YCGEX vs. FTZIX

Last updated Aug 1, 2026

YCGEX (YCG Enhanced Fund) and FTZIX (Fuller & Thaler Behavioral Unconstrained Equity Fund) are both Large Cap Blend Equities funds. Over the past 5 years, YCGEX returned 3.12%/yr vs 14.43%/yr for FTZIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. YCGEX charges 1.19%/yr vs 1.12%/yr for FTZIX.

Performance

YCGEX vs. FTZIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YCG Enhanced Fund (YCGEX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than FTZIX's 24.27% return.

YCGEX

• 1D: -1.60%
• 1M: -0.65%
• 6M: -4.85%
• YTD: -6.08%
• 1Y: -4.30%
• 3Y*: 4.87%
• 5Y*: 3.12%
• 10Y*: 10.81%
• ALL TIME*: 11.07%

FTZIX

• 1D: 0.30%
• 1M: 0.61%
• 6M: 18.36%
• YTD: 24.27%
• 1Y: 43.22%
• 3Y*: 25.94%
• 5Y*: 14.43%
• 10Y*: —
• ALL TIME*: 19.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	$0.00	$0.00	$0.00
YCGEX YCG Enhanced Fund	$0.00	$0.00	$0.00

YCGEX vs. FTZIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
YCGEX YCG Enhanced Fund	-6.08%	4.14%	11.99%	30.15%	-22.38%	27.32%	17.27%	41.20%	0.66%
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	24.27%	22.63%	25.31%	27.18%	-21.31%	25.25%	19.60%	33.70%	0.00%

Correlation

The correlation between YCGEX and FTZIX is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (5Y) Shows whether the relationship held over a longer period.	0.73
Correlation (All Time) Calculated using the full available price history since Dec 31, 2018	0.77

Over the past year, the correlation between YCGEX and FTZIX has dropped to 0.40 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

YCGEX vs. FTZIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YCGEX

YCGEX Risk / Return Rank: 1
YCGEX Sharpe Ratio Rank: 1
YCGEX Sortino Ratio Rank: 1
YCGEX Omega Ratio Rank: 1
YCGEX Calmar Ratio Rank: 1
YCGEX Martin Ratio Rank: 1

FTZIX

FTZIX Risk / Return Rank: 92
FTZIX Sharpe Ratio Rank: 94
FTZIX Sortino Ratio Rank: 91
FTZIX Omega Ratio Rank: 84
FTZIX Calmar Ratio Rank: 96
FTZIX Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YCGEX vs. FTZIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	YCGEX	FTZIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	2.45	-2.91
Sortino ratio: Return per unit of downside risk	-0.56	3.47	-4.04
Omega ratio: Gain probability vs. loss probability	0.93	1.40	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.43	4.67	-5.10
Martin ratio: Return relative to average drawdown	-0.96	17.14	-18.11

YCGEX vs. FTZIX - Sharpe Ratio Comparison

The current YCGEX Sharpe Ratio is -0.47, which is lower than the FTZIX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of YCGEX and FTZIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YCGEX vs. FTZIX - Drawdown Comparison

The maximum YCGEX drawdown since its inception was -35.90%, roughly equal to the maximum FTZIX drawdown of -37.22%. Use the drawdown chart below to compare losses from any high point for YCGEX and FTZIX.

Drawdown Indicators

	YCGEX	FTZIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.90%	-37.22%	+1.32%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-9.03%	-5.88%
Max Drawdown (3Y) Largest decline over 3 years	-15.96%	-18.65%	+2.69%
Max Drawdown (5Y) Largest decline over 5 years	-30.75%	-29.53%	-1.22%
Max Drawdown (10Y) Largest decline over 10 years	-35.90%	—	—
Current Drawdown Current decline from peak	-8.51%	-1.33%	-7.18%
Average Drawdown Average peak-to-trough decline	-4.58%	-6.40%	+1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.68%	2.45%	+4.23%

Volatility

YCGEX vs. FTZIX - Volatility Comparison

YCG Enhanced Fund (YCGEX) has a higher volatility of 6.19% compared to Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) at 4.82%. This indicates that YCGEX's price experiences larger fluctuations and is considered to be riskier than FTZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YCGEX	FTZIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.19%	4.82%	+1.37%
Volatility (6M) Calculated over the trailing 6-month period	11.42%	13.63%	-2.21%
Volatility (1Y) Calculated over the trailing 1-year period	13.78%	17.23%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	19.59%	-2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	22.26%	-4.25%

YCGEX vs. FTZIX - Expense Ratio Comparison

YCGEX has a 1.19% expense ratio, which is higher than FTZIX's 1.12% expense ratio.

Dividends

YCGEX vs. FTZIX - Dividend Comparison

YCGEX's dividend yield for the trailing twelve months is around 5.24%, more than FTZIX's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	0.04%	0.05%	0.11%	0.19%	0.00%	0.00%	0.26%	0.76%	0.00%	0.00%	0.00%	0.00%
YCGEX YCG Enhanced Fund	5.24%	4.92%	4.31%	1.96%	0.00%	9.49%	0.00%	0.56%	3.53%	3.66%	3.38%	2.13%

Frequently Asked Questions

Can I hold both YCGEX and FTZIX in my portfolio?

YCGEX and FTZIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YCGEX or FTZIX?

YCGEX has higher volatility (6.19%) compared to FTZIX (4.82%). In terms of maximum drawdown, YCGEX dropped -35.90% vs FTZIX's -37.22%.

Which has better risk-adjusted returns?

FTZIX currently has the higher Sharpe Ratio (2.45 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.