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FTHNX vs. FTHSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTHNX vs. FTHSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FTHNX having a 10.52% return and FTHSX slightly higher at 10.63%. Both investments have delivered pretty close results over the past 10 years, with FTHNX having a 13.84% annualized return and FTHSX not far ahead at 14.13%.


FTHNX

1D
0.48%
1M
1.59%
YTD
10.52%
6M
10.98%
1Y
26.68%
3Y*
19.37%
5Y*
11.23%
10Y*
13.84%

FTHSX

1D
0.47%
1M
1.61%
YTD
10.63%
6M
11.14%
1Y
27.04%
3Y*
19.70%
5Y*
11.55%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHNX vs. FTHSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
10.52%11.69%15.81%22.18%-7.73%30.44%10.05%27.74%-13.45%17.25%
FTHSX
FullerThaler Behavioral Small-Cap Equity Fund Class I
10.63%12.02%16.17%22.55%-7.49%30.83%10.38%28.06%-13.18%17.35%

Correlation

The correlation between FTHNX and FTHSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2015

1.00

The correlation between FTHNX and FTHSX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FTHNX vs. FTHSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTHNX
FTHNX Risk / Return Rank: 4747
Overall Rank
FTHNX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FTHNX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FTHNX Omega Ratio Rank: 3737
Omega Ratio Rank
FTHNX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FTHNX Martin Ratio Rank: 5252
Martin Ratio Rank

FTHSX
FTHSX Risk / Return Rank: 4848
Overall Rank
FTHSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FTHSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FTHSX Omega Ratio Rank: 3838
Omega Ratio Rank
FTHSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FTHSX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTHNX vs. FTHSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). 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.


FTHNXFTHSXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.32

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

3.00

3.05

-0.05

Martin ratioReturn relative to average drawdown

10.68

10.87

-0.19

FTHNX vs. FTHSX - Sharpe Ratio Comparison

The current FTHNX Sharpe Ratio is 1.86, which is comparable to the FTHSX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FTHNX and FTHSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTHNXFTHSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.89

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.61

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.67

-0.01

Drawdowns

FTHNX vs. FTHSX - Drawdown Comparison

The maximum FTHNX drawdown since its inception was -37.78%, roughly equal to the maximum FTHSX drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for FTHNX and FTHSX.


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Drawdown Indicators


FTHNXFTHSXDifference

Max Drawdown

Largest peak-to-trough decline

-37.78%

-37.74%

-0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-9.42%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-24.63%

-24.58%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-24.58%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-37.74%

-0.04%

Current Drawdown

Current decline from peak

-0.51%

-0.48%

-0.03%

Average Drawdown

Average peak-to-trough decline

-5.70%

-5.65%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.64%

+0.01%

Volatility

FTHNX vs. FTHSX - Volatility Comparison

Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) have volatilities of 4.23% and 4.22%, 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.


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Volatility by Period


FTHNXFTHSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.22%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

10.79%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

15.25%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

18.91%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

20.13%

-0.01%

FTHNX vs. FTHSX - Expense Ratio Comparison

FTHNX has a 1.03% expense ratio, which is higher than FTHSX's 0.76% expense ratio.


Dividends

FTHNX vs. FTHSX - Dividend Comparison

FTHNX's dividend yield for the trailing twelve months is around 0.26%, less than FTHSX's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
0.26%0.28%7.84%1.60%0.95%3.55%0.11%0.11%0.21%0.09%0.00%15.47%
FTHSX
FullerThaler Behavioral Small-Cap Equity Fund Class I
0.49%0.54%8.05%1.81%1.23%3.77%0.35%0.39%0.55%0.26%0.00%15.40%

Frequently Asked Questions


With a correlation of 1.00, FTHNX and FTHSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FTHNX has higher volatility (4.23%) compared to FTHSX (4.22%). In terms of maximum drawdown, FTHNX dropped -37.78% vs FTHSX's -37.74%.

FTHSX currently has the higher Sharpe Ratio (1.89 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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