FTHNX vs. BOSOX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Boston Trust Small Cap Fund (BOSOX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. BOSOX is managed by Boston Trust Walden.
Performance
FTHNX vs. BOSOX - Performance Comparison
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FTHNX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, FTHNX has outperformed BOSOX with an annualized return of 12.82%, while BOSOX has yielded a comparatively lower 9.28% annualized return.
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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FTHNX vs. BOSOX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than BOSOX's 1.00% expense ratio.
Return for Risk
FTHNX vs. BOSOX — Risk / Return Rank
FTHNX
BOSOX
FTHNX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Boston Trust Small Cap Fund (BOSOX). 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 | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | -0.13 | +1.07 |
Sortino ratioReturn per unit of downside risk | 1.47 | -0.05 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.99 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | -0.33 | +1.65 |
Martin ratioReturn relative to average drawdown | 5.16 | -1.03 | +6.18 |
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 | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | -0.13 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.20 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.48 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.41 | +0.20 |
Correlation
The correlation between FTHNX and BOSOX is 0.94, 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. BOSOX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
FTHNX vs. BOSOX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for FTHNX and BOSOX.
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Drawdown Indicators
| FTHNX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -51.32% | +13.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -11.89% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -22.36% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -36.79% | -0.99% |
Current DrawdownCurrent decline from peak | -9.44% | -16.07% | +6.63% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -7.26% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.82% | -0.65% |
Volatility
FTHNX vs. BOSOX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.02% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 4.10% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 10.48% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 18.96% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 17.82% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 19.56% | +0.52% |