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FTXNX vs. KSCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXNX vs. KSCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Kinetics Small Cap Opportunities Fund (KSCOX). The values are adjusted to include any dividend payments, if applicable.

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FTXNX vs. KSCOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
KSCOX
Kinetics Small Cap Opportunities Fund
31.31%-8.66%68.42%-14.77%31.96%50.32%2.30%27.06%-6.34%

Returns By Period

In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly lower than KSCOX's 31.31% return.


FTXNX

1D
5.48%
1M
-7.16%
YTD
1.90%
6M
3.24%
1Y
33.07%
3Y*
19.98%
5Y*
9.94%
10Y*

KSCOX

1D
1.22%
1M
-8.50%
YTD
31.31%
6M
22.37%
1Y
7.94%
3Y*
26.30%
5Y*
16.09%
10Y*
21.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXNX vs. KSCOX - Expense Ratio Comparison

FTXNX has a 1.44% expense ratio, which is lower than KSCOX's 1.64% expense ratio.


Return for Risk

FTXNX vs. KSCOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTXNX
FTXNX Risk / Return Rank: 6868
Overall Rank
FTXNX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FTXNX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FTXNX Omega Ratio Rank: 5454
Omega Ratio Rank
FTXNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTXNX Martin Ratio Rank: 8181
Martin Ratio Rank

KSCOX
KSCOX Risk / Return Rank: 1212
Overall Rank
KSCOX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KSCOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
KSCOX Omega Ratio Rank: 1212
Omega Ratio Rank
KSCOX Calmar Ratio Rank: 1414
Calmar Ratio Rank
KSCOX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTXNX vs. KSCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Kinetics Small Cap Opportunities Fund (KSCOX). 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.


FTXNXKSCOXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.33

+0.81

Sortino ratio

Return per unit of downside risk

1.64

0.65

+0.99

Omega ratio

Gain probability vs. loss probability

1.23

1.09

+0.14

Calmar ratio

Return relative to maximum drawdown

2.09

0.42

+1.67

Martin ratio

Return relative to average drawdown

8.42

0.69

+7.73

FTXNX vs. KSCOX - Sharpe Ratio Comparison

The current FTXNX Sharpe Ratio is 1.14, which is higher than the KSCOX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FTXNX and KSCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTXNXKSCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.33

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.58

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.61

-0.08

Correlation

The correlation between FTXNX and KSCOX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTXNX vs. KSCOX - Dividend Comparison

FTXNX has not paid dividends to shareholders, while KSCOX's dividend yield for the trailing twelve months is around 0.14%.


TTM20252024202320222021
FTXNX
Fuller & Thaler Behavioral Small-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%17.21%
KSCOX
Kinetics Small Cap Opportunities Fund
0.14%0.18%3.58%6.71%0.00%1.67%

Drawdowns

FTXNX vs. KSCOX - Drawdown Comparison

The maximum FTXNX drawdown since its inception was -45.22%, smaller than the maximum KSCOX drawdown of -70.09%. Use the drawdown chart below to compare losses from any high point for FTXNX and KSCOX.


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Drawdown Indicators


FTXNXKSCOXDifference

Max Drawdown

Largest peak-to-trough decline

-45.22%

-70.09%

+24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.80%

-24.29%

+8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-33.10%

-6.58%

Max Drawdown (10Y)

Largest decline over 10 years

-47.09%

Current Drawdown

Current decline from peak

-7.61%

-9.92%

+2.31%

Average Drawdown

Average peak-to-trough decline

-12.82%

-14.89%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

14.85%

-10.92%

Volatility

FTXNX vs. KSCOX - Volatility Comparison

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 12.44% compared to Kinetics Small Cap Opportunities Fund (KSCOX) at 7.98%. This indicates that FTXNX's price experiences larger fluctuations and is considered to be riskier than KSCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXNXKSCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.44%

7.98%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

21.02%

19.42%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

30.18%

28.84%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.55%

27.74%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

25.84%

+1.83%