FTHNX vs. AVUV
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Avantis US Small Cap Value ETF (AVUV).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. AVUV is a passively managed fund by Avantis that tracks the performance of the Russell 2000 Value. It was launched on Sep 24, 2019.
Performance
FTHNX vs. AVUV - Performance Comparison
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FTHNX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 8.63% |
AVUV Avantis US Small Cap Value ETF | 8.80% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.50% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than AVUV's 8.80% return.
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%
AVUV
- 1D
- 0.18%
- 1M
- -2.36%
- YTD
- 8.80%
- 6M
- 11.45%
- 1Y
- 28.45%
- 3Y*
- 16.26%
- 5Y*
- 10.42%
- 10Y*
- —
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FTHNX vs. AVUV - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Return for Risk
FTHNX vs. AVUV — Risk / Return Rank
FTHNX
AVUV
FTHNX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Avantis US Small Cap Value ETF (AVUV). 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.
| FTHNX | AVUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.22 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.78 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.88 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.65 | 7.40 | -0.75 |
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
| FTHNX | AVUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.22 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.46 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.52 | +0.10 |
Correlation
The correlation between FTHNX and AVUV 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.
Dividends
FTHNX vs. AVUV - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than AVUV's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AVUV Avantis US Small Cap Value ETF | 1.40% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. AVUV - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for FTHNX and AVUV.
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Drawdown Indicators
| FTHNX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -49.42% | +11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -15.43% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -28.79% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -7.24% | -3.97% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -8.14% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.91% | -0.70% |
Volatility
FTHNX vs. AVUV - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.74% compared to Avantis US Small Cap Value ETF (AVUV) at 5.41%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 5.41% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 13.10% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 23.46% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 22.95% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 28.59% | -8.49% |