FTHNX vs. TNVIX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014.
Performance
FTHNX vs. TNVIX - Performance Comparison
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FTHNX vs. TNVIX - 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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 6.91% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 19.81% | -14.34% | 19.00% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than TNVIX's 6.91% return. Over the past 10 years, FTHNX has outperformed TNVIX with an annualized return of 13.10%, while TNVIX has yielded a comparatively lower 10.69% 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%
TNVIX
- 1D
- 2.62%
- 1M
- -6.81%
- YTD
- 6.91%
- 6M
- 9.38%
- 1Y
- 28.09%
- 3Y*
- 15.60%
- 5Y*
- 8.65%
- 10Y*
- 10.69%
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FTHNX vs. TNVIX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than TNVIX's 0.95% expense ratio.
Return for Risk
FTHNX vs. TNVIX — Risk / Return Rank
FTHNX
TNVIX
FTHNX vs. TNVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.38 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.02 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.12 | -0.40 |
Martin ratioReturn relative to average drawdown | 6.65 | 7.98 | -1.33 |
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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.38 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.44 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.51 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.46 | +0.16 |
Correlation
The correlation between FTHNX and TNVIX 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. TNVIX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than TNVIX's 3.70% 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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.70% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% | 0.00% |
Drawdowns
FTHNX vs. TNVIX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum TNVIX drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for FTHNX and TNVIX.
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Drawdown Indicators
| FTHNX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -42.75% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.34% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -25.61% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -42.75% | +4.97% |
Current DrawdownCurrent decline from peak | -7.24% | -7.12% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -6.27% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.54% | -0.33% |
Volatility
FTHNX vs. TNVIX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a volatility of 6.79%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 6.79% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 11.89% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 20.74% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 19.78% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.08% | -0.98% |