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.
Key characteristics
| FTHNX | OUSM | |
|---|---|---|
| YTD Return | 27.64% | 21.23% |
| 1Y Return | 45.50% | 36.58% |
| 3Y Return (Ann) | 11.18% | 9.66% |
| 5Y Return (Ann) | 15.44% | 12.29% |
| Sharpe Ratio | 2.71 | 2.59 |
| Sortino Ratio | 3.77 | 3.71 |
| Omega Ratio | 1.48 | 1.46 |
| Calmar Ratio | 5.81 | 5.36 |
| Martin Ratio | 16.84 | 16.04 |
| Ulcer Index | 2.82% | 2.36% |
| Daily Std Dev | 17.50% | 14.63% |
| Max Drawdown | -37.78% | -39.84% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FTHNX and OUSM is 0.92, 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. OUSM - Performance Comparison
In the year-to-date period, FTHNX achieves a 27.64% return, which is significantly higher than OUSM's 21.23% 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. 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 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.
Dividends
FTHNX vs. OUSM - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.60%, less than OUSM's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.24% | 1.64% | 1.99% | 1.55% | 2.02% | 1.99% | 2.62% | 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. For additional features, visit the drawdowns tool.
Volatility
FTHNX vs. OUSM - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 6.11% compared to OShares U.S. Small-Cap Quality Dividend ETF (OUSM) at 5.00%. 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.