FTHNX vs. FSSNX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fidelity Small Cap Index Fund (FSSNX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
FTHNX vs. FSSNX - Performance Comparison
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FTHNX vs. FSSNX - 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% |
FSSNX Fidelity Small Cap Index Fund | 0.91% | 12.94% | 11.71% | 17.11% | -20.28% | 14.70% | 19.99% | 25.70% | -11.24% | 14.54% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than FSSNX's 0.91% return. Over the past 10 years, FTHNX has outperformed FSSNX with an annualized return of 13.10%, while FSSNX has yielded a comparatively lower 9.90% 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%
FSSNX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.91%
- 6M
- 2.89%
- 1Y
- 25.83%
- 3Y*
- 13.19%
- 5Y*
- 3.57%
- 10Y*
- 9.90%
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FTHNX vs. FSSNX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Return for Risk
FTHNX vs. FSSNX — Risk / Return Rank
FTHNX
FSSNX
FTHNX vs. FSSNX - 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 Small Cap Index Fund (FSSNX). 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 | FSSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.12 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.66 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.82 | -0.10 |
Martin ratioReturn relative to average drawdown | 6.65 | 6.80 | -0.15 |
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 | FSSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.12 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.16 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.42 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.49 | +0.13 |
Correlation
The correlation between FTHNX and FSSNX 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. FSSNX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than FSSNX's 1.07% 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% |
FSSNX Fidelity Small Cap Index Fund | 1.07% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
Drawdowns
FTHNX vs. FSSNX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FSSNX drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for FTHNX and FSSNX.
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Drawdown Indicators
| FTHNX | FSSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -41.72% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.89% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -31.87% | +7.24% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.72% | +3.94% |
Current DrawdownCurrent decline from peak | -7.24% | -7.94% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -8.37% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.71% | -0.50% |
Volatility
FTHNX vs. FSSNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Fidelity Small Cap Index Fund (FSSNX) has a volatility of 7.52%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | FSSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 7.52% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 14.52% | -3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 23.30% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 22.61% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 23.41% | -3.31% |