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FTHNX vs. CVISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHNX vs. CVISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Causeway International Small Cap Fund (CVISX). The values are adjusted to include any dividend payments, if applicable.

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FTHNX vs. CVISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%17.25%
CVISX
Causeway International Small Cap Fund
6.25%32.93%9.71%26.74%-11.51%21.30%2.48%18.55%-21.34%34.52%

Returns By Period

In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than CVISX's 6.25% return. Over the past 10 years, FTHNX has outperformed CVISX with an annualized return of 13.10%, while CVISX has yielded a comparatively lower 11.01% annualized 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%

CVISX

1D
2.06%
1M
-8.16%
YTD
6.25%
6M
10.78%
1Y
37.67%
3Y*
23.70%
5Y*
13.20%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTHNX vs. CVISX - Expense Ratio Comparison

FTHNX has a 1.03% expense ratio, which is lower than CVISX's 1.35% expense ratio.


Return for Risk

FTHNX vs. CVISX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTHNX
FTHNX Risk / Return Rank: 6060
Overall Rank
FTHNX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FTHNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FTHNX Omega Ratio Rank: 5050
Omega Ratio Rank
FTHNX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTHNX Martin Ratio Rank: 6868
Martin Ratio Rank

CVISX
CVISX Risk / Return Rank: 9494
Overall Rank
CVISX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CVISX Sortino Ratio Rank: 9494
Sortino Ratio Rank
CVISX Omega Ratio Rank: 9393
Omega Ratio Rank
CVISX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CVISX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTHNX vs. CVISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Causeway International Small Cap Fund (CVISX). 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.


FTHNXCVISXDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.50

-1.44

Sortino ratio

Return per unit of downside risk

1.63

3.03

-1.41

Omega ratio

Gain probability vs. loss probability

1.21

1.46

-0.24

Calmar ratio

Return relative to maximum drawdown

1.72

3.21

-1.49

Martin ratio

Return relative to average drawdown

6.65

11.26

-4.61

FTHNX vs. CVISX - Sharpe Ratio Comparison

The current FTHNX Sharpe Ratio is 1.06, which is lower than the CVISX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of FTHNX and CVISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTHNXCVISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.50

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.83

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.66

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.61

+0.01

Correlation

The correlation between FTHNX and CVISX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTHNX vs. CVISX - Dividend Comparison

FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than CVISX's 15.59% yield.


TTM20252024202320222021202020192018201720162015
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%
CVISX
Causeway International Small Cap Fund
15.59%16.56%10.60%6.14%2.75%3.48%3.42%3.57%2.91%8.23%2.78%2.00%

Drawdowns

FTHNX vs. CVISX - Drawdown Comparison

The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum CVISX drawdown of -48.50%. Use the drawdown chart below to compare losses from any high point for FTHNX and CVISX.


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Drawdown Indicators


FTHNXCVISXDifference

Max Drawdown

Largest peak-to-trough decline

-37.78%

-48.50%

+10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-10.77%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-25.20%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-48.50%

+10.72%

Current Drawdown

Current decline from peak

-7.24%

-8.93%

+1.69%

Average Drawdown

Average peak-to-trough decline

-5.77%

-8.99%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.07%

+0.14%

Volatility

FTHNX vs. CVISX - Volatility Comparison

The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Causeway International Small Cap Fund (CVISX) has a volatility of 6.94%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than CVISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHNXCVISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

6.94%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

11.14%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

15.44%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

16.03%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

16.76%

+3.34%