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.
Performance
FTHNX vs. FJACX - Performance Comparison
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FTHNX vs. FJACX - 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% |
FJACX Fidelity Series Small Cap Discovery Fund | -4.64% | 11.80% | 3.11% | 21.79% | -13.96% | 36.36% | 9.62% | 30.01% | -17.37% | 9.59% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly higher than FJACX's -4.64% return. Over the past 10 years, FTHNX has outperformed FJACX with an annualized return of 12.82%, while FJACX has yielded a comparatively lower 8.97% 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%
FJACX
- 1D
- -1.23%
- 1M
- -7.75%
- YTD
- -4.64%
- 6M
- -2.32%
- 1Y
- 13.16%
- 3Y*
- 8.38%
- 5Y*
- 6.17%
- 10Y*
- 8.97%
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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.
Return for Risk
FTHNX vs. FJACX — Risk / Return Rank
FTHNX
FJACX
FTHNX vs. FJACX - Risk-Adjusted Trends 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.
| FTHNX | FJACX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.60 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.02 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.85 | +0.47 |
Martin ratioReturn relative to average drawdown | 5.16 | 2.86 | +2.30 |
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 | FJACX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.60 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.31 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.42 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.23 |
Correlation
The correlation between FTHNX and FJACX is 0.94, 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. FJACX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than FJACX's 10.94% 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% |
FJACX Fidelity Series Small Cap Discovery Fund | 10.94% | 10.44% | 10.79% | 2.90% | 24.03% | 17.66% | 2.67% | 6.65% | 8.36% | 1.15% | 0.45% | 5.64% |
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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Drawdown Indicators
| FTHNX | FJACX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -45.60% | +7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.99% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -23.69% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -45.60% | +7.82% |
Current DrawdownCurrent decline from peak | -9.44% | -11.19% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -6.62% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.85% | -0.68% |
Volatility
FTHNX vs. FJACX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while Fidelity Series Small Cap Discovery Fund (FJACX) has a volatility of 5.63%. 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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Volatility by Period
| FTHNX | FJACX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.63% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 12.91% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 21.66% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 19.92% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 21.54% | -1.46% |