BOSOX vs. FTHNX
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
BOSOX is managed by Boston Trust Walden. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
BOSOX vs. FTHNX - Performance Comparison
Loading graphics...
BOSOX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
Returns By Period
In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly lower than FTHNX's -1.81% return. Over the past 10 years, BOSOX has underperformed FTHNX with an annualized return of 9.28%, while FTHNX has yielded a comparatively higher 12.82% annualized return.
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BOSOX vs. FTHNX - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Return for Risk
BOSOX vs. FTHNX — Risk / Return Rank
BOSOX
FTHNX
BOSOX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BOSOX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.95 | -1.07 |
Sortino ratioReturn per unit of downside risk | -0.05 | 1.47 | -1.52 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.19 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 1.32 | -1.65 |
Martin ratioReturn relative to average drawdown | -1.03 | 5.16 | -6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BOSOX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.95 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.50 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.64 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.60 | -0.20 |
Correlation
The correlation between BOSOX and FTHNX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BOSOX vs. FTHNX - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.60%, more than FTHNX's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
BOSOX vs. FTHNX - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -51.32%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for BOSOX and FTHNX.
Loading graphics...
Drawdown Indicators
| BOSOX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -37.78% | -13.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -12.40% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -24.63% | +2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -36.79% | -37.78% | +0.99% |
Current DrawdownCurrent decline from peak | -16.07% | -9.44% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -5.77% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.17% | +0.65% |
Volatility
BOSOX vs. FTHNX - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.10%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 5.02%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BOSOX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.02% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 10.63% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 19.62% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 18.90% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 20.08% | -0.52% |