FTHNX vs. FSTEX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Invesco Energy Fund (FSTEX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FSTEX is managed by Invesco. It was launched on Jan 18, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or FSTEX.
Key characteristics
| FTHNX | FSTEX | |
|---|---|---|
| YTD Return | 15.06% | 5.24% |
| 1Y Return | 30.59% | -1.29% |
| 3Y Return (Ann) | 11.39% | 24.31% |
| 5Y Return (Ann) | 15.26% | 11.97% |
| Sharpe Ratio | 1.75 | -0.05 |
| Daily Std Dev | 17.36% | 17.57% |
| Max Drawdown | -37.78% | -83.46% |
| Current Drawdown | -0.34% | -28.27% |
Correlation
The correlation between FTHNX and FSTEX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FTHNX vs. FSTEX - Performance Comparison
In the year-to-date period, FTHNX achieves a 15.06% return, which is significantly higher than FSTEX's 5.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTHNX vs. FSTEX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than FSTEX's 1.36% expense ratio.
Risk-Adjusted Performance
FTHNX vs. FSTEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Invesco Energy Fund (FSTEX). 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.
Dividends
FTHNX vs. FSTEX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 1.39%, less than FSTEX's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 1.39% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 15.47% | 0.00% | 0.00% |
FSTEX Invesco Energy Fund | 2.01% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 0.64% | 13.54% | 0.91% |
Drawdowns
FTHNX vs. FSTEX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FSTEX drawdown of -83.46%. Use the drawdown chart below to compare losses from any high point for FTHNX and FSTEX. For additional features, visit the drawdowns tool.
Volatility
FTHNX vs. FSTEX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Invesco Energy Fund (FSTEX) have volatilities of 5.38% and 5.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.