FTHSX vs. FTVNX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017.
Performance
FTHSX vs. FTVNX - Performance Comparison
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FTHSX vs. FTVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -15.77% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -1.81% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FTHSX having a -1.76% return and FTVNX slightly lower at -1.81%.
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%
FTVNX
- 1D
- 0.44%
- 1M
- -7.52%
- YTD
- -1.81%
- 6M
- -2.92%
- 1Y
- -1.25%
- 3Y*
- 6.76%
- 5Y*
- 4.71%
- 10Y*
- —
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FTHSX vs. FTVNX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than FTVNX's 1.31% expense ratio.
Return for Risk
FTHSX vs. FTVNX — Risk / Return Rank
FTHSX
FTVNX
FTHSX vs. FTVNX - 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 Mid-Cap Value Fund (FTVNX). 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 | FTVNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | -0.03 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.12 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.16 | +1.50 |
Martin ratioReturn relative to average drawdown | 5.27 | -0.37 | +5.64 |
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 | FTVNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | -0.03 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.26 | +0.25 |
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 | 0.31 | +0.30 |
Correlation
The correlation between FTHSX and FTVNX is 0.87, 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. FTVNX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than FTVNX's 1.62% 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% |
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.62% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHSX vs. FTVNX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum FTVNX drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FTHSX and FTVNX.
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Drawdown Indicators
| FTHSX | FTVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -42.81% | +5.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.52% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -20.46% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -9.42% | -9.68% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -6.31% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 6.06% | -2.89% |
Volatility
FTHSX vs. FTVNX - Volatility Comparison
FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has a higher volatility of 5.03% compared to Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) at 4.09%. This indicates that FTHSX's price experiences larger fluctuations and is considered to be riskier than FTVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | FTVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.09% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 12.28% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 21.20% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 18.29% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 21.77% | -1.68% |