FTHNX vs. RYVPX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Royce Smaller-Companies Growth Fund (RYVPX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. RYVPX is managed by Royce Investment Partners. It was launched on Jun 14, 2001.
Performance
FTHNX vs. RYVPX - Performance Comparison
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FTHNX vs. RYVPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
RYVPX Royce Smaller-Companies Growth Fund | -8.47% | 19.53% | 21.81% | 16.97% | -32.45% | 6.61% | 49.45% | 23.68% | -10.81% | 17.71% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly higher than RYVPX's -8.47% return. Over the past 10 years, FTHNX has outperformed RYVPX with an annualized return of 12.82%, while RYVPX has yielded a comparatively lower 9.49% annualized return.
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
RYVPX
- 1D
- -1.79%
- 1M
- -9.63%
- YTD
- -8.47%
- 6M
- -2.53%
- 1Y
- 17.93%
- 3Y*
- 12.50%
- 5Y*
- -0.02%
- 10Y*
- 9.49%
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FTHNX vs. RYVPX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than RYVPX's 1.49% expense ratio.
Return for Risk
FTHNX vs. RYVPX — Risk / Return Rank
FTHNX
RYVPX
FTHNX vs. RYVPX - 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 Smaller-Companies Growth Fund (RYVPX). 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 | RYVPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.84 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.32 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.16 | +0.16 |
Martin ratioReturn relative to average drawdown | 5.16 | 3.95 | +1.20 |
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 | RYVPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.84 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | -0.00 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.38 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.44 | +0.16 |
Correlation
The correlation between FTHNX and RYVPX is 0.82, 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. RYVPX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than RYVPX's 18.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
RYVPX Royce Smaller-Companies Growth Fund | 18.34% | 16.79% | 2.92% | 0.00% | 4.34% | 34.97% | 10.32% | 3.47% | 45.66% | 20.89% | 11.40% | 24.57% |
Drawdowns
FTHNX vs. RYVPX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum RYVPX drawdown of -59.03%. Use the drawdown chart below to compare losses from any high point for FTHNX and RYVPX.
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Drawdown Indicators
| FTHNX | RYVPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -59.03% | +21.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -15.22% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -48.19% | +23.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -48.19% | +10.41% |
Current DrawdownCurrent decline from peak | -9.44% | -15.22% | +5.78% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -13.24% | +7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 4.45% | -1.28% |
Volatility
FTHNX vs. RYVPX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while Royce Smaller-Companies Growth Fund (RYVPX) has a volatility of 7.28%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than RYVPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | RYVPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 7.28% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 15.40% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 23.86% | -4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 26.28% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 24.84% | -4.76% |