FTSIX vs. FTHSX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTSIX vs. FTHSX - Performance Comparison
Loading graphics...
FTSIX vs. FTHSX - 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% |
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% |
Returns By Period
In the year-to-date period, FTSIX achieves a 3.61% return, which is significantly higher than FTHSX's -1.76% return.
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTSIX vs. FTHSX - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than FTHSX's 0.76% expense ratio.
Return for Risk
FTSIX vs. FTHSX — Risk / Return Rank
FTSIX
FTHSX
FTSIX vs. FTHSX - 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 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.
| FTSIX | FTHSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.96 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.49 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.34 | -0.28 |
Martin ratioReturn relative to average drawdown | 4.30 | 5.27 | -0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTSIX | FTHSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.96 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.51 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.62 | -0.10 |
Correlation
The correlation between FTSIX and FTHSX 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. FTHSX - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.62%, more than FTHSX's 0.55% 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% |
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
FTSIX vs. FTHSX - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for FTSIX and FTHSX.
Loading graphics...
Drawdown Indicators
| FTSIX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -37.74% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.42% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -24.58% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -6.80% | -9.42% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -5.71% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.17% | +0.10% |
Volatility
FTSIX vs. FTHSX - Volatility Comparison
Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) have volatilities of 5.08% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTSIX | FTHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.03% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.62% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 19.62% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 18.91% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 20.09% | +3.38% |