FTHNX vs. FTHSX
FTHNX (Fuller & Thaler Behavioral Small-Cap Equity Fund) and FTHSX (FullerThaler Behavioral Small-Cap Equity Fund Class I) are both Small Cap Blend Equities funds from Fuller & Thaler Asset Mgmt. Over the past 10 years, FTHNX returned 13.84%/yr vs 14.13%/yr for FTHSX. With a 1.00 correlation, they move nearly in lockstep. FTHNX charges 1.03%/yr vs 0.76%/yr for FTHSX.
Performance
FTHNX vs. FTHSX - Performance Comparison
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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%
FTHNX vs. FTHSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FTHNX
FTHSX
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.
| FTHNX | FTHSX | Difference | |
|---|---|---|---|
| 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 |
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 | FTHSX | Difference | |
|---|---|---|---|
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
| FTHNX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.51% | -0.48% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -5.65% | -0.05% |
Ulcer IndexDepth 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
| FTHNX | FTHSX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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