FTZIX vs. AVALX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Aegis Value Fund (AVALX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. AVALX is managed by Aegis. It was launched on May 15, 1998.
Performance
FTZIX vs. AVALX - Performance Comparison
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FTZIX vs. AVALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 1.20% | 22.63% | 25.31% | 27.18% | -21.31% | 25.25% | 19.60% | 33.70% |
AVALX Aegis Value Fund | 13.53% | 67.06% | 8.29% | 13.11% | 10.50% | 37.67% | 18.89% | 25.67% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly lower than AVALX's 13.53% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
AVALX
- 1D
- -0.54%
- 1M
- -4.89%
- YTD
- 13.53%
- 6M
- 24.20%
- 1Y
- 69.86%
- 3Y*
- 28.86%
- 5Y*
- 25.16%
- 10Y*
- 21.54%
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FTZIX vs. AVALX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is lower than AVALX's 1.50% expense ratio.
Return for Risk
FTZIX vs. AVALX — Risk / Return Rank
FTZIX
AVALX
FTZIX vs. AVALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Aegis Value Fund (AVALX). 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.
| FTZIX | AVALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 3.30 | -1.87 |
Sortino ratioReturn per unit of downside risk | 2.06 | 3.95 | -1.88 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.59 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 5.11 | -3.00 |
Martin ratioReturn relative to average drawdown | 9.17 | 24.92 | -15.74 |
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
| FTZIX | AVALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 3.30 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.12 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.53 | +0.24 |
Correlation
The correlation between FTZIX and AVALX 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
FTZIX vs. AVALX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than AVALX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.05% | 0.05% | 0.11% | 0.19% | 0.00% | 0.00% | 0.26% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
AVALX Aegis Value Fund | 2.06% | 2.34% | 7.07% | 2.23% | 0.16% | 0.00% | 6.62% | 2.36% | 6.18% | 0.00% | 1.45% | 0.04% |
Drawdowns
FTZIX vs. AVALX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum AVALX drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for FTZIX and AVALX.
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Drawdown Indicators
| FTZIX | AVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -73.72% | +36.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -13.02% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -32.00% | +2.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.34% | — |
Current DrawdownCurrent decline from peak | -9.03% | -6.09% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -11.01% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.67% | +0.15% |
Volatility
FTZIX vs. AVALX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Aegis Value Fund (AVALX) have volatilities of 5.46% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | AVALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.32% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 14.20% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 21.15% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 22.62% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 22.32% | +0.05% |