Correlation
The correlation between FTHNX and OUSM is 0.80, 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.
FTHNX vs. OUSM
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. OUSM is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Small-Cap Quality Dividend Index. It was launched on Dec 30, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or OUSM.
Performance
FTHNX vs. OUSM - Performance Comparison
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Key characteristics
FTHNX:
0.16
OUSM:
0.26
FTHNX:
0.36
OUSM:
0.53
FTHNX:
1.04
OUSM:
1.06
FTHNX:
0.12
OUSM:
0.25
FTHNX:
0.33
OUSM:
0.75
FTHNX:
8.96%
OUSM:
6.54%
FTHNX:
21.80%
OUSM:
18.27%
FTHNX:
-37.78%
OUSM:
-39.84%
FTHNX:
-12.46%
OUSM:
-9.04%
Returns By Period
In the year-to-date period, FTHNX achieves a -3.32% return, which is significantly lower than OUSM's -2.13% return.
FTHNX
-3.32%
4.68%
-11.64%
3.39%
11.77%
16.20%
N/A
OUSM
-2.13%
3.45%
-8.54%
4.80%
9.73%
13.20%
N/A
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FTHNX vs. OUSM - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than OUSM's 0.48% expense ratio.
Risk-Adjusted Performance
FTHNX vs. OUSM — Risk-Adjusted Performance Rank
FTHNX
OUSM
FTHNX vs. OUSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). 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.
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Dividends
FTHNX vs. OUSM - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 8.11%, more than OUSM's 1.84% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 8.11% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 15.47% |
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.84% | 1.62% | 1.64% | 1.98% | 1.55% | 2.02% | 1.99% | 2.63% | 2.17% | 0.00% | 0.00% |
Drawdowns
FTHNX vs. OUSM - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum OUSM drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for FTHNX and OUSM.
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Volatility
FTHNX vs. OUSM - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.78% compared to OShares U.S. Small-Cap Quality Dividend ETF (OUSM) at 4.94%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than OUSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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