FTHSX vs. FTXSX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FTXSX is a passively managed fund by Fuller & Thaler Asset Mgmt that tracks the performance of the Russell 2000 Growth Index. It was launched on Dec 21, 2017.
Performance
FTHSX vs. FTXSX - Performance Comparison
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FTHSX vs. FTXSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -15.77% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 1.97% | 12.44% | 28.86% | 33.15% | -27.48% | 25.50% | 51.32% | 19.19% | -3.71% |
Returns By Period
In the year-to-date period, FTHSX achieves a 0.64% return, which is significantly lower than FTXSX's 1.97% 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%
FTXSX
- 1D
- 5.46%
- 1M
- -7.15%
- YTD
- 1.97%
- 6M
- 3.39%
- 1Y
- 33.47%
- 3Y*
- 20.33%
- 5Y*
- 10.25%
- 10Y*
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FTHSX vs. FTXSX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than FTXSX's 1.00% expense ratio.
Return for Risk
FTHSX vs. FTXSX — Risk / Return Rank
FTHSX
FTXSX
FTHSX vs. FTXSX - 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 FullerThaler Behavioral Small-Cap Growth Fund (FTXSX). 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 | FTXSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.16 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.66 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.11 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.77 | 8.53 | -1.76 |
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 | FTXSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.16 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.39 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.54 | +0.09 |
Correlation
The correlation between FTHSX and FTXSX is 0.79, 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. FTXSX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, while FTXSX has not paid dividends to shareholders.
| 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% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHSX vs. FTXSX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum FTXSX drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for FTHSX and FTXSX.
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Drawdown Indicators
| FTHSX | FTXSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -45.03% | +7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -15.82% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -39.58% | +15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -7.21% | -7.58% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -12.70% | +6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.92% | -0.72% |
Volatility
FTHSX vs. FTXSX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.75%, while FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a volatility of 12.43%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than FTXSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | FTXSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 12.43% | -6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 21.01% | -10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 30.19% | -10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 26.54% | -7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 27.64% | -7.54% |