FTXSX vs. FTHNX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
FTXSX is a passively managed fund by Fuller & Thaler Asset Mgmt that tracks the performance of the Russell 2000 Growth Index. It was launched on Dec 21, 2017. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTXSX vs. FTHNX - Performance Comparison
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FTXSX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 1.97% | 12.44% | 28.86% | 33.15% | -27.48% | 25.50% | 51.32% | 19.19% | -3.71% |
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, FTXSX achieves a 1.97% return, which is significantly higher than FTHNX's 0.58% return.
FTXSX
- 1D
- 5.46%
- 1M
- -7.15%
- YTD
- 1.97%
- 6M
- 3.39%
- 1Y
- 33.47%
- 3Y*
- 20.33%
- 5Y*
- 10.25%
- 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%
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FTXSX vs. FTHNX - Expense Ratio Comparison
FTXSX has a 1.00% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Return for Risk
FTXSX vs. FTHNX — Risk / Return Rank
FTXSX
FTHNX
FTXSX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) 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.
| FTXSX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.06 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.63 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.72 | +0.39 |
Martin ratioReturn relative to average drawdown | 8.53 | 6.65 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTXSX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.06 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.50 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.61 | -0.08 |
Correlation
The correlation between FTXSX 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
FTXSX vs. FTHNX - Dividend Comparison
FTXSX 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.00% | 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
FTXSX vs. FTHNX - Drawdown Comparison
The maximum FTXSX drawdown since its inception was -45.03%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for FTXSX and FTHNX.
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Drawdown Indicators
| FTXSX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.03% | -37.78% | -7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -12.40% | -3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -39.58% | -24.63% | -14.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -7.58% | -7.24% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -5.77% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.21% | +0.71% |
Volatility
FTXSX vs. FTHNX - Volatility Comparison
FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a higher volatility of 12.43% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.74%. This indicates that FTXSX'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.
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Volatility by Period
| FTXSX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.43% | 5.74% | +6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 10.90% | +10.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.19% | 19.72% | +10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.54% | 18.93% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 20.10% | +7.54% |