FTSIX vs. FTHNX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTSIX vs. FTHNX - Performance Comparison
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FTSIX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% |
Returns By Period
In the year-to-date period, FTSIX achieves a 3.61% return, which is significantly higher than FTHNX's 0.58% return.
FTSIX
- 1D
- -0.79%
- 1M
- -6.62%
- YTD
- 3.61%
- 6M
- 5.84%
- 1Y
- 15.15%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
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FTSIX vs. FTHNX - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Return for Risk
FTSIX vs. FTHNX — Risk / Return Rank
FTSIX
FTHNX
FTSIX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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.
| FTSIX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.06 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.63 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.72 | -0.66 |
Martin ratioReturn relative to average drawdown | 4.30 | 6.65 | -2.35 |
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
| FTSIX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.06 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.50 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.61 | -0.10 |
Correlation
The correlation between FTSIX and FTHNX is 0.95, 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
FTSIX vs. FTHNX - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.62%, more than FTHNX's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
FTSIX vs. FTHNX - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for FTSIX and FTHNX.
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Drawdown Indicators
| FTSIX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -37.78% | -4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.40% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -24.63% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -6.80% | -7.24% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -5.77% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.21% | +0.06% |
Volatility
FTSIX vs. FTHNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.08%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 5.74%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSIX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.74% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.90% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 19.72% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 18.93% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 20.10% | +3.37% |