MXLSX vs. FTHNX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXLSX or FTHNX.
Performance
MXLSX vs. FTHNX - Performance Comparison
Returns By Period
In the year-to-date period, MXLSX achieves a 14.15% return, which is significantly lower than FTHNX's 26.39% return.
MXLSX
14.15%
7.28%
9.80%
24.36%
9.22%
4.21%
FTHNX
26.39%
7.85%
15.20%
37.98%
15.22%
N/A
Key characteristics
| MXLSX | FTHNX | |
|---|---|---|
| Sharpe Ratio | 1.27 | 2.22 |
| Sortino Ratio | 1.94 | 3.11 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 1.91 | 4.66 |
| Martin Ratio | 5.79 | 13.23 |
| Ulcer Index | 4.21% | 2.87% |
| Daily Std Dev | 19.12% | 17.12% |
| Max Drawdown | -45.54% | -37.78% |
| Current Drawdown | -1.32% | -0.99% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXLSX vs. FTHNX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Correlation
The correlation between MXLSX and FTHNX is 0.91, 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.
Risk-Adjusted Performance
MXLSX vs. FTHNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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
MXLSX vs. FTHNX - Dividend Comparison
MXLSX has not paid dividends to shareholders, while FTHNX's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.00% | 0.04% | 0.06% | 3.37% | 0.00% | 0.00% | 0.00% | 0.07% | 0.07% | 0.26% | 1.08% | 0.61% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.60% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% | 0.00% | 0.00% |
Drawdowns
MXLSX vs. FTHNX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -45.54%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for MXLSX and FTHNX. For additional features, visit the drawdowns tool.
Volatility
MXLSX vs. FTHNX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 7.44% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 6.44%. This indicates that MXLSX's price experiences larger fluctuations and is considered to be riskier than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.