DVSMX vs. FTHNX
Compare and contrast key facts about Driehaus Small Cap Growth Fund (DVSMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
DVSMX is managed by Driehaus. It was launched on Aug 21, 2017. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
DVSMX vs. FTHNX - Performance Comparison
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DVSMX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DVSMX Driehaus Small Cap Growth Fund | -0.49% | 16.66% | 27.44% | 18.93% | -34.12% | 18.41% | 63.95% | 40.29% | -8.71% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.02% |
Returns By Period
In the year-to-date period, DVSMX achieves a -0.49% return, which is significantly lower than FTHNX's 0.58% return.
DVSMX
- 1D
- 5.61%
- 1M
- -8.39%
- YTD
- -0.49%
- 6M
- 4.42%
- 1Y
- 39.62%
- 3Y*
- 19.17%
- 5Y*
- 4.23%
- 10Y*
- —
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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DVSMX vs. FTHNX - Expense Ratio Comparison
DVSMX has a 0.99% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Return for Risk
DVSMX vs. FTHNX — Risk / Return Rank
DVSMX
FTHNX
DVSMX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Small Cap Growth Fund (DVSMX) 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.
| DVSMX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.06 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.63 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.72 | +0.47 |
Martin ratioReturn relative to average drawdown | 7.87 | 6.65 | +1.21 |
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
| DVSMX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.06 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.50 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.61 | -0.13 |
Correlation
The correlation between DVSMX and FTHNX is 0.78, 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
DVSMX vs. FTHNX - Dividend Comparison
DVSMX's dividend yield for the trailing twelve months is around 0.21%, less than FTHNX's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVSMX Driehaus Small Cap Growth Fund | 0.21% | 0.21% | 1.08% | 0.38% | 2.15% | 17.58% | 6.55% | 6.34% | 2.87% | 0.00% | 0.00% | 0.00% |
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
DVSMX vs. FTHNX - Drawdown Comparison
The maximum DVSMX drawdown since its inception was -47.64%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for DVSMX and FTHNX.
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Drawdown Indicators
| DVSMX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -37.78% | -9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.39% | -12.40% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -47.64% | -24.63% | -23.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -10.64% | -7.24% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -17.55% | -5.77% | -11.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 3.21% | +1.08% |
Volatility
DVSMX vs. FTHNX - Volatility Comparison
Driehaus Small Cap Growth Fund (DVSMX) has a higher volatility of 11.91% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.74%. This indicates that DVSMX'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
| DVSMX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.91% | 5.74% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 20.51% | 10.90% | +9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.54% | 19.72% | +8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.79% | 18.93% | +9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.52% | 20.10% | +9.42% |