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FTHSX vs. IWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTHSX vs. IWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and iShares Russell Midcap ETF (IWR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTHSX achieves a 10.63% return, which is significantly lower than IWR's 12.43% return. Over the past 10 years, FTHSX has outperformed IWR with an annualized return of 14.13%, while IWR has yielded a comparatively lower 11.55% annualized return.


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%

IWR

1D
-0.26%
1M
3.79%
YTD
12.43%
6M
12.21%
1Y
21.66%
3Y*
17.25%
5Y*
8.00%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHSX vs. IWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IWR
iShares Russell Midcap ETF
12.43%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%

Correlation

The correlation between FTHSX and IWR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2015

0.91

The correlation between FTHSX and IWR has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

FTHSX vs. IWR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTHSX
FTHSX Risk / Return Rank: 4848
Overall Rank
FTHSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FTHSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FTHSX Omega Ratio Rank: 3838
Omega Ratio Rank
FTHSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FTHSX Martin Ratio Rank: 5353
Martin Ratio Rank

IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWR Omega Ratio Rank: 4444
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTHSX vs. IWR - 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 iShares Russell Midcap ETF (IWR). 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.


FTHSXIWRDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.04

Calmar ratioReturn relative to maximum drawdown

3.05

2.66

+0.39

Martin ratioReturn relative to average drawdown

10.87

10.28

+0.59

FTHSX vs. IWR - Sharpe Ratio Comparison

The current FTHSX Sharpe Ratio is 1.89, which is comparable to the IWR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FTHSX and IWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTHSXIWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.63

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.44

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.60

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.49

+0.18

Drawdowns

FTHSX vs. IWR - Drawdown Comparison

The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for FTHSX and IWR.


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Drawdown Indicators


FTHSXIWRDifference

Max Drawdown

Largest peak-to-trough decline

-37.74%

-58.78%

+21.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.17%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.58%

-21.09%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-26.18%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-37.74%

-40.59%

+2.85%

Current Drawdown

Current decline from peak

-0.48%

-0.26%

-0.22%

Average Drawdown

Average peak-to-trough decline

-5.65%

-7.80%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.11%

+0.53%

Volatility

FTHSX vs. IWR - Volatility Comparison

FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has a higher volatility of 4.22% compared to iShares Russell Midcap ETF (IWR) at 3.26%. This indicates that FTHSX's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTHSXIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

3.26%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

9.84%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

13.39%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

18.23%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.13%

19.36%

+0.77%

FTHSX vs. IWR - Expense Ratio Comparison

FTHSX has a 0.76% expense ratio, which is higher than IWR's 0.19% expense ratio.


Dividends

FTHSX vs. IWR - Dividend Comparison

FTHSX's dividend yield for the trailing twelve months is around 0.49%, less than IWR's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IWR
iShares Russell Midcap ETF
1.15%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Frequently Asked Questions


FTHSX and IWR have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTHSX has higher volatility (4.22%) compared to IWR (3.26%). In terms of maximum drawdown, FTHSX dropped -37.74% vs IWR's -58.78%.

FTHSX currently has the higher Sharpe Ratio (1.89 vs 1.63), 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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