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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fuller & Thaler Behavioral Unconstrained Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has returned 1.20% so far this year and 27.55% over the past 12 months.
Fuller & Thaler Behavioral Unconstrained Equity Fund
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 31, 2018, FTZIX's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, your investment would double in approximately 3.9 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% | -8.49% | 1.20% | |||||||||
| 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 3.06%, beta of 1.04, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 02, 2019.
- This fund captured 119.47% of S&P 500 Index gains and 106.54% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 3.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R² of 0.84, 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
- 3.06%
- Beta
- 1.04
- R²
- 0.84
- Upside Capture
- 119.47%
- Downside Capture
- 106.54%
Expense Ratio
FTZIX has a high expense ratio of 1.12%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTZIX ranks 80 for risk / return — in the top 80% 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 a chosen benchmark (S&P 500 Index).
| FTZIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.90 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.39 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.40 | +0.71 |
Martin ratioReturn relative to average drawdown | 9.17 | 6.61 | +2.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FTZIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Fuller & Thaler Behavioral Unconstrained Equity Fund provided a 0.05% 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 | 0.05% | 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 | |||||||||
| 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 9.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.22% | Jan 21, 2020 | 44 | Mar 23, 2020 | 98 | Aug 11, 2020 | 142 |
| -29.53% | Nov 17, 2021 | 229 | Oct 14, 2022 | 317 | Jan 22, 2024 | 546 |
| -18.65% | Jan 31, 2025 | 47 | Apr 8, 2025 | 57 | Jul 1, 2025 | 104 |
| -9.03% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -8.95% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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