FTHSX vs. FTHNX
FTHSX (FullerThaler Behavioral Small-Cap Equity Fund Class I) and FTHNX (Fuller & Thaler Behavioral Small-Cap Equity Fund) are both Small Cap Blend Equities funds from Fuller & Thaler Asset Mgmt. Over the past 10 years, FTHSX returned 14.13%/yr vs 13.84%/yr for FTHNX. With a 1.00 correlation, they move nearly in lockstep. FTHSX charges 0.76%/yr vs 1.03%/yr for FTHNX.
Performance
FTHSX vs. FTHNX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FTHSX having a 10.63% return and FTHNX slightly lower at 10.52%. Both investments have delivered pretty close results over the past 10 years, with FTHSX having a 14.13% annualized return and FTHNX not far behind at 13.84%.
FTHSX
- 1D
- 0.47%
- 1M
- 1.61%
- YTD
- 10.63%
- 6M
- 11.14%
- 1Y
- 27.04%
- 3Y*
- 19.70%
- 5Y*
- 11.55%
- 10Y*
- 14.13%
FTHNX
- 1D
- 0.48%
- 1M
- 1.59%
- YTD
- 10.52%
- 6M
- 10.98%
- 1Y
- 26.68%
- 3Y*
- 19.37%
- 5Y*
- 11.23%
- 10Y*
- 13.84%
FTHSX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 10.63% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 10.52% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
Correlation
The correlation between FTHSX and FTHNX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2015 | 1.00 |
The correlation between FTHSX and FTHNX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
FTHSX vs. FTHNX — Risk / Return Rank
FTHSX
FTHNX
FTHSX vs. FTHNX - 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 Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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 | FTHNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 3.00 | +0.05 |
| Martin ratioReturn relative to average drawdown | 10.87 | 10.68 | +0.19 |
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 | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.86 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.60 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.69 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.66 | +0.01 |
Drawdowns
FTHSX vs. FTHNX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, roughly equal to the maximum FTHNX drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for FTHSX and FTHNX.
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Drawdown Indicators
| FTHSX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -37.78% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -9.44% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -24.63% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -24.63% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -37.78% | +0.04% |
Current DrawdownCurrent decline from peak | -0.48% | -0.51% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -5.70% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.65% | -0.01% |
Volatility
FTHSX vs. FTHNX - Volatility Comparison
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) have volatilities of 4.22% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.23% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 10.79% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 15.26% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 18.91% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 20.12% | +0.01% |
FTHSX vs. FTHNX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Dividends
FTHSX vs. FTHNX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.49%, more than FTHNX's 0.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.26% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.49% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
Frequently Asked Questions
With a correlation of 1.00, FTHSX and FTHNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FTHNX has higher volatility (4.23%) compared to FTHSX (4.22%). In terms of maximum drawdown, FTHSX dropped -37.74% vs FTHNX's -37.78%.
FTHSX currently has the higher Sharpe Ratio (1.89 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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