FTHNX vs. PENNX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Royce Pennsylvania Mutual Fund (PENNX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. PENNX is managed by Royce Investment Partners. It was launched on Oct 31, 1972.
Performance
FTHNX vs. PENNX - Performance Comparison
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FTHNX vs. PENNX - 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% |
PENNX Royce Pennsylvania Mutual Fund | 3.90% | 9.02% | 7.02% | 26.82% | -17.18% | 21.49% | 14.11% | 26.61% | -9.94% | 16.00% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than PENNX's 3.90% return. Over the past 10 years, FTHNX has outperformed PENNX with an annualized return of 13.10%, while PENNX has yielded a comparatively lower 10.76% 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%
PENNX
- 1D
- 3.00%
- 1M
- -6.52%
- YTD
- 3.90%
- 6M
- 5.66%
- 1Y
- 24.43%
- 3Y*
- 12.44%
- 5Y*
- 5.97%
- 10Y*
- 10.76%
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FTHNX vs. PENNX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than PENNX's 0.92% expense ratio.
Return for Risk
FTHNX vs. PENNX — Risk / Return Rank
FTHNX
PENNX
FTHNX vs. PENNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Royce Pennsylvania Mutual Fund (PENNX). 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 | PENNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.11 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.68 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.80 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.65 | 7.01 | -0.36 |
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 | PENNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.11 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.29 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.50 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.48 | +0.13 |
Correlation
The correlation between FTHNX and PENNX is 0.95, 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. PENNX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than PENNX's 6.45% 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% |
PENNX Royce Pennsylvania Mutual Fund | 6.45% | 6.70% | 9.35% | 4.91% | 5.19% | 28.20% | 5.05% | 3.85% | 23.68% | 21.27% | 7.15% | 23.31% |
Drawdowns
FTHNX vs. PENNX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum PENNX drawdown of -57.00%. Use the drawdown chart below to compare losses from any high point for FTHNX and PENNX.
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Drawdown Indicators
| FTHNX | PENNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -57.00% | +19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.65% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -27.58% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.10% | +3.32% |
Current DrawdownCurrent decline from peak | -7.24% | -7.51% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -9.43% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.50% | -0.29% |
Volatility
FTHNX vs. PENNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Royce Pennsylvania Mutual Fund (PENNX) has a volatility of 7.09%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than PENNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | PENNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 7.09% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 13.16% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 22.55% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 20.71% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.51% | -1.41% |