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.
Key characteristics
| MXLSX | FTHNX | |
|---|---|---|
| YTD Return | 14.16% | 25.20% |
| 1Y Return | 23.89% | 36.79% |
| 3Y Return (Ann) | 2.99% | 10.43% |
| 5Y Return (Ann) | 9.11% | 14.88% |
| Sharpe Ratio | 1.51 | 2.44 |
| Sortino Ratio | 2.29 | 3.44 |
| Omega Ratio | 1.28 | 1.43 |
| Calmar Ratio | 2.25 | 5.24 |
| Martin Ratio | 7.20 | 15.15 |
| Ulcer Index | 4.13% | 2.82% |
| Daily Std Dev | 19.66% | 17.53% |
| Max Drawdown | -45.54% | -37.78% |
| Current Drawdown | -1.61% | -1.92% |
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.
Performance
MXLSX vs. FTHNX - Performance Comparison
In the year-to-date period, MXLSX achieves a 14.16% return, which is significantly lower than FTHNX's 25.20% return. 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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MXLSX vs. FTHNX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
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's dividend yield for the trailing twelve months is around 0.28%, less than FTHNX's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.28% | 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 | 0.61% | 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 7.60% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 6.36%. 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.