FTHSX vs. FSOPX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Fidelity Series Small Cap Opportunities Fund (FSOPX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FSOPX is managed by Fidelity. It was launched on Mar 22, 2007.
Performance
FTHSX vs. FSOPX - Performance Comparison
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FTHSX vs. FSOPX - 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% |
FSOPX Fidelity Series Small Cap Opportunities Fund | 4.69% | 15.81% | 15.31% | 20.38% | -17.82% | 23.39% | 17.03% | 29.92% | -8.12% | 11.10% |
Returns By Period
In the year-to-date period, FTHSX achieves a 0.64% return, which is significantly lower than FSOPX's 4.69% return. Over the past 10 years, FTHSX has outperformed FSOPX with an annualized return of 13.39%, while FSOPX has yielded a comparatively lower 11.92% 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%
FSOPX
- 1D
- 3.79%
- 1M
- -5.19%
- YTD
- 4.69%
- 6M
- 10.60%
- 1Y
- 32.66%
- 3Y*
- 17.07%
- 5Y*
- 8.69%
- 10Y*
- 11.92%
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FTHSX vs. FSOPX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is higher than FSOPX's 0.00% expense ratio.
Return for Risk
FTHSX vs. FSOPX — Risk / Return Rank
FTHSX
FSOPX
FTHSX vs. FSOPX - 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 Fidelity Series Small Cap Opportunities Fund (FSOPX). 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 | FSOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.48 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.13 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.35 | -0.60 |
Martin ratioReturn relative to average drawdown | 6.77 | 10.03 | -3.26 |
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 | FSOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.48 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.40 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.55 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.36 | +0.26 |
Correlation
The correlation between FTHSX and FSOPX is 0.94, 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. FSOPX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, less than FSOPX's 4.22% 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% |
FSOPX Fidelity Series Small Cap Opportunities Fund | 4.22% | 4.41% | 9.41% | 0.98% | 5.16% | 30.85% | 2.01% | 6.67% | 13.99% | 10.31% | 0.69% | 5.93% |
Drawdowns
FTHSX vs. FSOPX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum FSOPX drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for FTHSX and FSOPX.
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Drawdown Indicators
| FTHSX | FSOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -61.75% | +24.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.87% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -30.06% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -39.15% | +1.41% |
Current DrawdownCurrent decline from peak | -7.21% | -6.29% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -10.45% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.25% | -0.05% |
Volatility
FTHSX vs. FSOPX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.75%, while Fidelity Series Small Cap Opportunities Fund (FSOPX) has a volatility of 8.00%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than FSOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | FSOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 8.00% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 13.55% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 22.47% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 21.70% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.93% | -1.83% |