FTHNX vs. DVSMX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Driehaus Small Cap Growth Fund (DVSMX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. DVSMX is managed by Driehaus. It was launched on Aug 21, 2017.
Performance
FTHNX vs. DVSMX - Performance Comparison
Loading graphics...
FTHNX vs. DVSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.02% |
DVSMX Driehaus Small Cap Growth Fund | -0.49% | 16.66% | 27.44% | 18.93% | -34.12% | 18.41% | 63.95% | 40.29% | -8.71% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly higher than DVSMX's -0.49% 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%
DVSMX
- 1D
- 5.61%
- 1M
- -8.39%
- YTD
- -0.49%
- 6M
- 4.42%
- 1Y
- 39.62%
- 3Y*
- 19.17%
- 5Y*
- 4.23%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTHNX vs. DVSMX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than DVSMX's 0.99% expense ratio.
Return for Risk
FTHNX vs. DVSMX — Risk / Return Rank
FTHNX
DVSMX
FTHNX vs. DVSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Driehaus Small Cap Growth Fund (DVSMX). 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 | DVSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.39 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.91 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.19 | -0.47 |
Martin ratioReturn relative to average drawdown | 6.65 | 7.87 | -1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTHNX | DVSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.39 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.15 | +0.36 |
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 | 0.49 | +0.13 |
Correlation
The correlation between FTHNX and DVSMX is 0.78, 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. DVSMX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, more than DVSMX's 0.21% 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% |
DVSMX Driehaus Small Cap Growth Fund | 0.21% | 0.21% | 1.08% | 0.38% | 2.15% | 17.58% | 6.55% | 6.34% | 2.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. DVSMX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum DVSMX drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for FTHNX and DVSMX.
Loading graphics...
Drawdown Indicators
| FTHNX | DVSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -47.64% | +9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -15.39% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -47.64% | +23.01% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -7.24% | -10.64% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -17.55% | +11.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.29% | -1.08% |
Volatility
FTHNX vs. DVSMX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Driehaus Small Cap Growth Fund (DVSMX) has a volatility of 11.91%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than DVSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTHNX | DVSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 11.91% | -6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 20.51% | -9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 28.54% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 28.79% | -9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 29.52% | -9.42% |