FTVNX vs. FTHNX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTVNX vs. FTHNX - Performance Comparison
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FTVNX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -0.12% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -15.97% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than FTHNX's 0.58% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 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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FTVNX vs. FTHNX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Return for Risk
FTVNX vs. FTHNX — Risk / Return Rank
FTVNX
FTHNX
FTVNX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) 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.
| FTVNX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 1.06 | -1.04 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.63 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.72 | -1.64 |
Martin ratioReturn relative to average drawdown | 0.19 | 6.65 | -6.46 |
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
| FTVNX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 1.06 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.50 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.61 | -0.29 |
Correlation
The correlation between FTVNX and FTHNX is 0.87, 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
FTVNX vs. FTHNX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, more than FTHNX's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.60% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 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
FTVNX vs. FTHNX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for FTVNX and FTHNX.
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Drawdown Indicators
| FTVNX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -37.78% | -5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -12.40% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -24.63% | +4.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -8.13% | -7.24% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -5.77% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 3.21% | +2.86% |
Volatility
FTVNX vs. FTHNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.58%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 5.74%. This indicates that FTVNX 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
| FTVNX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.74% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.90% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 19.72% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 18.93% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 20.10% | +1.67% |