FTVNX vs. FTHSX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTVNX vs. FTHSX - Performance Comparison
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FTVNX vs. FTHSX - 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% |
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% | -15.77% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than FTHSX's 0.64% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
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%
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FTVNX vs. FTHSX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than FTHSX's 0.76% expense ratio.
Return for Risk
FTVNX vs. FTHSX — Risk / Return Rank
FTVNX
FTHSX
FTVNX vs. FTHSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) 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.
| FTVNX | FTHSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 1.08 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.65 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.74 | -1.67 |
Martin ratioReturn relative to average drawdown | 0.19 | 6.77 | -6.58 |
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 | FTHSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 1.08 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.52 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.63 | -0.31 |
Correlation
The correlation between FTVNX and FTHSX 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. FTHSX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, more than FTHSX's 0.54% 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% |
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% |
Drawdowns
FTVNX vs. FTHSX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for FTVNX and FTHSX.
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Drawdown Indicators
| FTVNX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -37.74% | -5.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -12.42% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -24.58% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -8.13% | -7.21% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -5.71% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 3.20% | +2.87% |
Volatility
FTVNX vs. FTHSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) is 4.58%, while FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) has a volatility of 5.75%. This indicates that FTVNX experiences smaller price fluctuations and is considered to be less risky 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
| FTVNX | FTHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.75% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.89% | +1.51% |
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% | 18.94% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 20.10% | +1.67% |