FTHSX vs. TNVIX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014.
Performance
FTHSX vs. TNVIX - Performance Comparison
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FTHSX vs. TNVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 1.22% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 8.08% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 19.81% | -14.34% | 19.00% |
Returns By Period
In the year-to-date period, FTHSX achieves a 1.22% return, which is significantly lower than TNVIX's 8.08% return. Over the past 10 years, FTHSX has outperformed TNVIX with an annualized return of 13.55%, while TNVIX has yielded a comparatively lower 10.92% annualized return.
FTHSX
- 1D
- -0.39%
- 1M
- -4.07%
- YTD
- 1.22%
- 6M
- 2.23%
- 1Y
- 27.06%
- 3Y*
- 15.82%
- 5Y*
- 9.95%
- 10Y*
- 13.55%
TNVIX
- 1D
- 0.20%
- 1M
- -4.76%
- YTD
- 8.08%
- 6M
- 10.06%
- 1Y
- 35.71%
- 3Y*
- 16.05%
- 5Y*
- 8.89%
- 10Y*
- 10.92%
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FTHSX vs. TNVIX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than TNVIX's 0.95% expense ratio.
Return for Risk
FTHSX vs. TNVIX — Risk / Return Rank
FTHSX
TNVIX
FTHSX vs. TNVIX - 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 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.34 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.97 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.21 | -0.52 |
Martin ratioReturn relative to average drawdown | 6.46 | 8.24 | -1.78 |
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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.34 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.45 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.52 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.46 | +0.17 |
Correlation
The correlation between FTHSX and TNVIX 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. TNVIX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, less than TNVIX's 3.66% yield.
| 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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.66% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% | 0.00% |
Drawdowns
FTHSX vs. TNVIX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum TNVIX drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for FTHSX and TNVIX.
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Drawdown Indicators
| FTHSX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -42.75% | +5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -10.14% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -25.61% | +1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -42.75% | +5.01% |
Current DrawdownCurrent decline from peak | -6.68% | -6.09% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -6.27% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.58% | -0.33% |
Volatility
FTHSX vs. TNVIX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.76%, while 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a volatility of 6.70%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 6.70% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | 11.91% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 20.75% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 19.77% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 21.07% | -0.97% |