FTHNX vs. MXLSX

In the year-to-date period, FTHNX achieves a -5.33% return, which is significantly higher than MXLSX's -7.31% return.

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FTHNX has a 1.03% expense ratio, which is lower than MXLSX's 1.09% expense ratio.

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.

The current FTHNX Sharpe Ratio is -0.29, which is comparable to the MXLSX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of FTHNX and MXLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FTHNX's dividend yield for the trailing twelve months is around 0.46%, while MXLSX has not paid dividends to shareholders.

The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum MXLSX drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for FTHNX and MXLSX. For additional features, visit the drawdowns tool.

The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 6.42%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 7.18%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.