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.
Correlation
The correlation between FTHNX and FSTEX is 0.55, 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
Key characteristics
FTHNX:
0.51
FSTEX:
-0.06
FTHNX:
0.79
FSTEX:
0.04
FTHNX:
1.11
FSTEX:
1.01
FTHNX:
0.63
FSTEX:
-0.02
FTHNX:
2.42
FSTEX:
-0.17
FTHNX:
3.88%
FSTEX:
5.71%
FTHNX:
18.38%
FSTEX:
17.64%
FTHNX:
-37.78%
FSTEX:
-85.79%
FTHNX:
-14.50%
FSTEX:
-41.58%
Returns By Period
In the year-to-date period, FTHNX achieves a 9.37% return, which is significantly higher than FSTEX's -0.22% return.
FTHNX
9.37%
-13.46%
2.38%
8.84%
11.02%
N/A
FSTEX
-0.22%
-13.91%
-8.16%
-1.17%
10.20%
-0.22%
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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
Neither FTHNX nor FSTEX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.00% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% | 0.00% | 0.00% |
FSTEX Invesco Energy Fund | 0.00% | 2.11% | 0.89% | 1.79% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 0.64% | 0.39% | 0.44% |
Drawdowns
FTHNX vs. FSTEX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FSTEX drawdown of -85.79%. 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) has a higher volatility of 8.68% compared to Invesco Energy Fund (FSTEX) at 7.11%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.