FTHNX vs. CALF
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. CALF is a passively managed fund by Pacer that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Performance
FTHNX vs. CALF - Performance Comparison
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FTHNX vs. CALF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 9.94% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.42% | 2.33% | -7.41% | 35.43% | -15.20% | 40.68% | 16.55% | 18.18% | -10.06% | 5.78% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than CALF's 1.42% 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%
CALF
- 1D
- 0.13%
- 1M
- -2.20%
- YTD
- 1.42%
- 6M
- 2.91%
- 1Y
- 20.81%
- 3Y*
- 7.00%
- 5Y*
- 3.20%
- 10Y*
- —
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FTHNX vs. CALF - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than CALF's 0.59% expense ratio.
Return for Risk
FTHNX vs. CALF — Risk / Return Rank
FTHNX
CALF
FTHNX vs. CALF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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 | CALF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.92 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.43 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.31 | +0.41 |
Martin ratioReturn relative to average drawdown | 6.65 | 5.99 | +0.67 |
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 | CALF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.92 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.14 | +0.37 |
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 | 0.32 | +0.29 |
Correlation
The correlation between FTHNX and CALF is 0.88, 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. CALF - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than CALF's 1.43% 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% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.43% | 1.43% | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. CALF - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for FTHNX and CALF.
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Drawdown Indicators
| FTHNX | CALF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -47.58% | +9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -16.47% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -34.22% | +9.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -7.24% | -6.28% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -10.91% | +5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.60% | -0.39% |
Volatility
FTHNX vs. CALF - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.74% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 4.22%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | CALF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 4.22% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 11.13% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 22.66% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 23.68% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 26.18% | -6.08% |