CVISX vs. FTHNX
Compare and contrast key facts about Causeway International Small Cap Fund (CVISX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
CVISX is managed by Causeway. It was launched on Oct 19, 2014. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
CVISX vs. FTHNX - Performance Comparison
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CVISX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVISX Causeway International Small Cap Fund | 4.10% | 32.93% | 9.71% | 26.74% | -11.51% | 21.30% | 2.48% | 18.55% | -21.34% | 34.52% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 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, CVISX achieves a 4.10% return, which is significantly higher than FTHNX's 0.58% return. Over the past 10 years, CVISX has underperformed FTHNX with an annualized return of 10.79%, while FTHNX has yielded a comparatively higher 13.10% annualized return.
CVISX
- 1D
- -0.74%
- 1M
- -10.02%
- YTD
- 4.10%
- 6M
- 8.54%
- 1Y
- 34.89%
- 3Y*
- 22.86%
- 5Y*
- 13.00%
- 10Y*
- 10.79%
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
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CVISX vs. FTHNX - Expense Ratio Comparison
CVISX has a 1.35% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Return for Risk
CVISX vs. FTHNX — Risk / Return Rank
CVISX
FTHNX
CVISX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Small Cap Fund (CVISX) 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.
| CVISX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 1.06 | +1.17 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.63 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.72 | +0.98 |
Martin ratioReturn relative to average drawdown | 10.15 | 6.65 | +3.49 |
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
| CVISX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 1.06 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.50 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.61 | -0.02 |
Correlation
The correlation between CVISX and FTHNX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CVISX vs. FTHNX - Dividend Comparison
CVISX's dividend yield for the trailing twelve months is around 15.91%, more than FTHNX's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVISX Causeway International Small Cap Fund | 15.91% | 16.56% | 10.60% | 6.14% | 2.75% | 3.48% | 3.42% | 3.57% | 2.91% | 8.23% | 2.78% | 2.00% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
CVISX vs. FTHNX - Drawdown Comparison
The maximum CVISX drawdown since its inception was -48.50%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for CVISX and FTHNX.
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Drawdown Indicators
| CVISX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.50% | -37.78% | -10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -12.40% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -24.63% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -48.50% | -37.78% | -10.72% |
Current DrawdownCurrent decline from peak | -10.77% | -7.24% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -5.77% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.21% | -0.04% |
Volatility
CVISX vs. FTHNX - Volatility Comparison
Causeway International Small Cap Fund (CVISX) has a higher volatility of 6.46% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.74%. This indicates that CVISX's price experiences larger fluctuations and is considered to be riskier 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
| CVISX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 5.74% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 10.90% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 19.72% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 18.93% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 20.10% | -3.35% |