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 | 31.98% | 27.64% |
| 1Y Return | 56.38% | 45.50% |
| 3Y Return (Ann) | -13.34% | 11.18% |
| 5Y Return (Ann) | 1.59% | 15.44% |
| Sharpe Ratio | 2.65 | 2.71 |
| Sortino Ratio | 3.45 | 3.77 |
| Omega Ratio | 1.43 | 1.48 |
| Calmar Ratio | 0.83 | 5.81 |
| Martin Ratio | 16.78 | 16.84 |
| Ulcer Index | 3.45% | 2.82% |
| Daily Std Dev | 21.89% | 17.50% |
| Max Drawdown | -72.22% | -37.78% |
| Current Drawdown | -53.18% | 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 31.98% return, which is significantly higher than FTHNX's 27.64% 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) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) have volatilities of 6.30% and 6.11%, 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.