FTHNX vs. RYOTX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Royce Micro Cap Series Fund (RYOTX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
FTHNX vs. RYOTX - Performance Comparison
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FTHNX vs. RYOTX - 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% |
RYOTX Royce Micro Cap Series Fund | 9.23% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than RYOTX's 9.23% return. Over the past 10 years, FTHNX has outperformed RYOTX with an annualized return of 13.10%, while RYOTX has yielded a comparatively lower 11.46% 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%
RYOTX
- 1D
- 2.99%
- 1M
- -7.15%
- YTD
- 9.23%
- 6M
- 10.78%
- 1Y
- 45.50%
- 3Y*
- 17.84%
- 5Y*
- 7.08%
- 10Y*
- 11.46%
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FTHNX vs. RYOTX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
FTHNX vs. RYOTX — Risk / Return Rank
FTHNX
RYOTX
FTHNX vs. RYOTX - 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 Micro Cap Series Fund (RYOTX). 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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.73 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.37 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.26 | -1.54 |
Martin ratioReturn relative to average drawdown | 6.65 | 11.42 | -4.77 |
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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.73 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.30 | +0.20 |
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 | 0.59 | +0.03 |
Correlation
The correlation between FTHNX and RYOTX is 0.90, 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. RYOTX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than RYOTX's 13.68% 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% |
RYOTX Royce Micro Cap Series Fund | 13.68% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
FTHNX vs. RYOTX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for FTHNX and RYOTX.
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Drawdown Indicators
| FTHNX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -56.86% | +19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.59% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -35.84% | +11.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -44.87% | +7.09% |
Current DrawdownCurrent decline from peak | -7.24% | -7.15% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -9.47% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.88% | -0.67% |
Volatility
FTHNX vs. RYOTX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 9.07% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 17.62% | -6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 26.53% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 23.39% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 23.03% | -2.93% |