RYVPX vs. FTHNX
Compare and contrast key facts about Royce Smaller-Companies Growth Fund (RYVPX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
RYVPX is managed by Royce Investment Partners. It was launched on Jun 14, 2001. 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: RYVPX or FTHNX.
Key characteristics
| RYVPX | FTHNX | |
|---|---|---|
| YTD Return | 30.58% | 26.14% |
| 1Y Return | 56.16% | 45.70% |
| 3Y Return (Ann) | -13.99% | 10.71% |
| 5Y Return (Ann) | 1.32% | 15.12% |
| Sharpe Ratio | 2.44 | 2.55 |
| Sortino Ratio | 3.23 | 3.57 |
| Omega Ratio | 1.40 | 1.45 |
| Calmar Ratio | 0.76 | 5.46 |
| Martin Ratio | 15.55 | 15.81 |
| Ulcer Index | 3.45% | 2.82% |
| Daily Std Dev | 21.92% | 17.50% |
| Max Drawdown | -72.22% | -37.78% |
| Current Drawdown | -53.68% | 0.00% |
Correlation
The correlation between RYVPX and FTHNX is 0.81, 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
RYVPX vs. FTHNX - Performance Comparison
In the year-to-date period, RYVPX achieves a 30.58% return, which is significantly higher than FTHNX's 26.14% 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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RYVPX vs. FTHNX - Expense Ratio Comparison
RYVPX has a 1.49% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Risk-Adjusted Performance
RYVPX vs. FTHNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Smaller-Companies Growth Fund (RYVPX) 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
RYVPX vs. FTHNX - Dividend Comparison
RYVPX has not paid dividends to shareholders, while FTHNX's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYVPX Royce Smaller-Companies Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
RYVPX vs. FTHNX - Drawdown Comparison
The maximum RYVPX drawdown since its inception was -72.22%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for RYVPX and FTHNX. For additional features, visit the drawdowns tool.
Volatility
RYVPX vs. FTHNX - Volatility Comparison
Royce Smaller-Companies Growth Fund (RYVPX) has a higher volatility of 6.52% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 6.18%. This indicates that RYVPX'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.