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FTXNX vs. FCPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FTXNXFCPGX
YTD Return17.20%18.56%
1Y Return31.60%31.91%
3Y Return (Ann)4.37%0.33%
5Y Return (Ann)17.37%11.31%
Sharpe Ratio1.401.57
Daily Std Dev22.23%20.03%
Max Drawdown-45.22%-59.11%
Current Drawdown-3.85%-4.80%

Correlation

-0.50.00.51.00.9

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

In the year-to-date period, FTXNX achieves a 17.20% return, which is significantly lower than FCPGX's 18.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-2.64%
5.29%
FTXNX
FCPGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTXNX vs. FCPGX - Expense Ratio Comparison

FTXNX has a 1.44% expense ratio, which is higher than FCPGX's 1.00% expense ratio.


FTXNX
Fuller & Thaler Behavioral Small-Cap Growth Fund
Expense ratio chart for FTXNX: current value at 1.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.44%
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

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.


FTXNX
Sharpe ratio
The chart of Sharpe ratio for FTXNX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.005.001.40
Sortino ratio
The chart of Sortino ratio for FTXNX, currently valued at 1.98, compared to the broader market0.005.0010.001.98
Omega ratio
The chart of Omega ratio for FTXNX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for FTXNX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.001.01
Martin ratio
The chart of Martin ratio for FTXNX, currently valued at 7.38, compared to the broader market0.0020.0040.0060.0080.00100.007.38
FCPGX
Sharpe ratio
The chart of Sharpe ratio for FCPGX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.005.001.57
Sortino ratio
The chart of Sortino ratio for FCPGX, currently valued at 2.18, compared to the broader market0.005.0010.002.18
Omega ratio
The chart of Omega ratio for FCPGX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for FCPGX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.90
Martin ratio
The chart of Martin ratio for FCPGX, currently valued at 8.18, compared to the broader market0.0020.0040.0060.0080.00100.008.18

FTXNX vs. FCPGX - Sharpe Ratio Comparison

The current FTXNX Sharpe Ratio is 1.40, which roughly equals the FCPGX Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of FTXNX and FCPGX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.40
1.57
FTXNX
FCPGX

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 1.28%.


TTM20232022202120202019201820172016201520142013
FTXNX
Fuller & Thaler Behavioral Small-Cap Growth Fund
0.00%0.00%0.00%17.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCPGX
Fidelity Small Cap Growth Fund
1.28%0.00%0.00%19.27%8.19%5.31%14.35%6.88%0.76%4.32%8.37%16.99%

Drawdowns

FTXNX vs. FCPGX - Drawdown Comparison

The maximum FTXNX drawdown since its inception was -45.22%, 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.85%
-4.80%
FTXNX
FCPGX

Volatility

FTXNX vs. FCPGX - Volatility Comparison

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fidelity Small Cap Growth Fund (FCPGX) have volatilities of 6.71% and 6.49%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AprilMayJuneJulyAugustSeptember
6.71%
6.49%
FTXNX
FCPGX