FTHSX vs. CAMSX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Cambiar Small Cap Fund (CAMSX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. CAMSX is managed by Cambiar Funds. It was launched on Aug 31, 2004.
Performance
FTHSX vs. CAMSX - Performance Comparison
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FTHSX vs. CAMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | -1.76% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
CAMSX Cambiar Small Cap Fund | 1.25% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 4.01% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than CAMSX's 1.25% return. Over the past 10 years, FTHSX has outperformed CAMSX with an annualized return of 13.11%, while CAMSX has yielded a comparatively lower 7.77% annualized return.
FTHSX
- 1D
- -0.91%
- 1M
- -7.89%
- YTD
- -1.76%
- 6M
- -0.40%
- 1Y
- 18.34%
- 3Y*
- 14.68%
- 5Y*
- 9.63%
- 10Y*
- 13.11%
CAMSX
- 1D
- -0.86%
- 1M
- -6.95%
- YTD
- 1.25%
- 6M
- 2.33%
- 1Y
- 16.66%
- 3Y*
- 7.00%
- 5Y*
- 4.34%
- 10Y*
- 7.77%
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FTHSX vs. CAMSX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than CAMSX's 1.10% expense ratio.
Return for Risk
FTHSX vs. CAMSX — Risk / Return Rank
FTHSX
CAMSX
FTHSX vs. CAMSX - 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 Cambiar Small Cap Fund (CAMSX). 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 | CAMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.82 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.27 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.24 | +0.10 |
Martin ratioReturn relative to average drawdown | 5.27 | 4.03 | +1.24 |
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 | CAMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.82 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.23 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.38 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.39 | +0.23 |
Correlation
The correlation between FTHSX and CAMSX 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. CAMSX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than CAMSX's 10.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.55% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
CAMSX Cambiar Small Cap Fund | 10.47% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
Drawdowns
FTHSX vs. CAMSX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for FTHSX and CAMSX.
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Drawdown Indicators
| FTHSX | CAMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -58.43% | +20.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.67% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -22.14% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -41.99% | +4.25% |
Current DrawdownCurrent decline from peak | -9.42% | -10.44% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -8.90% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.60% | -0.43% |
Volatility
FTHSX vs. CAMSX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while Cambiar Small Cap Fund (CAMSX) has a volatility of 5.87%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than CAMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | CAMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.87% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 12.42% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 20.10% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 18.66% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 20.73% | -0.64% |