FTHSX vs. WEMMX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and TETON Westwood Mighty Mites Fund (WEMMX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. WEMMX is managed by Teton Westwood. It was launched on May 11, 1998.
Performance
FTHSX vs. WEMMX - Performance Comparison
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FTHSX vs. WEMMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -13.18% | 17.35% |
WEMMX TETON Westwood Mighty Mites Fund | 6.78% | 11.02% | 3.83% | 13.53% | -15.37% | 21.44% | 10.02% | 16.94% | -13.69% | 15.47% |
Returns By Period
In the year-to-date period, FTHSX achieves a 0.64% return, which is significantly lower than WEMMX's 6.78% return. Over the past 10 years, FTHSX has outperformed WEMMX with an annualized return of 13.39%, while WEMMX has yielded a comparatively lower 8.38% annualized 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%
WEMMX
- 1D
- 1.94%
- 1M
- -6.15%
- YTD
- 6.78%
- 6M
- 7.13%
- 1Y
- 26.70%
- 3Y*
- 10.47%
- 5Y*
- 4.38%
- 10Y*
- 8.38%
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FTHSX vs. WEMMX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than WEMMX's 1.41% expense ratio.
Return for Risk
FTHSX vs. WEMMX — Risk / Return Rank
FTHSX
WEMMX
FTHSX vs. WEMMX - 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 TETON Westwood Mighty Mites Fund (WEMMX). 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 | WEMMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.35 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.98 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.32 | -0.58 |
Martin ratioReturn relative to average drawdown | 6.77 | 7.31 | -0.54 |
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 | WEMMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.35 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.23 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.41 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.61 | +0.02 |
Correlation
The correlation between FTHSX and WEMMX is 0.92, 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. WEMMX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.54%, less than WEMMX's 21.35% 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% |
WEMMX TETON Westwood Mighty Mites Fund | 21.35% | 22.80% | 26.79% | 18.86% | 13.60% | 15.44% | 9.23% | 4.11% | 4.16% | 6.44% | 4.61% | 2.35% |
Drawdowns
FTHSX vs. WEMMX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum WEMMX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for FTHSX and WEMMX.
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Drawdown Indicators
| FTHSX | WEMMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -42.48% | +4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.39% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -27.11% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -41.73% | +3.99% |
Current DrawdownCurrent decline from peak | -7.21% | -6.26% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -6.65% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.62% | -0.42% |
Volatility
FTHSX vs. WEMMX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.75%, while TETON Westwood Mighty Mites Fund (WEMMX) has a volatility of 6.16%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than WEMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | WEMMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.16% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 12.38% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 20.04% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 18.89% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 20.36% | -0.26% |