FTXNX vs. EMCAX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Empiric 2500 Fund (EMCAX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. EMCAX is managed by Empiric Funds. It was launched on Nov 6, 1995.
Performance
FTXNX vs. EMCAX - Performance Comparison
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FTXNX vs. EMCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 1.90% | 12.10% | 28.50% | 32.77% | -27.66% | 25.16% | 50.97% | 18.83% | -3.91% |
EMCAX Empiric 2500 Fund | -0.57% | 2.37% | 13.89% | 12.43% | -16.06% | 16.07% | 27.81% | 19.10% | -7.97% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly higher than EMCAX's -0.57% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
EMCAX
- 1D
- 2.60%
- 1M
- -6.15%
- YTD
- -0.57%
- 6M
- -1.03%
- 1Y
- 6.53%
- 3Y*
- 8.52%
- 5Y*
- 2.22%
- 10Y*
- 9.61%
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FTXNX vs. EMCAX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is lower than EMCAX's 1.96% expense ratio.
Return for Risk
FTXNX vs. EMCAX — Risk / Return Rank
FTXNX
EMCAX
FTXNX vs. EMCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Empiric 2500 Fund (EMCAX). 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.
| FTXNX | EMCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.41 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.72 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.74 | +1.36 |
Martin ratioReturn relative to average drawdown | 8.42 | 3.00 | +5.42 |
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
| FTXNX | EMCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.41 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.12 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.08 |
Correlation
The correlation between FTXNX and EMCAX 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
FTXNX vs. EMCAX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while EMCAX's dividend yield for the trailing twelve months is around 0.13%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.21% | 0.00% |
EMCAX Empiric 2500 Fund | 0.13% | 0.13% | 0.13% | 0.00% | 0.00% | 0.51% | 7.46% |
Drawdowns
FTXNX vs. EMCAX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, smaller than the maximum EMCAX drawdown of -51.81%. Use the drawdown chart below to compare losses from any high point for FTXNX and EMCAX.
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Drawdown Indicators
| FTXNX | EMCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -51.81% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -10.15% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -30.60% | -9.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.79% | — |
Current DrawdownCurrent decline from peak | -7.61% | -6.22% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -13.33% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.50% | +1.43% |
Volatility
FTXNX vs. EMCAX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Empiric 2500 Fund (EMCAX) at 5.42%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than EMCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXNX | EMCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 5.42% | +7.02% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 10.49% | +10.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 17.50% | +12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 18.18% | +8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 20.21% | +7.46% |