FTXNX vs. FCPGX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fidelity Small Cap Growth Fund (FCPGX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. FCPGX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXNX or FCPGX.
Key characteristics
| FTXNX | FCPGX | |
|---|---|---|
| YTD Return | 28.39% | 28.47% |
| 1Y Return | 49.50% | 51.81% |
| 3Y Return (Ann) | -1.30% | -0.14% |
| 5Y Return (Ann) | 16.28% | 7.09% |
| Sharpe Ratio | 2.27 | 2.56 |
| Sortino Ratio | 3.06 | 3.42 |
| Omega Ratio | 1.38 | 1.42 |
| Calmar Ratio | 1.35 | 1.23 |
| Martin Ratio | 12.58 | 15.65 |
| Ulcer Index | 3.89% | 3.25% |
| Daily Std Dev | 21.62% | 19.88% |
| Max Drawdown | -48.79% | -59.11% |
| Current Drawdown | -3.84% | -9.92% |
Correlation
The correlation between FTXNX and FCPGX is 0.93, 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.
Performance
FTXNX vs. FCPGX - Performance Comparison
The year-to-date returns for both investments are quite close, with FTXNX having a 28.39% return and FCPGX slightly higher at 28.47%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTXNX vs. FCPGX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than FCPGX's 1.00% expense ratio.
Risk-Adjusted Performance
FTXNX vs. FCPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fidelity Small Cap Growth Fund (FCPGX). 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.
Dividends
FTXNX vs. FCPGX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while FCPGX's dividend yield for the trailing twelve months is around 0.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCPGX Fidelity Small Cap Growth Fund | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.37% | 16.99% |
Drawdowns
FTXNX vs. FCPGX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -48.79%, smaller than the maximum FCPGX drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for FTXNX and FCPGX. For additional features, visit the drawdowns tool.
Volatility
FTXNX vs. FCPGX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fidelity Small Cap Growth Fund (FCPGX) have volatilities of 5.78% and 5.92%, 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.