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.
Key characteristics
| DVSMX | FTHNX | |
|---|---|---|
| YTD Return | 41.00% | 27.64% |
| 1Y Return | 63.32% | 45.50% |
| 3Y Return (Ann) | -5.93% | 11.18% |
| 5Y Return (Ann) | 10.89% | 15.44% |
| Sharpe Ratio | 2.98 | 2.71 |
| Sortino Ratio | 3.76 | 3.77 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 1.31 | 5.81 |
| Martin Ratio | 17.14 | 16.84 |
| Ulcer Index | 3.81% | 2.82% |
| Daily Std Dev | 21.97% | 17.50% |
| Max Drawdown | -53.84% | -37.78% |
| Current Drawdown | -18.34% | 0.00% |
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.
Performance
DVSMX vs. FTHNX - Performance Comparison
In the year-to-date period, DVSMX achieves a 41.00% return, which is significantly higher than FTHNX's 27.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 0.27%, less than FTHNX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVSMX Driehaus Small Cap Growth Fund | 0.27% | 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 | 0.60% | 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 6.54% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 6.11%. 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.