FTHNX vs. OPGSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Invesco Gold & Special Minerals Fund (OPGSX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. OPGSX is managed by Invesco. It was launched on Jul 18, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or OPGSX.
Key characteristics
| FTHNX | OPGSX | |
|---|---|---|
| YTD Return | 25.10% | 30.10% |
| 1Y Return | 43.35% | 49.67% |
| 3Y Return (Ann) | 10.28% | 5.17% |
| 5Y Return (Ann) | 14.94% | 11.70% |
| Sharpe Ratio | 2.43 | 1.66 |
| Sortino Ratio | 3.44 | 2.27 |
| Omega Ratio | 1.44 | 1.28 |
| Calmar Ratio | 5.22 | 0.84 |
| Martin Ratio | 15.12 | 6.87 |
| Ulcer Index | 2.82% | 6.66% |
| Daily Std Dev | 17.50% | 27.60% |
| Max Drawdown | -37.78% | -81.04% |
| Current Drawdown | -0.75% | -29.37% |
Correlation
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.
Performance
FTHNX vs. OPGSX - Performance Comparison
In the year-to-date period, FTHNX achieves a 25.10% return, which is significantly lower than OPGSX's 30.10% 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. OPGSX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than OPGSX's 1.05% expense ratio.
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.
Dividends
FTHNX vs. OPGSX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.61%, less than OPGSX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
OPGSX Invesco Gold & Special Minerals Fund | 0.62% | 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.
Volatility
FTHNX vs. OPGSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 6.23%, while Invesco Gold & Special Minerals Fund (OPGSX) has a volatility of 6.81%. 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.