DDDIX vs. FTHMX
DDDIX (13D Activist Fund) and FTHMX (FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares) are both Mid Cap Blend Equities funds. Over the past year, DDDIX returned 42.59% vs 26.16% for FTHMX. A 0.77 correlation means they provide meaningful diversification when combined. DDDIX charges 1.51%/yr vs 0.83%/yr for FTHMX.
Performance
DDDIX vs. FTHMX - Performance Comparison
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Returns By Period
In the year-to-date period, DDDIX achieves a 27.51% return, which is significantly higher than FTHMX's 15.29% return.
DDDIX
- 1D
- 0.00%
- 1M
- 5.06%
- YTD
- 27.51%
- 6M
- 26.60%
- 1Y
- 42.59%
- 3Y*
- 13.09%
- 5Y*
- 4.18%
- 10Y*
- 11.02%
FTHMX
- 1D
- 0.71%
- 1M
- 1.53%
- YTD
- 15.29%
- 6M
- 13.80%
- 1Y
- 26.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DDDIX vs. FTHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DDDIX 13D Activist Fund | 27.51% | 3.05% | 1.67% | 15.77% |
FTHMX FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares | 15.29% | 12.89% | 12.48% | 11.60% |
Correlation
The correlation between DDDIX and FTHMX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2023 | 0.77 |
The correlation between DDDIX and FTHMX has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
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Return for Risk
DDDIX vs. FTHMX — Risk / Return Rank
DDDIX
FTHMX
DDDIX vs. FTHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 13D Activist Fund (DDDIX) and FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DDDIX | FTHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 4.36 | -0.27 |
| Martin ratioReturn relative to average drawdown | 13.22 | 15.15 | -1.92 |
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Drawdowns
DDDIX vs. FTHMX - Drawdown Comparison
The maximum DDDIX drawdown since its inception was -43.82%, which is greater than FTHMX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for DDDIX and FTHMX.
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Drawdown Indicators
| DDDIX | FTHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.82% | -20.45% | -23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -6.33% | -4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -28.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.82% | — | — |
Current DrawdownCurrent decline from peak | -1.34% | -1.13% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -2.99% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.82% | +1.52% |
Volatility
DDDIX vs. FTHMX - Volatility Comparison
13D Activist Fund (DDDIX) has a higher volatility of 5.52% compared to FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX) at 3.88%. This indicates that DDDIX's price experiences larger fluctuations and is considered to be riskier than FTHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDDIX | FTHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.88% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 9.70% | +4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 12.95% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 15.42% | +4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 15.42% | +5.59% |
DDDIX vs. FTHMX - Expense Ratio Comparison
DDDIX has a 1.51% expense ratio, which is higher than FTHMX's 0.83% expense ratio.
Dividends
DDDIX vs. FTHMX - Dividend Comparison
DDDIX's dividend yield for the trailing twelve months is around 3.62%, more than FTHMX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 3.62% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% |
FTHMX FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares | 0.28% | 0.33% | 0.28% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DDDIX and FTHMX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDDIX has higher volatility (5.52%) compared to FTHMX (3.88%). In terms of maximum drawdown, DDDIX dropped -43.82% vs FTHMX's -20.45%.
DDDIX currently has the higher Sharpe Ratio (2.20 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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