FTHSX vs. DFISX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and DFA International Small Company Portfolio (DFISX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
FTHSX vs. DFISX - Performance Comparison
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FTHSX vs. DFISX - 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% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly higher than DFISX's -1.97% return. Over the past 10 years, FTHSX has outperformed DFISX with an annualized return of 13.11%, while DFISX has yielded a comparatively lower 7.66% 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%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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FTHSX vs. DFISX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
FTHSX vs. DFISX — Risk / Return Rank
FTHSX
DFISX
FTHSX vs. DFISX - 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 DFA International Small Company Portfolio (DFISX). 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 | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.66 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.15 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.04 | -0.70 |
Martin ratioReturn relative to average drawdown | 5.27 | 7.97 | -2.70 |
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 | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.66 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.42 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.48 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.44 | +0.17 |
Correlation
The correlation between FTHSX and DFISX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FTHSX vs. DFISX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than DFISX's 3.21% 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% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
FTHSX vs. DFISX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for FTHSX and DFISX.
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Drawdown Indicators
| FTHSX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -60.66% | +22.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.96% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -35.06% | +10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -43.00% | +5.26% |
Current DrawdownCurrent decline from peak | -9.42% | -11.77% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -11.69% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.06% | +0.11% |
Volatility
FTHSX vs. DFISX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while DFA International Small Company Portfolio (DFISX) has a volatility of 5.90%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.90% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 10.04% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 15.38% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 15.75% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 16.11% | +3.98% |