FTHNX vs. MXLSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Great-West Small Cap Value Fund (MXLSX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
FTHNX vs. MXLSX - Performance Comparison
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FTHNX vs. MXLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than MXLSX's 1.81% return. Over the past 10 years, FTHNX has outperformed MXLSX with an annualized return of 13.10%, while MXLSX has yielded a comparatively lower 8.19% annualized return.
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
MXLSX
- 1D
- -0.52%
- 1M
- -7.15%
- YTD
- 1.81%
- 6M
- 2.68%
- 1Y
- 13.36%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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FTHNX vs. MXLSX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
FTHNX vs. MXLSX — Risk / Return Rank
FTHNX
MXLSX
FTHNX vs. MXLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Great-West Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.54 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.92 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.77 | +0.96 |
Martin ratioReturn relative to average drawdown | 6.65 | 2.97 | +3.69 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.54 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.28 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.37 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.25 | +0.36 |
Correlation
The correlation between FTHNX and MXLSX is 0.89, 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. MXLSX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than MXLSX's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. MXLSX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for FTHNX and MXLSX.
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Drawdown Indicators
| FTHNX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -60.41% | +22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -15.02% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -26.04% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -43.52% | +5.74% |
Current DrawdownCurrent decline from peak | -7.24% | -8.88% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -12.20% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.19% | -0.98% |
Volatility
FTHNX vs. MXLSX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.74% compared to Great-West Small Cap Value Fund (MXLSX) at 5.13%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 5.13% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 11.94% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 23.41% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 20.90% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 22.28% | -2.18% |