FTXNX vs. SMH
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and VanEck Vectors Semiconductor ETF (SMH).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXNX or SMH.
Key characteristics
| FTXNX | SMH | |
|---|---|---|
| YTD Return | 28.39% | 49.27% |
| 1Y Return | 49.50% | 73.41% |
| 3Y Return (Ann) | -1.30% | 21.67% |
| 5Y Return (Ann) | 16.28% | 34.55% |
| Sharpe Ratio | 2.27 | 2.15 |
| Sortino Ratio | 3.06 | 2.63 |
| Omega Ratio | 1.38 | 1.35 |
| Calmar Ratio | 1.35 | 2.98 |
| Martin Ratio | 12.58 | 8.26 |
| Ulcer Index | 3.89% | 8.96% |
| Daily Std Dev | 21.62% | 34.45% |
| Max Drawdown | -48.79% | -95.73% |
| Current Drawdown | -3.84% | -7.20% |
Correlation
The correlation between FTXNX and SMH is 0.74, 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. SMH - Performance Comparison
In the year-to-date period, FTXNX achieves a 28.39% return, which is significantly lower than SMH's 49.27% return. 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. SMH - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than SMH's 0.35% expense ratio.
Risk-Adjusted Performance
FTXNX vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and VanEck Vectors Semiconductor ETF (SMH). 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. SMH - Dividend Comparison
FTXNX has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.40% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
FTXNX vs. SMH - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -48.79%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for FTXNX and SMH. For additional features, visit the drawdowns tool.
Volatility
FTXNX vs. SMH - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) is 5.78%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.29%. This indicates that FTXNX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.