FTZIX vs. MUHLX
Compare and contrast key facts about Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Muhlenkamp Fund (MUHLX).
FTZIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
FTZIX vs. MUHLX - Performance Comparison
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FTZIX vs. MUHLX - 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% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% |
Returns By Period
In the year-to-date period, FTZIX achieves a 4.19% return, which is significantly lower than MUHLX's 9.11% return.
FTZIX
- 1D
- 2.95%
- 1M
- -5.28%
- YTD
- 4.19%
- 6M
- 12.90%
- 1Y
- 31.27%
- 3Y*
- 23.47%
- 5Y*
- 12.00%
- 10Y*
- —
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
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FTZIX vs. MUHLX - Expense Ratio Comparison
FTZIX has a 1.12% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
FTZIX vs. MUHLX — Risk / Return Rank
FTZIX
MUHLX
FTZIX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) and Muhlenkamp Fund (MUHLX). 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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.42 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.97 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.37 | +0.27 |
Martin ratioReturn relative to average drawdown | 11.36 | 8.57 | +2.78 |
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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.42 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.82 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.51 | +0.27 |
Correlation
The correlation between FTZIX and MUHLX is 0.78, 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. MUHLX - Dividend Comparison
FTZIX's dividend yield for the trailing twelve months is around 0.05%, less than MUHLX's 3.06% 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% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
FTZIX vs. MUHLX - Drawdown Comparison
The maximum FTZIX drawdown since its inception was -37.22%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for FTZIX and MUHLX.
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Drawdown Indicators
| FTZIX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -62.05% | +24.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -10.23% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -18.63% | -10.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.85% | — |
Current DrawdownCurrent decline from peak | -6.34% | -5.65% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -10.81% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.83% | +0.02% |
Volatility
FTZIX vs. MUHLX - Volatility Comparison
Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a higher volatility of 6.39% compared to Muhlenkamp Fund (MUHLX) at 6.01%. This indicates that FTZIX's price experiences larger fluctuations and is considered to be riskier than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTZIX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 6.01% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 12.06% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 16.85% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 14.77% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.39% | 17.04% | +5.35% |