FTHSX vs. FTZIX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
FTHSX vs. FTZIX - Performance Comparison
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FTHSX vs. FTZIX - 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% |
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 1.20% | 22.63% | 25.31% | 27.18% | -21.31% | 25.25% | 19.60% | 33.70% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than FTZIX's 1.20% 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%
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
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FTHSX vs. FTZIX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than FTZIX's 1.12% expense ratio.
Return for Risk
FTHSX vs. FTZIX — Risk / Return Rank
FTHSX
FTZIX
FTHSX vs. FTZIX - 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 Unconstrained Equity Fund (FTZIX). 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 | FTZIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.43 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.06 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.11 | -0.77 |
Martin ratioReturn relative to average drawdown | 5.27 | 9.17 | -3.90 |
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 | FTZIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.43 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.61 | -0.10 |
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 | 0.76 | -0.15 |
Correlation
The correlation between FTHSX and FTZIX 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. FTZIX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, more than FTZIX's 0.05% 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% |
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.05% | 0.05% | 0.11% | 0.19% | 0.00% | 0.00% | 0.26% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTHSX vs. FTZIX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, roughly equal to the maximum FTZIX drawdown of -37.22%. Use the drawdown chart below to compare losses from any high point for FTHSX and FTZIX.
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Drawdown Indicators
| FTHSX | FTZIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -37.22% | -0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.27% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -29.53% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -9.42% | -9.03% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -6.61% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.82% | +0.35% |
Volatility
FTHSX vs. FTZIX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a volatility of 5.46%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than FTZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | FTZIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.46% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 11.58% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 20.10% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 19.31% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 22.37% | -2.28% |