FJACX vs. FTHNX
Compare and contrast key facts about Fidelity Series Small Cap Discovery Fund (FJACX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
FJACX is managed by Fidelity. It was launched on Nov 7, 2013. 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: FJACX or FTHNX.
Key characteristics
| FJACX | FTHNX | |
|---|---|---|
| YTD Return | 10.34% | 26.31% |
| 1Y Return | 29.00% | 43.98% |
| 3Y Return (Ann) | 4.90% | 10.78% |
| 5Y Return (Ann) | 12.39% | 15.16% |
| Sharpe Ratio | 1.58 | 2.51 |
| Sortino Ratio | 2.30 | 3.53 |
| Omega Ratio | 1.28 | 1.45 |
| Calmar Ratio | 2.53 | 5.39 |
| Martin Ratio | 6.94 | 15.61 |
| Ulcer Index | 4.14% | 2.82% |
| Daily Std Dev | 18.22% | 17.50% |
| Max Drawdown | -45.60% | -37.78% |
| Current Drawdown | -1.22% | -1.04% |
Correlation
The correlation between FJACX and FTHNX is 0.93, 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
FJACX vs. FTHNX - Performance Comparison
In the year-to-date period, FJACX achieves a 10.34% return, which is significantly lower than FTHNX's 26.31% 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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FJACX vs. FTHNX - Expense Ratio Comparison
FJACX has a 0.00% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Risk-Adjusted Performance
FJACX vs. FTHNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Small Cap Discovery Fund (FJACX) 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
FJACX vs. FTHNX - Dividend Comparison
FJACX's dividend yield for the trailing twelve months is around 1.17%, more than FTHNX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FJACX Fidelity Series Small Cap Discovery Fund | 1.17% | 1.10% | 1.47% | 0.98% | 0.98% | 1.37% | 1.97% | 1.15% | 0.45% | 5.89% | 0.19% |
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% | 0.00% |
Drawdowns
FJACX vs. FTHNX - Drawdown Comparison
The maximum FJACX drawdown since its inception was -45.60%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for FJACX and FTHNX. For additional features, visit the drawdowns tool.
Volatility
FJACX vs. FTHNX - Volatility Comparison
Fidelity Series Small Cap Discovery Fund (FJACX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) have volatilities of 6.34% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.