FTHNX vs. SWSSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
FTHNX vs. SWSSX - Performance Comparison
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FTHNX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, FTHNX has outperformed SWSSX with an annualized return of 12.82%, while SWSSX has yielded a comparatively lower 9.50% 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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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FTHNX vs. SWSSX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
FTHNX vs. SWSSX — Risk / Return Rank
FTHNX
SWSSX
FTHNX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.91 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.40 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.33 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.16 | 5.02 | +0.13 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.91 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.14 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.40 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.33 | +0.27 |
Correlation
The correlation between FTHNX and SWSSX is 0.93, 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. SWSSX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
FTHNX vs. SWSSX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for FTHNX and SWSSX.
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Drawdown Indicators
| FTHNX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -60.34% | +22.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.90% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -31.93% | +7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.81% | +4.03% |
Current DrawdownCurrent decline from peak | -9.44% | -11.00% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -10.78% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.68% | -0.51% |
Volatility
FTHNX vs. SWSSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 6.59% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 14.12% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 23.11% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 22.57% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 24.03% | -3.95% |