FTHNX vs. MXMDX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
FTHNX vs. MXMDX - Performance Comparison
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FTHNX vs. MXMDX - 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than MXMDX's 2.37% return. Over the past 10 years, FTHNX has outperformed MXMDX with an annualized return of 13.10%, while MXMDX has yielded a comparatively lower 9.32% 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%
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
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FTHNX vs. MXMDX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than MXMDX's 0.55% expense ratio.
Return for Risk
FTHNX vs. MXMDX — Risk / Return Rank
FTHNX
MXMDX
FTHNX vs. MXMDX - 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 S&P Mid Cap 400 Index Fund (MXMDX). 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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.78 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.24 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.13 | +0.59 |
Martin ratioReturn relative to average drawdown | 6.65 | 4.93 | +1.72 |
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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.78 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.32 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.44 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.42 | +0.20 |
Correlation
The correlation between FTHNX and MXMDX is 0.90, 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. MXMDX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than MXMDX's 6.50% 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. MXMDX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for FTHNX and MXMDX.
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Drawdown Indicators
| FTHNX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -41.80% | +4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.12% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -24.15% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.80% | +4.02% |
Current DrawdownCurrent decline from peak | -7.24% | -6.26% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -6.00% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.47% | -0.26% |
Volatility
FTHNX vs. MXMDX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 6.50%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 6.50% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 11.83% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 22.79% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 20.00% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.20% | -1.10% |