FTHSX vs. FTSIX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
FTHSX vs. FTSIX - Performance Comparison
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FTHSX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than FTSIX's 3.61% 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%
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
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FTHSX vs. FTSIX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
FTHSX vs. FTSIX — Risk / Return Rank
FTHSX
FTSIX
FTHSX vs. FTSIX - 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-Mid Core Equity Fund (FTSIX). 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 | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.80 | +0.16 |
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 | 1.06 | +0.28 |
Martin ratioReturn relative to average drawdown | 5.27 | 4.30 | +0.97 |
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 | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.80 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.27 | +0.24 |
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 | 0.51 | +0.10 |
Correlation
The correlation between FTHSX and FTSIX is 0.95, 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. FTSIX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than FTSIX's 0.62% 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% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHSX vs. FTSIX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for FTHSX and FTSIX.
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Drawdown Indicators
| FTHSX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -42.12% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.29% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -27.57% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -9.42% | -6.80% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.80% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.27% | -0.10% |
Volatility
FTHSX vs. FTSIX - Volatility Comparison
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) have volatilities of 5.03% and 5.08%, 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 | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.08% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 11.04% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 20.05% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 19.10% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 23.47% | -3.38% |