CSMDX vs. FTHNX
Compare and contrast key facts about Copeland SMID Cap Dividend Growth Fund (CSMDX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
CSMDX is managed by Copeland Funds. It was launched on Feb 27, 2017. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
CSMDX vs. FTHNX - Performance Comparison
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CSMDX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSMDX Copeland SMID Cap Dividend Growth Fund | 1.51% | 2.72% | 2.24% | 18.89% | -14.89% | 22.60% | 8.29% | 29.90% | -5.20% | 10.44% |
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% | 13.17% |
Returns By Period
In the year-to-date period, CSMDX achieves a 1.51% return, which is significantly higher than FTHNX's -1.81% return.
CSMDX
- 1D
- -0.39%
- 1M
- -8.78%
- YTD
- 1.51%
- 6M
- 1.88%
- 1Y
- 9.49%
- 3Y*
- 5.94%
- 5Y*
- 3.80%
- 10Y*
- —
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%
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CSMDX vs. FTHNX - Expense Ratio Comparison
CSMDX has a 0.95% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Return for Risk
CSMDX vs. FTHNX — Risk / Return Rank
CSMDX
FTHNX
CSMDX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copeland SMID Cap Dividend Growth Fund (CSMDX) 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.
| CSMDX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.95 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.47 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.32 | -0.74 |
Martin ratioReturn relative to average drawdown | 2.19 | 5.16 | -2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSMDX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.95 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.50 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.60 | -0.21 |
Correlation
The correlation between CSMDX and FTHNX is 0.92, 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
CSMDX vs. FTHNX - Dividend Comparison
CSMDX's dividend yield for the trailing twelve months is around 3.09%, more than FTHNX's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMDX Copeland SMID Cap Dividend Growth Fund | 3.09% | 3.14% | 1.33% | 0.81% | 4.07% | 6.67% | 0.38% | 2.61% | 4.40% | 0.13% | 0.00% | 0.00% |
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
CSMDX vs. FTHNX - Drawdown Comparison
The maximum CSMDX drawdown since its inception was -37.28%, roughly equal to the maximum FTHNX drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for CSMDX and FTHNX.
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Drawdown Indicators
| CSMDX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -37.78% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -12.40% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -24.63% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -9.20% | -9.44% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.77% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.17% | +0.35% |
Volatility
CSMDX vs. FTHNX - Volatility Comparison
The current volatility for Copeland SMID Cap Dividend Growth Fund (CSMDX) is 4.58%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 5.02%. This indicates that CSMDX 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.
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Volatility by Period
| CSMDX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.02% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 10.63% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 19.62% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 18.90% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 20.08% | -0.83% |