Correlation
The correlation between FTHNX and GOOG is 0.80, 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.
FTHNX vs. GOOG
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Alphabet Inc (GOOG).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or GOOG.
Performance
FTHNX vs. GOOG - Performance Comparison
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Key characteristics
FTHNX:
0.16
GOOG:
0.00
FTHNX:
0.36
GOOG:
0.11
FTHNX:
1.04
GOOG:
1.01
FTHNX:
0.12
GOOG:
-0.08
FTHNX:
0.33
GOOG:
-0.17
FTHNX:
8.96%
GOOG:
14.06%
FTHNX:
21.80%
GOOG:
31.25%
FTHNX:
-37.78%
GOOG:
-44.60%
FTHNX:
-12.46%
GOOG:
-16.69%
Returns By Period
In the year-to-date period, FTHNX achieves a -3.32% return, which is significantly higher than GOOG's -9.13% return.
FTHNX
-3.32%
4.13%
-11.64%
2.56%
11.77%
16.20%
N/A
GOOG
-9.13%
6.18%
1.61%
-0.17%
15.05%
19.44%
20.48%
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Risk-Adjusted Performance
FTHNX vs. GOOG — Risk-Adjusted Performance Rank
FTHNX
GOOG
FTHNX vs. GOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Alphabet Inc (GOOG). 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.
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Dividends
FTHNX vs. GOOG - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 8.11%, more than GOOG's 0.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 8.11% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 15.48% |
GOOG Alphabet Inc | 0.46% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. GOOG - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for FTHNX and GOOG.
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Volatility
FTHNX vs. GOOG - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.78%, while Alphabet Inc (GOOG) has a volatility of 11.00%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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