FTXNX vs. ALFAX

Last updated Aug 5, 2026

FTXNX (Fuller & Thaler Behavioral Small-Cap Growth Fund) and ALFAX (Lord Abbett Alpha Strategy Fund) are both Small Cap Growth Equities funds. Over the past 5 years, FTXNX returned 13.42%/yr vs 5.43%/yr for ALFAX. Their correlation of 0.89 means they have usually moved in the same direction. FTXNX charges 1.44%/yr vs 1.40%/yr for ALFAX.

Performance

FTXNX vs. ALFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Lord Abbett Alpha Strategy Fund (ALFAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTXNX achieves a 26.28% return, which is significantly higher than ALFAX's 17.91% return.

FTXNX

• 1D: 2.14%
• 1M: -5.97%
• 6M: 19.75%
• YTD: 26.28%
• 1Y: 46.82%
• 3Y*: 23.97%
• 5Y*: 13.42%
• 10Y*: —
• ALL TIME*: 16.78%

ALFAX

• 1D: 1.57%
• 1M: -1.71%
• 6M: 11.24%
• YTD: 17.91%
• 1Y: 25.25%
• 3Y*: 14.38%
• 5Y*: 5.43%
• 10Y*: 9.99%
• ALL TIME*: 8.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ALFAX Lord Abbett Alpha Strategy Fund	$0.00	$0.00	$0.00
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund	$0.00	$0.00	$0.00

FTXNX vs. ALFAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund	26.28%	12.10%	28.50%	32.77%	-27.66%	25.16%	50.97%	18.83%	-3.91%
ALFAX Lord Abbett Alpha Strategy Fund	17.91%	8.80%	13.18%	13.92%	-23.50%	15.01%	26.16%	24.95%	-12.45%

Correlation

The correlation between FTXNX and ALFAX is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.91
Correlation (All Time) Calculated using the full available price history since Jan 12, 2018	0.89

The correlation between FTXNX and ALFAX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

Return for Risk

FTXNX vs. ALFAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTXNX

FTXNX Risk / Return Rank: 65
FTXNX Sharpe Ratio Rank: 62
FTXNX Sortino Ratio Rank: 52
FTXNX Omega Ratio Rank: 48
FTXNX Calmar Ratio Rank: 81
FTXNX Martin Ratio Rank: 83

ALFAX

ALFAX Risk / Return Rank: 55
ALFAX Sharpe Ratio Rank: 47
ALFAX Sortino Ratio Rank: 47
ALFAX Omega Ratio Rank: 42
ALFAX Calmar Ratio Rank: 74
ALFAX Martin Ratio Rank: 63

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTXNX vs. ALFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Lord Abbett Alpha Strategy Fund (ALFAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTXNX	ALFAX	Difference
Sharpe ratio: Return per unit of total volatility	1.66	1.48	+0.19
Sortino ratio: Return per unit of downside risk	2.20	2.15	+0.05
Omega ratio: Gain probability vs. loss probability	1.27	1.26	+0.02
Calmar ratio: Return relative to maximum drawdown	2.85	2.65	+0.21
Martin ratio: Return relative to average drawdown	11.13	8.95	+2.18

FTXNX vs. ALFAX - Sharpe Ratio Comparison

The current FTXNX Sharpe Ratio is 1.66, which is comparable to the ALFAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FTXNX and ALFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTXNX vs. ALFAX - Drawdown Comparison

The maximum FTXNX drawdown since its inception was -45.22%, smaller than the maximum ALFAX drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for FTXNX and ALFAX.

Drawdown Indicators

	FTXNX	ALFAX	Difference
Max Drawdown Largest peak-to-trough decline	-45.22%	-57.11%	+11.89%
Max Drawdown (1Y) Largest decline over 1 year	-17.37%	-10.31%	-7.06%
Max Drawdown (3Y) Largest decline over 3 years	-32.39%	-25.01%	-7.38%
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	-33.88%	-5.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.29%	—
Current Drawdown Current decline from peak	-11.77%	-4.23%	-7.54%
Average Drawdown Average peak-to-trough decline	-12.47%	-12.81%	+0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	3.04%	+1.41%

Volatility

FTXNX vs. ALFAX - Volatility Comparison

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 10.29% compared to Lord Abbett Alpha Strategy Fund (ALFAX) at 5.63%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than ALFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTXNX	ALFAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.29%	5.63%	+4.66%
Volatility (6M) Calculated over the trailing 6-month period	24.53%	14.95%	+9.58%
Volatility (1Y) Calculated over the trailing 1-year period	29.89%	18.52%	+11.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.42%	20.04%	+7.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.94%	20.76%	+7.18%

FTXNX vs. ALFAX - Expense Ratio Comparison

FTXNX has a 1.44% expense ratio, which is higher than ALFAX's 1.40% expense ratio.

Dividends

FTXNX vs. ALFAX - Dividend Comparison

FTXNX has not paid dividends to shareholders, while ALFAX's dividend yield for the trailing twelve months is around 4.50%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALFAX Lord Abbett Alpha Strategy Fund	4.50%	5.30%	0.80%	0.46%	6.94%	5.38%	7.99%	14.66%	16.61%	11.96%	11.85%	15.83%
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	17.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTXNX and ALFAX in my portfolio?

FTXNX and ALFAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTXNX or ALFAX?

FTXNX has higher volatility (10.29%) compared to ALFAX (5.63%). In terms of maximum drawdown, FTXNX dropped -45.22% vs ALFAX's -57.11%.

Which has better risk-adjusted returns?

FTXNX currently has the higher Sharpe Ratio (1.66 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.