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 | 8.18% | 9.63% |
| 1Y Return | 22.31% | 32.15% |
| 3Y Return (Ann) | 8.17% | 9.47% |
| 5Y Return (Ann) | 11.83% | 14.94% |
| Sharpe Ratio | 1.76 | 2.05 |
| Daily Std Dev | 13.27% | 16.12% |
| Max Drawdown | -39.84% | -37.78% |
| Current Drawdown | -0.75% | -1.33% |
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 8.18% return, which is significantly lower than FTHNX's 9.63% 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 1.49%, more than FTHNX's 1.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.49% | 1.64% | 1.98% | 1.55% | 2.02% | 1.99% | 2.62% | 2.17% | 0.00% | 0.00% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 1.46% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 15.47% |
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 3.17%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 3.86%. 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.