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DVSMX vs. FTHNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

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Performance

DVSMX vs. FTHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Driehaus Small Cap Growth Fund (DVSMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.11%
-0.20%
DVSMX
FTHNX

Key characteristics

Sharpe Ratio

DVSMX:

0.64

FTHNX:

0.51

Sortino Ratio

DVSMX:

0.99

FTHNX:

0.80

Omega Ratio

DVSMX:

1.12

FTHNX:

1.11

Calmar Ratio

DVSMX:

0.40

FTHNX:

0.60

Martin Ratio

DVSMX:

2.92

FTHNX:

1.54

Ulcer Index

DVSMX:

5.12%

FTHNX:

6.08%

Daily Std Dev

DVSMX:

23.38%

FTHNX:

18.38%

Max Drawdown

DVSMX:

-53.84%

FTHNX:

-37.78%

Current Drawdown

DVSMX:

-26.90%

FTHNX:

-13.37%

Returns By Period

In the year-to-date period, DVSMX achieves a -0.96% return, which is significantly lower than FTHNX's 2.13% return.


DVSMX

YTD

-0.96%

1M

-0.87%

6M

9.10%

1Y

12.53%

5Y*

7.05%

10Y*

N/A

FTHNX

YTD

2.13%

1M

2.73%

6M

1.82%

1Y

7.16%

5Y*

11.35%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for FTHNX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for DVSMX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

DVSMX vs. FTHNX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DVSMX
The Risk-Adjusted Performance Rank of DVSMX is 3232
Overall Rank
The Sharpe Ratio Rank of DVSMX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of DVSMX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DVSMX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DVSMX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of DVSMX is 4343
Martin Ratio Rank

FTHNX
The Risk-Adjusted Performance Rank of FTHNX is 2727
Overall Rank
The Sharpe Ratio Rank of FTHNX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHNX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FTHNX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FTHNX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FTHNX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DVSMX, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.000.680.53
The chart of Sortino ratio for DVSMX, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.001.050.83
The chart of Omega ratio for DVSMX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.11
The chart of Calmar ratio for DVSMX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.420.62
The chart of Martin ratio for DVSMX, currently valued at 3.01, compared to the broader market0.0020.0040.0060.0080.003.011.55
DVSMX
FTHNX

The current DVSMX Sharpe Ratio is 0.64, which is comparable to the FTHNX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DVSMX and FTHNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.68
0.53
DVSMX
FTHNX

Dividends

DVSMX vs. FTHNX - Dividend Comparison

DVSMX's dividend yield for the trailing twelve months is around 1.09%, more than FTHNX's 0.43% yield.


TTM2024202320222021202020192018201720162015
DVSMX
Driehaus Small Cap Growth Fund
1.09%1.08%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
0.43%0.44%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.67%
-13.39%
DVSMX
FTHNX

Volatility

DVSMX vs. FTHNX - Volatility Comparison

Driehaus Small Cap Growth Fund (DVSMX) has a higher volatility of 8.00% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 4.27%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
8.00%
4.27%
DVSMX
FTHNX

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