FTHSX vs. AZBIX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Virtus Small-Cap Fund (AZBIX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. AZBIX is managed by Allianz. It was launched on Jul 1, 2013.
Performance
FTHSX vs. AZBIX - Performance Comparison
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FTHSX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.64% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
AZBIX Virtus Small-Cap Fund | 2.47% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
Returns By Period
In the year-to-date period, FTHSX achieves a 0.64% return, which is significantly lower than AZBIX's 2.47% return. Over the past 10 years, FTHSX has outperformed AZBIX with an annualized return of 13.39%, while AZBIX has yielded a comparatively lower 10.62% annualized return.
FTHSX
- 1D
- 2.44%
- 1M
- -5.61%
- YTD
- 0.64%
- 6M
- 1.87%
- 1Y
- 20.31%
- 3Y*
- 15.61%
- 5Y*
- 9.82%
- 10Y*
- 13.39%
AZBIX
- 1D
- 3.39%
- 1M
- -4.85%
- YTD
- 2.47%
- 6M
- 0.78%
- 1Y
- 21.35%
- 3Y*
- 12.90%
- 5Y*
- 5.52%
- 10Y*
- 10.62%
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FTHSX vs. AZBIX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than AZBIX's 0.89% expense ratio.
Return for Risk
FTHSX vs. AZBIX — Risk / Return Rank
FTHSX
AZBIX
FTHSX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Virtus Small-Cap Fund (AZBIX). 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.
| FTHSX | AZBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.11 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.66 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.85 | -0.11 |
Martin ratioReturn relative to average drawdown | 6.77 | 6.82 | -0.05 |
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
| FTHSX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.11 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.27 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.50 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.49 | +0.14 |
Correlation
The correlation between FTHSX and AZBIX is 0.92, 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
FTHSX vs. AZBIX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, less than AZBIX's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.54% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
AZBIX Virtus Small-Cap Fund | 4.78% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
Drawdowns
FTHSX vs. AZBIX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum AZBIX drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for FTHSX and AZBIX.
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Drawdown Indicators
| FTHSX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -40.80% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.76% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -29.85% | +5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -40.80% | +3.06% |
Current DrawdownCurrent decline from peak | -7.21% | -5.35% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.80% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.19% | +0.01% |
Volatility
FTHSX vs. AZBIX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.75%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 7.23% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 13.00% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 19.97% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 20.54% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.31% | -1.21% |