FTHNX vs. FSOPX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fidelity Series Small Cap Opportunities Fund (FSOPX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FSOPX is managed by Fidelity. It was launched on Mar 22, 2007.
Performance
FTHNX vs. FSOPX - Performance Comparison
Loading graphics...
FTHNX vs. FSOPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSOPX Fidelity Series Small Cap Opportunities Fund | 4.69% | 15.81% | 15.31% | 20.38% | -17.82% | 23.39% | 17.03% | 29.92% | -8.12% | 11.10% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than FSOPX's 4.69% return. Over the past 10 years, FTHNX has outperformed FSOPX with an annualized return of 13.10%, while FSOPX has yielded a comparatively lower 11.92% 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%
FSOPX
- 1D
- 3.79%
- 1M
- -5.19%
- YTD
- 4.69%
- 6M
- 10.60%
- 1Y
- 32.66%
- 3Y*
- 17.07%
- 5Y*
- 8.69%
- 10Y*
- 11.92%
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. FSOPX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than FSOPX's 0.00% expense ratio.
Return for Risk
FTHNX vs. FSOPX — Risk / Return Rank
FTHNX
FSOPX
FTHNX vs. FSOPX - 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 Opportunities Fund (FSOPX). 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 | FSOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.48 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.13 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.35 | -0.63 |
Martin ratioReturn relative to average drawdown | 6.65 | 10.03 | -3.37 |
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 | FSOPX | 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 | 0.40 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.55 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.36 | +0.25 |
Correlation
The correlation between FTHNX and FSOPX 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. FSOPX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than FSOPX's 4.22% 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% |
FSOPX Fidelity Series Small Cap Opportunities Fund | 4.22% | 4.41% | 9.41% | 0.98% | 5.16% | 30.85% | 2.01% | 6.67% | 13.99% | 10.31% | 0.69% | 5.93% |
Drawdowns
FTHNX vs. FSOPX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FSOPX drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for FTHNX and FSOPX.
Loading graphics...
Drawdown Indicators
| FTHNX | FSOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -61.75% | +23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.87% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -30.06% | +5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -39.15% | +1.37% |
Current DrawdownCurrent decline from peak | -7.24% | -6.29% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -10.45% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.25% | -0.04% |
Volatility
FTHNX vs. FSOPX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Fidelity Series Small Cap Opportunities Fund (FSOPX) has a volatility of 8.00%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than FSOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTHNX | FSOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 8.00% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 13.55% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 22.47% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 21.70% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.93% | -1.83% |