OUSM vs. FTHNX
Compare and contrast key facts about OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
OUSM is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Small-Cap Quality Dividend Index. It was launched on Dec 30, 2016. 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: OUSM or FTHNX.
Key characteristics
| OUSM | FTHNX | |
|---|---|---|
| YTD Return | 20.12% | 26.31% |
| 1Y Return | 35.49% | 43.98% |
| 3Y Return (Ann) | 9.31% | 10.78% |
| 5Y Return (Ann) | 12.04% | 15.16% |
| Sharpe Ratio | 2.41 | 2.51 |
| Sortino Ratio | 3.48 | 3.53 |
| Omega Ratio | 1.42 | 1.45 |
| Calmar Ratio | 5.00 | 5.39 |
| Martin Ratio | 14.94 | 15.61 |
| Ulcer Index | 2.37% | 2.82% |
| Daily Std Dev | 14.64% | 17.50% |
| Max Drawdown | -39.84% | -37.78% |
| Current Drawdown | -0.92% | -1.04% |
Correlation
The correlation between OUSM and FTHNX is 0.92, 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
OUSM vs. FTHNX - Performance Comparison
In the year-to-date period, OUSM achieves a 20.12% return, which is significantly lower than FTHNX's 26.31% 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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OUSM vs. FTHNX - Expense Ratio Comparison
OUSM has a 0.48% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Risk-Adjusted Performance
OUSM vs. FTHNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) 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
OUSM vs. FTHNX - Dividend Comparison
OUSM's dividend yield for the trailing twelve months is around 1.25%, more than FTHNX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.25% | 1.64% | 1.99% | 1.55% | 2.02% | 1.99% | 2.62% | 2.17% | 0.00% | 0.00% |
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% |
Drawdowns
OUSM vs. FTHNX - Drawdown Comparison
The maximum OUSM drawdown since its inception was -39.84%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for OUSM and FTHNX. For additional features, visit the drawdowns tool.
Volatility
OUSM vs. FTHNX - Volatility Comparison
The current volatility for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) is 5.12%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 6.26%. This indicates that OUSM 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.