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CornerCap Fundametrics Large-Cap ETF FUNL (FUNL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US89832P2671
Issuer
CornerCap
Inception Date
Aug 19, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CornerCap Fundametrics Large-Cap ETF FUNL, 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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S&P 500 Index

Returns By Period

CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) has returned 5.66% so far this year and 21.44% over the past 12 months.


CornerCap Fundametrics Large-Cap ETF FUNL

1D
0.00%
1M
0.00%
YTD
5.66%
6M
9.20%
1Y
21.44%
3Y*
16.56%
5Y*
10.82%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 20, 2020, FUNL's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Jun 2022 at -9.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FUNL closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 4, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.51%2.08%0.00%5.66%
20254.27%-0.48%-3.89%-3.23%4.67%3.49%0.71%3.78%1.51%-0.11%1.87%1.56%14.62%
20240.11%3.28%4.71%-4.54%1.40%0.52%4.03%2.73%2.04%-0.45%7.16%-5.70%15.55%
20235.74%-2.74%-1.77%0.46%-3.45%6.93%4.38%-2.94%-3.50%-3.40%8.60%6.41%14.33%
2022-0.63%-1.60%2.51%-6.09%3.54%-9.85%6.95%-2.89%-8.85%11.45%6.21%-4.29%-5.76%
2021-0.20%5.02%7.36%3.65%2.58%-0.73%0.22%1.79%-2.70%3.35%-3.77%7.39%25.93%

Benchmark Metrics

CornerCap Fundametrics Large-Cap ETF FUNL has an annualized alpha of 4.27%, beta of 0.81, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since August 21, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.45%) than losses (84.27%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
4.27%
Beta
0.81
0.78
Upside Capture
94.45%
Downside Capture
84.27%

Expense Ratio

FUNL has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

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


FUNL Risk / Return Rank: 7373
Overall Rank
FUNL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FUNL Sortino Ratio Rank: 7373
Sortino Ratio Rank
FUNL Omega Ratio Rank: 8282
Omega Ratio Rank
FUNL Calmar Ratio Rank: 5959
Calmar Ratio Rank
FUNL Martin Ratio Rank: 7676
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 CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) and compare them to a chosen benchmark (S&P 500 Index).


FUNLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.90

+0.45

Sortino ratio

Return per unit of downside risk

1.90

1.39

+0.52

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.56

1.40

+0.16

Martin ratio

Return relative to average drawdown

8.41

6.61

+1.80

Explore FUNL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

CornerCap Fundametrics Large-Cap ETF FUNL provided a 2.25% dividend yield over the last twelve months, with an annual payout of $1.11 per share. The fund has been increasing its distributions for 5 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.11$0.98$0.74$0.62$0.60$0.55$0.13

Dividend yield

2.25%2.10%1.78%1.69%1.84%1.55%0.45%

Monthly Dividends

The table displays the monthly dividend distributions for CornerCap Fundametrics Large-Cap ETF FUNL. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.13$0.00$0.13
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
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$0.55$0.55

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 CornerCap Fundametrics Large-Cap ETF FUNL. 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 CornerCap Fundametrics Large-Cap ETF FUNL was 19.35%, occurring on Sep 30, 2022. Recovery took 208 trading sessions.

The current CornerCap Fundametrics Large-Cap ETF FUNL drawdown is 0.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.35%Jan 18, 2022178Sep 30, 2022208Aug 1, 2023386
-17.37%Dec 2, 202487Apr 8, 202559Jul 3, 2025146
-11.39%Aug 2, 202362Oct 27, 202330Dec 11, 202392
-7.1%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-6.83%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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