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.
Performance
FTZIX vs. FTXNX - Performance Comparison
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FTZIX vs. FTXNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 4.19% | 22.63% | 25.31% | 27.18% | -21.31% | 25.25% | 19.60% | 33.70% |
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 1.90% | 12.10% | 28.50% | 32.77% | -27.66% | 25.16% | 50.97% | 18.83% |
Returns By Period
In the year-to-date period, FTZIX achieves a 4.19% return, which is significantly higher than FTXNX's 1.90% return.
FTZIX
- 1D
- 2.95%
- 1M
- -5.28%
- YTD
- 4.19%
- 6M
- 12.90%
- 1Y
- 31.27%
- 3Y*
- 23.47%
- 5Y*
- 12.00%
- 10Y*
- —
FTXNX
- 1D
- 5.48%
- 1M
- -7.16%
- YTD
- 1.90%
- 6M
- 3.24%
- 1Y
- 33.07%
- 3Y*
- 19.98%
- 5Y*
- 9.94%
- 10Y*
- —
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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.
Return for Risk
FTZIX vs. FTXNX — Risk / Return Rank
FTZIX
FTXNX
FTZIX vs. FTXNX - Risk-Adjusted Trends 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.
| FTZIX | FTXNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.14 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.64 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.09 | +0.55 |
Martin ratioReturn relative to average drawdown | 11.36 | 8.42 | +2.94 |
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 | FTXNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.14 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.38 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.53 | +0.26 |
Correlation
The correlation between FTZIX and FTXNX 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. FTXNX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, while FTXNX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund | 0.05% | 0.05% | 0.11% | 0.19% | 0.00% | 0.00% | 0.26% | 0.76% |
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.21% | 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 -45.22%. Use the drawdown chart below to compare losses from any high point for FTZIX and FTXNX.
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Drawdown Indicators
| FTZIX | FTXNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -45.22% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -15.80% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -39.68% | +10.15% |
Current DrawdownCurrent decline from peak | -6.34% | -7.61% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -12.82% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.93% | -1.08% |
Volatility
FTZIX vs. FTXNX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) is 6.39%, while Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a volatility of 12.44%. 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.
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Volatility by Period
| FTZIX | FTXNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 12.44% | -6.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 21.02% | -9.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 30.18% | -9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 26.55% | -7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.39% | 27.67% | -5.28% |