OPGSX vs. FTHNX
Compare and contrast key facts about Invesco Gold & Special Minerals Fund (OPGSX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
OPGSX is managed by Invesco. It was launched on Jul 18, 1983. 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: OPGSX or FTHNX.
Performance
OPGSX vs. FTHNX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with OPGSX having a 26.17% return and FTHNX slightly higher at 26.39%.
OPGSX
26.17%
-7.64%
11.89%
38.00%
11.03%
8.70%
FTHNX
26.39%
7.85%
15.20%
37.98%
15.22%
N/A
Key characteristics
| OPGSX | FTHNX | |
|---|---|---|
| Sharpe Ratio | 1.36 | 2.22 |
| Sortino Ratio | 1.92 | 3.11 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 0.70 | 4.66 |
| Martin Ratio | 5.28 | 13.23 |
| Ulcer Index | 7.19% | 2.87% |
| Daily Std Dev | 28.04% | 17.12% |
| Max Drawdown | -81.04% | -37.78% |
| Current Drawdown | -31.50% | -0.99% |
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OPGSX vs. FTHNX - Expense Ratio Comparison
OPGSX has a 1.05% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Correlation
The correlation between OPGSX and FTHNX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
OPGSX vs. FTHNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Gold & Special Minerals Fund (OPGSX) 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
OPGSX vs. FTHNX - Dividend Comparison
OPGSX's dividend yield for the trailing twelve months is around 0.64%, more than FTHNX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
OPGSX Invesco Gold & Special Minerals Fund | 0.64% | 0.81% | 0.45% | 3.56% | 1.55% | 0.29% | 0.00% | 2.78% | 7.21% | 0.00% | 2.26% |
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% |
Drawdowns
OPGSX vs. FTHNX - Drawdown Comparison
The maximum OPGSX drawdown since its inception was -81.04%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for OPGSX and FTHNX. For additional features, visit the drawdowns tool.
Volatility
OPGSX vs. FTHNX - Volatility Comparison
Invesco Gold & Special Minerals Fund (OPGSX) has a higher volatility of 9.07% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 6.44%. This indicates that OPGSX'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.