FTHSX vs. RYOTX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and Royce Micro Cap Series Fund (RYOTX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
FTHSX vs. RYOTX - Performance Comparison
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FTHSX vs. RYOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -13.18% | 17.35% |
RYOTX Royce Micro Cap Series Fund | 6.06% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than RYOTX's 6.06% return. Over the past 10 years, FTHSX has outperformed RYOTX with an annualized return of 13.11%, while RYOTX has yielded a comparatively lower 11.13% annualized 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%
RYOTX
- 1D
- -1.84%
- 1M
- -8.37%
- YTD
- 6.06%
- 6M
- 8.18%
- 1Y
- 41.43%
- 3Y*
- 16.69%
- 5Y*
- 6.90%
- 10Y*
- 11.13%
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FTHSX vs. RYOTX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
FTHSX vs. RYOTX — Risk / Return Rank
FTHSX
RYOTX
FTHSX vs. RYOTX - 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 Royce Micro Cap Series Fund (RYOTX). 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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.53 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.14 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.67 | -1.32 |
Martin ratioReturn relative to average drawdown | 5.27 | 9.42 | -4.14 |
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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.53 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.30 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.49 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.58 | +0.03 |
Correlation
The correlation between FTHSX and RYOTX is 0.90, 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. RYOTX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than RYOTX's 14.09% 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% |
RYOTX Royce Micro Cap Series Fund | 14.09% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
FTHSX vs. RYOTX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for FTHSX and RYOTX.
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Drawdown Indicators
| FTHSX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -56.86% | +19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.59% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -35.84% | +11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -44.87% | +7.13% |
Current DrawdownCurrent decline from peak | -9.42% | -9.85% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -9.47% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.85% | -0.68% |
Volatility
FTHSX vs. RYOTX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 8.66%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 8.66% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 17.38% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 26.43% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 23.36% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 23.01% | -2.92% |