FTXSX vs. FTHSX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX).
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. FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTXSX vs. FTHSX - Performance Comparison
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FTXSX vs. FTHSX - 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% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.64% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -15.77% |
Returns By Period
In the year-to-date period, FTXSX achieves a 1.97% return, which is significantly higher than FTHSX's 0.64% return.
FTXSX
- 1D
- 5.46%
- 1M
- -7.15%
- YTD
- 1.97%
- 6M
- 3.39%
- 1Y
- 33.47%
- 3Y*
- 20.33%
- 5Y*
- 10.25%
- 10Y*
- —
FTHSX
- 1D
- 2.44%
- 1M
- -5.61%
- YTD
- 0.64%
- 6M
- 1.87%
- 1Y
- 20.31%
- 3Y*
- 15.61%
- 5Y*
- 9.82%
- 10Y*
- 13.39%
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FTXSX vs. FTHSX - Expense Ratio Comparison
FTXSX has a 1.00% expense ratio, which is higher than FTHSX's 0.76% expense ratio.
Return for Risk
FTXSX vs. FTHSX — Risk / Return Rank
FTXSX
FTHSX
FTXSX vs. FTHSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). 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 | FTHSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.08 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.65 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.74 | +0.37 |
Martin ratioReturn relative to average drawdown | 8.53 | 6.77 | +1.76 |
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 | FTHSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.08 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.52 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.63 | -0.09 |
Correlation
The correlation between FTXSX and FTHSX 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. FTHSX - Dividend Comparison
FTXSX has not paid dividends to shareholders, while FTHSX's dividend yield for the trailing twelve months is around 0.54%.
| 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% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.54% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
Drawdowns
FTXSX vs. FTHSX - Drawdown Comparison
The maximum FTXSX drawdown since its inception was -45.03%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for FTXSX and FTHSX.
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Drawdown Indicators
| FTXSX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.03% | -37.74% | -7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -12.42% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -39.58% | -24.58% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -7.58% | -7.21% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -5.71% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.20% | +0.72% |
Volatility
FTXSX vs. FTHSX - Volatility Comparison
FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a higher volatility of 12.43% compared to FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) at 5.75%. This indicates that FTXSX's price experiences larger fluctuations and is considered to be riskier than FTHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXSX | FTHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.43% | 5.75% | +6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 10.89% | +10.12% |
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% | 18.94% | +7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 20.10% | +7.54% |