FTZIX vs. FTHSX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
FTZIX vs. FTHSX - Performance Comparison
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FTZIX vs. FTHSX - 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% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | -1.76% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly higher than FTHSX's -1.76% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
FTHSX
- 1D
- -0.91%
- 1M
- -7.89%
- YTD
- -1.76%
- 6M
- -0.40%
- 1Y
- 18.34%
- 3Y*
- 14.68%
- 5Y*
- 9.63%
- 10Y*
- 13.11%
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FTZIX vs. FTHSX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is higher than FTHSX's 0.76% expense ratio.
Return for Risk
FTZIX vs. FTHSX — Risk / Return Rank
FTZIX
FTHSX
FTZIX vs. FTHSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) 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.
| FTZIX | FTHSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.96 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.49 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.34 | +0.77 |
Martin ratioReturn relative to average drawdown | 9.17 | 5.27 | +3.90 |
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 | FTHSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.96 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.51 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.62 | +0.15 |
Correlation
The correlation between FTZIX and FTHSX is 0.87, 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. FTHSX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than FTHSX's 0.55% 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% |
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.55% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
Drawdowns
FTZIX vs. FTHSX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, roughly equal to the maximum FTHSX drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for FTZIX and FTHSX.
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Drawdown Indicators
| FTZIX | FTHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -37.74% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -12.42% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -24.58% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -9.03% | -9.42% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -5.71% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.17% | -0.35% |
Volatility
FTZIX vs. FTHSX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a higher volatility of 5.46% compared to FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) at 5.03%. This indicates that FTZIX'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
| FTZIX | FTHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.03% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 10.62% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 19.62% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 18.91% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 20.09% | +2.28% |