FTXNX vs. FTZIX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXNX or FTZIX.
Performance
FTXNX vs. FTZIX - Performance Comparison
Returns By Period
In the year-to-date period, FTXNX achieves a 34.94% return, which is significantly higher than FTZIX's 30.76% return.
FTXNX
34.94%
13.23%
14.53%
49.50%
16.86%
N/A
FTZIX
30.76%
5.44%
14.50%
43.02%
15.27%
N/A
Key characteristics
| FTXNX | FTZIX | |
|---|---|---|
| Sharpe Ratio | 2.31 | 3.02 |
| Sortino Ratio | 3.05 | 4.19 |
| Omega Ratio | 1.38 | 1.53 |
| Calmar Ratio | 1.52 | 4.36 |
| Martin Ratio | 12.60 | 20.15 |
| Ulcer Index | 3.93% | 2.13% |
| Daily Std Dev | 21.47% | 14.24% |
| Max Drawdown | -48.79% | -37.22% |
| Current Drawdown | 0.00% | -0.84% |
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FTXNX vs. FTZIX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than FTZIX's 1.12% expense ratio.
Correlation
The correlation between FTXNX and FTZIX is 0.80, 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.
Risk-Adjusted Performance
FTXNX vs. FTZIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). 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. FTZIX - Dividend Comparison
FTXNX has not paid dividends to shareholders, while FTZIX's dividend yield for the trailing twelve months is around 0.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.15% | 0.19% | 0.00% | 0.00% | 0.02% | 0.30% |
Drawdowns
FTXNX vs. FTZIX - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -48.79%, which is greater than FTZIX's maximum drawdown of -37.22%. Use the drawdown chart below to compare losses from any high point for FTXNX and FTZIX. For additional features, visit the drawdowns tool.
Volatility
FTXNX vs. FTZIX - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 6.95% compared to Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) at 5.52%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than FTZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.