SSLCX vs. FTHNX
Compare and contrast key facts about DWS Small Cap Core Fund (SSLCX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
SSLCX is managed by DWS. It was launched on Jul 14, 2000. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
SSLCX vs. FTHNX - Performance Comparison
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SSLCX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSLCX DWS Small Cap Core Fund | 0.38% | 4.99% | 9.85% | 13.09% | -13.53% | 41.16% | 14.65% | 21.72% | -14.28% | 11.63% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
Returns By Period
In the year-to-date period, SSLCX achieves a 0.38% return, which is significantly higher than FTHNX's -1.81% return. Over the past 10 years, SSLCX has underperformed FTHNX with an annualized return of 9.91%, while FTHNX has yielded a comparatively higher 12.82% annualized return.
SSLCX
- 1D
- -1.07%
- 1M
- -3.24%
- YTD
- 0.38%
- 6M
- -2.12%
- 1Y
- 8.58%
- 3Y*
- 8.94%
- 5Y*
- 5.62%
- 10Y*
- 9.91%
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
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SSLCX vs. FTHNX - Expense Ratio Comparison
SSLCX has a 0.95% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Return for Risk
SSLCX vs. FTHNX — Risk / Return Rank
SSLCX
FTHNX
SSLCX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Small Cap Core Fund (SSLCX) 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.
| SSLCX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.95 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.47 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.32 | -0.70 |
Martin ratioReturn relative to average drawdown | 2.03 | 5.16 | -3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSLCX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.95 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.50 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.64 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.60 | -0.23 |
Correlation
The correlation between SSLCX and FTHNX is 0.91, 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.
Dividends
SSLCX vs. FTHNX - Dividend Comparison
SSLCX's dividend yield for the trailing twelve months is around 1.20%, more than FTHNX's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSLCX DWS Small Cap Core Fund | 1.20% | 1.21% | 1.52% | 0.68% | 1.07% | 1.67% | 0.35% | 0.16% | 5.99% | 5.78% | 0.60% | 8.42% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
SSLCX vs. FTHNX - Drawdown Comparison
The maximum SSLCX drawdown since its inception was -63.14%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for SSLCX and FTHNX.
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Drawdown Indicators
| SSLCX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.14% | -37.78% | -25.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -12.40% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -22.57% | -24.63% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -48.07% | -37.78% | -10.29% |
Current DrawdownCurrent decline from peak | -5.55% | -9.44% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -5.77% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.17% | -0.08% |
Volatility
SSLCX vs. FTHNX - Volatility Comparison
The current volatility for DWS Small Cap Core Fund (SSLCX) is 4.67%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 5.02%. This indicates that SSLCX 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.
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Volatility by Period
| SSLCX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 5.02% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 10.63% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 19.62% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 18.90% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 20.08% | +0.98% |