FTXNX vs. FTHNX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTXNX vs. FTHNX - Performance Comparison
Loading graphics...
FTXNX vs. FTHNX - 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% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -15.97% |
Returns By Period
In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly higher than FTHNX's 0.58% return.
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
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. FTHNX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Return for Risk
FTXNX vs. FTHNX — Risk / Return Rank
FTXNX
FTHNX
FTXNX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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 | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.06 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.63 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.72 | +0.37 |
Martin ratioReturn relative to average drawdown | 8.42 | 6.65 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTXNX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.06 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.50 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.61 | -0.09 |
Correlation
The correlation between FTXNX and FTHNX is 0.79, 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. FTHNX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while FTHNX's dividend yield for the trailing twelve months is around 0.28%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
FTXNX vs. FTHNX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -45.22%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for FTXNX and FTHNX.
Loading graphics...
Drawdown Indicators
| FTXNX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.22% | -37.78% | -7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -15.80% | -12.40% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -24.63% | -15.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -7.61% | -7.24% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -5.77% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.21% | +0.72% |
Volatility
FTXNX vs. FTHNX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.74%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTXNX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 5.74% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | 10.90% | +10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 19.72% | +10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 18.93% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 20.10% | +7.57% |