FTHNX vs. CAMSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Cambiar Small Cap Fund (CAMSX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. CAMSX is managed by Cambiar Funds. It was launched on Aug 31, 2004.
Performance
FTHNX vs. CAMSX - Performance Comparison
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FTHNX vs. CAMSX - 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% |
CAMSX Cambiar Small Cap Fund | 1.25% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 4.01% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly lower than CAMSX's 1.25% return. Over the past 10 years, FTHNX has outperformed CAMSX with an annualized return of 12.82%, while CAMSX has yielded a comparatively lower 7.77% 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%
CAMSX
- 1D
- -0.86%
- 1M
- -6.95%
- YTD
- 1.25%
- 6M
- 2.33%
- 1Y
- 16.66%
- 3Y*
- 7.00%
- 5Y*
- 4.34%
- 10Y*
- 7.77%
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FTHNX vs. CAMSX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than CAMSX's 1.10% expense ratio.
Return for Risk
FTHNX vs. CAMSX — Risk / Return Rank
FTHNX
CAMSX
FTHNX vs. CAMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Cambiar Small Cap Fund (CAMSX). 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 | CAMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.82 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.27 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.24 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.03 | +1.13 |
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 | CAMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.82 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.23 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.38 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.39 | +0.21 |
Correlation
The correlation between FTHNX and CAMSX is 0.92, 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. CAMSX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than CAMSX's 10.47% 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% |
CAMSX Cambiar Small Cap Fund | 10.47% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
Drawdowns
FTHNX vs. CAMSX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for FTHNX and CAMSX.
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Drawdown Indicators
| FTHNX | CAMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -58.43% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -11.67% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -22.14% | -2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.99% | +4.21% |
Current DrawdownCurrent decline from peak | -9.44% | -10.44% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -8.90% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.60% | -0.43% |
Volatility
FTHNX vs. CAMSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while Cambiar Small Cap Fund (CAMSX) has a volatility of 5.87%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than CAMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | CAMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.87% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 12.42% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 20.10% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 18.66% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 20.73% | -0.65% |