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FTHNX vs. OPGSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FTHNX vs. OPGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Invesco Gold & Special Minerals Fund (OPGSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.20%
11.90%
FTHNX
OPGSX

Returns By Period

The year-to-date returns for both stocks are quite close, with FTHNX having a 26.39% return and OPGSX slightly lower at 26.17%.


FTHNX

YTD

26.39%

1M

7.85%

6M

15.20%

1Y

37.98%

5Y (annualized)

15.22%

10Y (annualized)

N/A

OPGSX

YTD

26.17%

1M

-7.64%

6M

11.89%

1Y

38.00%

5Y (annualized)

11.03%

10Y (annualized)

8.70%

Key characteristics


FTHNXOPGSX
Sharpe Ratio2.221.36
Sortino Ratio3.111.92
Omega Ratio1.391.23
Calmar Ratio4.660.70
Martin Ratio13.235.28
Ulcer Index2.87%7.19%
Daily Std Dev17.12%28.04%
Max Drawdown-37.78%-81.04%
Current Drawdown-0.99%-31.50%

Compare stocks, funds, or ETFs

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FTHNX vs. OPGSX - Expense Ratio Comparison

FTHNX has a 1.03% expense ratio, which is lower than OPGSX's 1.05% expense ratio.


OPGSX
Invesco Gold & Special Minerals Fund
Expense ratio chart for OPGSX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FTHNX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%

Correlation

-0.50.00.51.00.2

The correlation between FTHNX and OPGSX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

FTHNX vs. OPGSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Invesco Gold & Special Minerals Fund (OPGSX). 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.


Sharpe ratio
The chart of Sharpe ratio for FTHNX, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.005.002.221.36
The chart of Sortino ratio for FTHNX, currently valued at 3.11, compared to the broader market0.005.0010.003.111.92
The chart of Omega ratio for FTHNX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.23
The chart of Calmar ratio for FTHNX, currently valued at 4.66, compared to the broader market0.005.0010.0015.0020.004.661.03
The chart of Martin ratio for FTHNX, currently valued at 13.23, compared to the broader market0.0020.0040.0060.0080.00100.0013.235.28
FTHNX
OPGSX

The current FTHNX Sharpe Ratio is 2.22, which is higher than the OPGSX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FTHNX and OPGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.22
1.36
FTHNX
OPGSX

Dividends

FTHNX vs. OPGSX - Dividend Comparison

FTHNX's dividend yield for the trailing twelve months is around 0.60%, less than OPGSX's 0.64% yield.


TTM2023202220212020201920182017201620152014
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
0.60%0.76%0.45%0.15%0.11%0.11%0.21%0.09%0.36%1.65%0.00%
OPGSX
Invesco Gold & Special Minerals Fund
0.64%0.81%0.45%3.56%1.55%0.29%0.00%2.78%7.21%0.00%2.26%

Drawdowns

FTHNX vs. OPGSX - Drawdown Comparison

The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum OPGSX drawdown of -81.04%. Use the drawdown chart below to compare losses from any high point for FTHNX and OPGSX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-9.21%
FTHNX
OPGSX

Volatility

FTHNX vs. OPGSX - Volatility Comparison

The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 6.44%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 9.07%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than OPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.44%
9.07%
FTHNX
OPGSX