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.
Key characteristics
| FTXNX | FTZIX | |
|---|---|---|
| YTD Return | 30.72% | 31.27% |
| 1Y Return | 53.74% | 51.10% |
| 3Y Return (Ann) | -0.60% | 9.44% |
| 5Y Return (Ann) | 16.69% | 14.88% |
| Sharpe Ratio | 2.41 | 3.53 |
| Sortino Ratio | 3.21 | 4.86 |
| Omega Ratio | 1.40 | 1.63 |
| Calmar Ratio | 1.44 | 3.56 |
| Martin Ratio | 13.41 | 24.26 |
| Ulcer Index | 3.89% | 2.08% |
| Daily Std Dev | 21.67% | 14.30% |
| Max Drawdown | -48.79% | -37.22% |
| Current Drawdown | -2.10% | 0.00% |
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.
Performance
FTXNX vs. FTZIX - Performance Comparison
The year-to-date returns for both investments are quite close, with FTXNX having a 30.72% return and FTZIX slightly higher at 31.27%. 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. FTZIX - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than FTZIX's 1.12% expense ratio.
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 5.93% compared to Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) at 5.31%. 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.