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 | -1.81% | 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 -1.81% 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 12.82%, while MXLSX has yielded a comparatively lower 8.19% annualized 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%
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 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 | 0.95 | 0.54 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.92 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.77 | +0.55 |
Martin ratioReturn relative to average drawdown | 5.16 | 2.97 | +2.19 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.54 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.28 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.37 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.25 | +0.35 |
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 0.29%, 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 | 0.29% | 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 | -9.44% | -8.88% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -12.20% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 4.19% | -1.02% |
Volatility
FTHNX vs. MXLSX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Great-West Small Cap Value Fund (MXLSX) have volatilities of 5.02% and 5.13%, 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 | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.13% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 11.94% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 23.41% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 20.90% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 22.28% | -2.20% |