FTMSX vs. FTHSX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTMSX vs. FTHSX - Performance Comparison
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FTMSX vs. FTHSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -3.53% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | -1.76% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 30.25% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than FTHSX's -1.76% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
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%
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FTMSX vs. FTHSX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than FTHSX's 0.76% expense ratio.
Return for Risk
FTMSX vs. FTHSX — Risk / Return Rank
FTMSX
FTHSX
FTMSX vs. FTHSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). 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.
| FTMSX | FTHSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.96 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.49 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.34 | -0.56 |
Martin ratioReturn relative to average drawdown | 2.46 | 5.27 | -2.81 |
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
| FTMSX | FTHSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.96 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.51 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.62 | -0.44 |
Correlation
The correlation between FTMSX and FTHSX is 0.85, 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
FTMSX vs. FTHSX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while FTHSX's dividend yield for the trailing twelve months is around 0.55%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
FTMSX vs. FTHSX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for FTMSX and FTHSX.
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Drawdown Indicators
| FTMSX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -37.74% | -15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -12.42% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -24.58% | -24.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -28.35% | -9.42% | -18.93% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -5.71% | -16.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.17% | +2.43% |
Volatility
FTMSX vs. FTHSX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) at 5.03%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than FTHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | FTHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 5.03% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 10.62% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 19.62% | +10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 18.91% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 20.09% | +10.58% |