Mar 2026 | 1mo 1d | 10d | 1mo 11dFeb 2026 - Apr 2026 |
2020 pullback2020 | -8.95%Sep 2020 | 20d | 19d | 1mo 9dSep 2020 - Oct 2020 |
Drawdown Indicators
| FTZIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -56.78% | +19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -9.10% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.65% | -18.90% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -25.43% | -4.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.50% | -1.80% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -10.71% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.03% | +0.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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