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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVSMX or FTHNX.
Performance
DVSMX vs. FTHNX - Performance Comparison
Returns By Period
In the year-to-date period, DVSMX achieves a 35.72% return, which is significantly higher than FTHNX's 24.93% return.
DVSMX
35.72%
4.49%
14.75%
50.61%
10.04%
N/A
FTHNX
24.93%
5.82%
14.97%
36.39%
14.97%
N/A
Key characteristics
DVSMX | FTHNX | |
---|---|---|
Sharpe Ratio | 2.35 | 2.18 |
Sortino Ratio | 3.07 | 3.06 |
Omega Ratio | 1.39 | 1.38 |
Calmar Ratio | 1.08 | 4.56 |
Martin Ratio | 13.30 | 12.96 |
Ulcer Index | 3.88% | 2.87% |
Daily Std Dev | 21.99% | 17.09% |
Max Drawdown | -53.84% | -37.78% |
Current Drawdown | -21.40% | -2.12% |
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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.
Correlation
The correlation between DVSMX and FTHNX is 0.79, 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.
Risk-Adjusted Performance
DVSMX vs. FTHNX - Risk-Adjusted Performance 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.
Dividends
DVSMX vs. FTHNX - Dividend Comparison
DVSMX's dividend yield for the trailing twelve months is around 0.28%, less than FTHNX's 0.61% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|
Driehaus Small Cap Growth Fund | 0.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.61% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% |
Drawdowns
DVSMX vs. FTHNX - Drawdown Comparison
The maximum DVSMX drawdown since its inception was -53.84%, 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. For additional features, visit the drawdowns tool.
Volatility
DVSMX vs. FTHNX - Volatility Comparison
Driehaus Small Cap Growth Fund (DVSMX) has a higher volatility of 7.63% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 6.38%. 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.