FTZIX vs. FTXSX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FTXSX is a passively managed fund by Fuller & Thaler Asset Mgmt that tracks the performance of the Russell 2000 Growth Index. It was launched on Dec 21, 2017.
Performance
FTZIX vs. FTXSX - Performance Comparison
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FTZIX vs. FTXSX - 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% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | -3.31% | 12.44% | 28.86% | 33.15% | -27.48% | 25.50% | 51.32% | 19.19% |
Returns By Period
In the year-to-date period, FTZIX achieves a 1.20% return, which is significantly higher than FTXSX's -3.31% return.
FTZIX
- 1D
- -0.74%
- 1M
- -8.49%
- YTD
- 1.20%
- 6M
- 10.10%
- 1Y
- 27.55%
- 3Y*
- 22.27%
- 5Y*
- 11.72%
- 10Y*
- —
FTXSX
- 1D
- -3.35%
- 1M
- -10.42%
- YTD
- -3.31%
- 6M
- -0.90%
- 1Y
- 27.74%
- 3Y*
- 18.22%
- 5Y*
- 9.52%
- 10Y*
- —
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FTZIX vs. FTXSX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is higher than FTXSX's 1.00% expense ratio.
Return for Risk
FTZIX vs. FTXSX — Risk / Return Rank
FTZIX
FTXSX
FTZIX vs. FTXSX - 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 Growth Fund (FTXSX). 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 | FTXSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.90 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.35 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.46 | +0.65 |
Martin ratioReturn relative to average drawdown | 9.17 | 5.94 | +3.24 |
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 | FTXSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.90 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.36 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.51 | +0.25 |
Correlation
The correlation between FTZIX and FTXSX 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. FTXSX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, while FTXSX 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% |
FTXSX FullerThaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 17.00% | 0.00% | 0.00% |
Drawdowns
FTZIX vs. FTXSX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum FTXSX drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for FTZIX and FTXSX.
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Drawdown Indicators
| FTZIX | FTXSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -45.03% | +7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -15.82% | +3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -39.58% | +10.05% |
Current DrawdownCurrent decline from peak | -9.03% | -12.37% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -12.71% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.89% | -1.07% |
Volatility
FTZIX vs. FTXSX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) is 5.46%, while FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) has a volatility of 11.17%. This indicates that FTZIX experiences smaller price fluctuations and is considered to be less risky than FTXSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | FTXSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 11.17% | -5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 20.34% | -8.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 29.77% | -9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.31% | 26.45% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 27.59% | -5.22% |