FTHNX vs. SSLCX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and DWS Small Cap Core Fund (SSLCX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. SSLCX is managed by DWS. It was launched on Jul 14, 2000.
Performance
FTHNX vs. SSLCX - Performance Comparison
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FTHNX vs. SSLCX - 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% |
SSLCX DWS Small Cap Core Fund | 0.38% | 4.99% | 9.85% | 13.09% | -13.53% | 41.16% | 14.65% | 21.72% | -14.28% | 11.63% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly lower than SSLCX's 0.38% return. Over the past 10 years, FTHNX has outperformed SSLCX with an annualized return of 12.82%, while SSLCX has yielded a comparatively lower 9.91% 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%
SSLCX
- 1D
- -1.07%
- 1M
- -3.24%
- YTD
- 0.38%
- 6M
- -2.12%
- 1Y
- 8.58%
- 3Y*
- 8.94%
- 5Y*
- 5.62%
- 10Y*
- 9.91%
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FTHNX vs. SSLCX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than SSLCX's 0.95% expense ratio.
Return for Risk
FTHNX vs. SSLCX — Risk / Return Rank
FTHNX
SSLCX
FTHNX vs. SSLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and DWS Small Cap Core Fund (SSLCX). 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 | SSLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.50 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.81 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.11 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.62 | +0.70 |
Martin ratioReturn relative to average drawdown | 5.16 | 2.03 | +3.13 |
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 | SSLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.50 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.32 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.37 | +0.23 |
Correlation
The correlation between FTHNX and SSLCX is 0.91, 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. SSLCX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than SSLCX's 1.20% 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% |
SSLCX DWS Small Cap Core Fund | 1.20% | 1.21% | 1.52% | 0.68% | 1.07% | 1.67% | 0.35% | 0.16% | 5.99% | 5.78% | 0.60% | 8.42% |
Drawdowns
FTHNX vs. SSLCX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for FTHNX and SSLCX.
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Drawdown Indicators
| FTHNX | SSLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -63.14% | +25.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -10.06% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -22.57% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -48.07% | +10.29% |
Current DrawdownCurrent decline from peak | -9.44% | -5.55% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -11.38% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.09% | +0.08% |
Volatility
FTHNX vs. SSLCX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a higher volatility of 5.02% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that FTHNX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | SSLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 4.67% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 11.01% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 17.54% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 17.64% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 21.06% | -0.98% |