FTZIX vs. DHAMX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Centre American Select Equity Fund (DHAMX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. DHAMX is managed by Centre Funds. It was launched on Dec 21, 2011.
Performance
FTZIX vs. DHAMX - Performance Comparison
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FTZIX vs. DHAMX - 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% |
DHAMX Centre American Select Equity Fund | 4.86% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly lower than DHAMX's 4.86% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
DHAMX
- 1D
- -1.20%
- 1M
- -8.07%
- YTD
- 4.86%
- 6M
- 13.32%
- 1Y
- 32.49%
- 3Y*
- 11.47%
- 5Y*
- 10.62%
- 10Y*
- 12.78%
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FTZIX vs. DHAMX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is lower than DHAMX's 1.46% expense ratio.
Return for Risk
FTZIX vs. DHAMX — Risk / Return Rank
FTZIX
DHAMX
FTZIX vs. DHAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Centre American Select Equity Fund (DHAMX). 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 | DHAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.69 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.06 | 2.37 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.65 | -0.54 |
Martin ratioReturn relative to average drawdown | 9.17 | 9.91 | -0.74 |
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 | DHAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.69 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.80 | -0.03 |
Correlation
The correlation between FTZIX and DHAMX 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
FTZIX vs. DHAMX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than DHAMX's 34.38% 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% |
DHAMX Centre American Select Equity Fund | 34.38% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
Drawdowns
FTZIX vs. DHAMX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for FTZIX and DHAMX.
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Drawdown Indicators
| FTZIX | DHAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -28.47% | -8.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -11.65% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -28.47% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.47% | — |
Current DrawdownCurrent decline from peak | -9.03% | -9.84% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -4.19% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.11% | -0.29% |
Volatility
FTZIX vs. DHAMX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a higher volatility of 5.46% compared to Centre American Select Equity Fund (DHAMX) at 5.11%. This indicates that FTZIX's price experiences larger fluctuations and is considered to be riskier than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | DHAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.11% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 12.36% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 19.74% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 17.61% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 17.25% | +5.12% |