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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or MXLSX.
Key characteristics
| FTHNX | MXLSX | |
|---|---|---|
| YTD Return | 25.10% | 14.08% |
| 1Y Return | 43.35% | 30.17% |
| 3Y Return (Ann) | 10.28% | 2.90% |
| 5Y Return (Ann) | 14.94% | 9.14% |
| Sharpe Ratio | 2.43 | 1.46 |
| Sortino Ratio | 3.44 | 2.22 |
| Omega Ratio | 1.44 | 1.27 |
| Calmar Ratio | 5.22 | 1.69 |
| Martin Ratio | 15.12 | 6.95 |
| Ulcer Index | 2.82% | 4.13% |
| Daily Std Dev | 17.50% | 19.67% |
| Max Drawdown | -37.78% | -45.54% |
| Current Drawdown | -0.75% | -0.73% |
Correlation
The correlation between FTHNX and MXLSX is 0.91, 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.
Performance
FTHNX vs. MXLSX - Performance Comparison
In the year-to-date period, FTHNX achieves a 25.10% return, which is significantly higher than MXLSX's 14.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
FTHNX vs. MXLSX - Risk-Adjusted Performance 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.
Dividends
FTHNX vs. MXLSX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.61%, more than MXLSX's 0.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.61% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% | 0.00% | 0.00% |
MXLSX Great-West Small Cap Value Fund | 0.28% | 0.04% | 0.06% | 3.37% | 0.00% | 0.00% | 0.00% | 0.07% | 0.07% | 0.26% | 1.08% | 0.61% |
Drawdowns
FTHNX vs. MXLSX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum MXLSX drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for FTHNX and MXLSX. For additional features, visit the drawdowns tool.
Volatility
FTHNX vs. MXLSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 6.23%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 7.56%. 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.