FTHNX vs. CTSIX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Calamos Timpani Small Cap Growth Fund (CTSIX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. CTSIX is managed by Calamos. It was launched on Mar 23, 2011.
Performance
FTHNX vs. CTSIX - Performance Comparison
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FTHNX vs. CTSIX - 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% | 12.91% |
CTSIX Calamos Timpani Small Cap Growth Fund | 0.55% | 25.90% | 44.34% | 7.57% | -37.30% | 9.12% | 63.38% | 1.20% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly higher than CTSIX's 0.55% 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%
CTSIX
- 1D
- 5.59%
- 1M
- -7.48%
- YTD
- 0.55%
- 6M
- 3.66%
- 1Y
- 43.97%
- 3Y*
- 23.09%
- 5Y*
- 3.66%
- 10Y*
- —
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FTHNX vs. CTSIX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than CTSIX's 1.05% expense ratio.
Return for Risk
FTHNX vs. CTSIX — Risk / Return Rank
FTHNX
CTSIX
FTHNX vs. CTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Calamos Timpani Small Cap Growth Fund (CTSIX). 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 | CTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.48 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.07 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.65 | -1.93 |
Martin ratioReturn relative to average drawdown | 6.65 | 13.94 | -7.29 |
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 | CTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.48 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.13 | +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 | 0.42 | +0.20 |
Correlation
The correlation between FTHNX and CTSIX is 0.77, 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. CTSIX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, while CTSIX has not paid dividends to shareholders.
| 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% |
CTSIX Calamos Timpani Small Cap Growth Fund | 0.00% | 0.00% | 2.58% | 0.00% | 0.00% | 0.00% | 3.77% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. CTSIX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum CTSIX drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for FTHNX and CTSIX.
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Drawdown Indicators
| FTHNX | CTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -50.83% | +13.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.38% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -50.60% | +25.97% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -7.24% | -7.48% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -21.12% | +15.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.24% | -0.03% |
Volatility
FTHNX vs. CTSIX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 13.35%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than CTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | CTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 13.35% | -7.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 21.82% | -10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 29.67% | -9.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 27.87% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 29.76% | -9.66% |