FTHSX vs. CSMDX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Copeland SMID Cap Dividend Growth Fund (CSMDX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. CSMDX is managed by Copeland Funds. It was launched on Feb 27, 2017.
Performance
FTHSX vs. CSMDX - Performance Comparison
Loading graphics...
FTHSX vs. CSMDX - 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% | 13.29% |
CSMDX Copeland SMID Cap Dividend Growth Fund | 1.51% | 2.72% | 2.24% | 18.89% | -14.89% | 22.60% | 8.29% | 29.90% | -5.20% | 10.44% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than CSMDX's 1.51% 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%
CSMDX
- 1D
- -0.39%
- 1M
- -8.78%
- YTD
- 1.51%
- 6M
- 1.88%
- 1Y
- 9.49%
- 3Y*
- 5.94%
- 5Y*
- 3.80%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTHSX vs. CSMDX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than CSMDX's 0.95% expense ratio.
Return for Risk
FTHSX vs. CSMDX — Risk / Return Rank
FTHSX
CSMDX
FTHSX vs. CSMDX - 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 Copeland SMID Cap Dividend Growth Fund (CSMDX). 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 | CSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.51 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.89 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.58 | +0.77 |
Martin ratioReturn relative to average drawdown | 5.27 | 2.19 | +3.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTHSX | CSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.51 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.21 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.40 | +0.22 |
Correlation
The correlation between FTHSX and CSMDX 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. CSMDX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than CSMDX's 3.09% 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% |
CSMDX Copeland SMID Cap Dividend Growth Fund | 3.09% | 3.14% | 1.33% | 0.81% | 4.07% | 6.67% | 0.38% | 2.61% | 4.40% | 0.13% | 0.00% | 0.00% |
Drawdowns
FTHSX vs. CSMDX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, roughly equal to the maximum CSMDX drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for FTHSX and CSMDX.
Loading graphics...
Drawdown Indicators
| FTHSX | CSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -37.28% | -0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.33% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -24.60% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -9.42% | -9.20% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -5.84% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.52% | -0.35% |
Volatility
FTHSX vs. CSMDX - Volatility Comparison
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has a higher volatility of 5.03% compared to Copeland SMID Cap Dividend Growth Fund (CSMDX) at 4.58%. This indicates that FTHSX's price experiences larger fluctuations and is considered to be riskier than CSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTHSX | CSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.58% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 10.22% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 19.31% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 18.12% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 19.25% | +0.84% |