FTZIX vs. FTXNX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTZIX or FTXNX.
Key characteristics
| FTZIX | FTXNX | |
|---|---|---|
| YTD Return | 31.27% | 30.72% |
| 1Y Return | 51.10% | 53.74% |
| 3Y Return (Ann) | 9.44% | -0.60% |
| 5Y Return (Ann) | 14.88% | 16.69% |
| Sharpe Ratio | 3.53 | 2.41 |
| Sortino Ratio | 4.86 | 3.21 |
| Omega Ratio | 1.63 | 1.40 |
| Calmar Ratio | 3.56 | 1.44 |
| Martin Ratio | 24.26 | 13.41 |
| Ulcer Index | 2.08% | 3.89% |
| Daily Std Dev | 14.30% | 21.67% |
| Max Drawdown | -37.22% | -48.79% |
| Current Drawdown | 0.00% | -2.10% |
Correlation
The correlation between FTZIX and FTXNX is 0.80, 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.
Performance
FTZIX vs. FTXNX - Performance Comparison
The year-to-date returns for both stocks are quite close, with FTZIX having a 31.27% return and FTXNX slightly lower at 30.72%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTZIX vs. FTXNX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is lower than FTXNX's 1.44% expense ratio.
Risk-Adjusted Performance
FTZIX vs. FTXNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX). 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.
Dividends
FTZIX vs. FTXNX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.15%, while FTXNX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.15% | 0.19% | 0.00% | 0.00% | 0.02% | 0.30% |
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTZIX vs. FTXNX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum FTXNX drawdown of -48.79%. Use the drawdown chart below to compare losses from any high point for FTZIX and FTXNX. For additional features, visit the drawdowns tool.
Volatility
FTZIX vs. FTXNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) is 5.31%, while Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a volatility of 5.93%. This indicates that FTZIX experiences smaller price fluctuations and is considered to be less risky than FTXNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.