FTHNX vs. FTMSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018.
Performance
FTHNX vs. FTMSX - Performance Comparison
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FTHNX vs. FTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 29.94% |
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -3.53% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly higher than FTMSX's -3.53% return.
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
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FTHNX vs. FTMSX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than FTMSX's 2.30% expense ratio.
Return for Risk
FTHNX vs. FTMSX — Risk / Return Rank
FTHNX
FTMSX
FTHNX vs. FTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX). 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 | FTMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.58 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.01 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.79 | +0.53 |
Martin ratioReturn relative to average drawdown | 5.16 | 2.46 | +2.69 |
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 | FTMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.58 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | -0.13 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.18 | +0.42 |
Correlation
The correlation between FTHNX and FTMSX is 0.85, 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. FTMSX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, while FTMSX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. FTMSX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum FTMSX drawdown of -53.12%. Use the drawdown chart below to compare losses from any high point for FTHNX and FTMSX.
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Drawdown Indicators
| FTHNX | FTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -53.12% | +15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -17.52% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -48.67% | +24.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | — | — |
Current DrawdownCurrent decline from peak | -9.44% | -28.35% | +18.91% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -22.44% | +16.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 5.60% | -2.43% |
Volatility
FTHNX vs. FTMSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a volatility of 8.12%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than FTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | FTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 8.12% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 19.14% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 30.15% | -10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 28.22% | -9.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 30.67% | -10.59% |