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.
Performance
MXLSX vs. FTHNX - Performance Comparison
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MXLSX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than FTHNX's -1.81% return. Over the past 10 years, MXLSX has underperformed FTHNX with an annualized return of 8.19%, while FTHNX has yielded a comparatively higher 12.82% annualized return.
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
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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.
Return for Risk
MXLSX vs. FTHNX — Risk / Return Rank
MXLSX
FTHNX
MXLSX vs. FTHNX - Risk-Adjusted Trends 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.
| MXLSX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.95 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.47 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.32 | -0.55 |
Martin ratioReturn relative to average drawdown | 2.97 | 5.16 | -2.19 |
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
| MXLSX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.95 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.50 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.64 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.60 | -0.35 |
Correlation
The correlation between MXLSX and FTHNX is 0.89, 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
MXLSX vs. FTHNX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, more than FTHNX's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
MXLSX vs. FTHNX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, 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.
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Drawdown Indicators
| MXLSX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -37.78% | -22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -12.40% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.63% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -37.78% | -5.74% |
Current DrawdownCurrent decline from peak | -8.88% | -9.44% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -5.77% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.17% | +1.02% |
Volatility
MXLSX vs. FTHNX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) have volatilities of 5.13% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.02% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 10.63% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 19.62% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 18.90% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 20.08% | +2.20% |