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.
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
Key characteristics
MXLSX:
0.27
FTHNX:
0.48
MXLSX:
0.53
FTHNX:
0.75
MXLSX:
1.06
FTHNX:
1.10
MXLSX:
0.52
FTHNX:
0.58
MXLSX:
1.24
FTHNX:
2.15
MXLSX:
4.13%
FTHNX:
4.07%
MXLSX:
18.86%
FTHNX:
18.34%
MXLSX:
-45.54%
FTHNX:
-37.78%
MXLSX:
-7.73%
FTHNX:
-13.97%
Returns By Period
In the year-to-date period, MXLSX achieves a 8.35% return, which is significantly lower than FTHNX's 10.05% return.
MXLSX
8.35%
-7.11%
6.54%
6.92%
7.41%
5.03%
FTHNX
10.05%
-13.69%
3.72%
8.73%
11.20%
N/A
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.
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
Neither MXLSX nor FTHNX has paid dividends to shareholders.
| 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 | 0.00% | 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
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 4.40%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 8.39%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.