Correlation
The correlation between FTHNX and FJACX is 0.80, 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.
FTHNX vs. FJACX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fidelity Series Small Cap Discovery Fund (FJACX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FJACX is managed by Fidelity. It was launched on Nov 7, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or FJACX.
Performance
FTHNX vs. FJACX - Performance Comparison
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Key characteristics
FTHNX:
0.16
FJACX:
-0.14
FTHNX:
0.36
FJACX:
-0.10
FTHNX:
1.04
FJACX:
0.99
FTHNX:
0.12
FJACX:
-0.17
FTHNX:
0.33
FJACX:
-0.51
FTHNX:
8.96%
FJACX:
7.80%
FTHNX:
21.80%
FJACX:
22.25%
FTHNX:
-37.78%
FJACX:
-45.60%
FTHNX:
-12.46%
FJACX:
-11.01%
Returns By Period
In the year-to-date period, FTHNX achieves a -3.32% return, which is significantly higher than FJACX's -3.58% return.
FTHNX
-3.32%
4.68%
-11.64%
3.39%
11.77%
16.20%
N/A
FJACX
-3.58%
4.69%
-10.42%
-2.99%
4.85%
13.29%
7.30%
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FTHNX vs. FJACX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than FJACX's 0.00% expense ratio.
Risk-Adjusted Performance
FTHNX vs. FJACX — Risk-Adjusted Performance Rank
FTHNX
FJACX
FTHNX vs. FJACX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fidelity Series Small Cap Discovery Fund (FJACX). 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.
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Dividends
FTHNX vs. FJACX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 8.11%, less than FJACX's 11.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 8.11% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 15.47% | 0.00% |
FJACX Fidelity Series Small Cap Discovery Fund | 11.19% | 10.79% | 2.90% | 20.85% | 17.66% | 2.67% | 6.65% | 15.58% | 1.15% | 0.45% | 5.69% | 2.09% |
Drawdowns
FTHNX vs. FJACX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FJACX drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for FTHNX and FJACX.
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Volatility
FTHNX vs. FJACX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.78%, while Fidelity Series Small Cap Discovery Fund (FJACX) has a volatility of 6.36%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than FJACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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