FTHNX vs. HASCX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Harbor Small Cap Value Fund (HASCX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. HASCX is managed by Harbor. It was launched on Dec 14, 2001.
Performance
FTHNX vs. HASCX - Performance Comparison
Loading graphics...
FTHNX vs. HASCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HASCX Harbor Small Cap Value Fund | 8.12% | 3.78% | 10.93% | 15.18% | -9.59% | 14.55% | 13.15% | 28.97% | -16.16% | 21.63% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly lower than HASCX's 8.12% return. Over the past 10 years, FTHNX has outperformed HASCX with an annualized return of 12.82%, while HASCX has yielded a comparatively lower 10.24% annualized return.
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%
HASCX
- 1D
- -1.56%
- 1M
- -8.37%
- YTD
- 8.12%
- 6M
- 10.62%
- 1Y
- 24.67%
- 3Y*
- 10.76%
- 5Y*
- 5.48%
- 10Y*
- 10.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTHNX vs. HASCX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than HASCX's 0.87% expense ratio.
Return for Risk
FTHNX vs. HASCX — Risk / Return Rank
FTHNX
HASCX
FTHNX vs. HASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Harbor Small Cap Value Fund (HASCX). 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.
| FTHNX | HASCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.16 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.64 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.48 | -0.16 |
Martin ratioReturn relative to average drawdown | 5.16 | 5.74 | -0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTHNX | HASCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.16 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.27 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.45 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.43 | +0.17 |
Correlation
The correlation between FTHNX and HASCX is 0.93, 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
FTHNX vs. HASCX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, less than HASCX's 3.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HASCX Harbor Small Cap Value Fund | 3.16% | 3.41% | 0.62% | 6.99% | 7.25% | 5.64% | 0.43% | 1.41% | 11.18% | 1.98% | 0.36% | 3.98% |
Drawdowns
FTHNX vs. HASCX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum HASCX drawdown of -58.90%. Use the drawdown chart below to compare losses from any high point for FTHNX and HASCX.
Loading graphics...
Drawdown Indicators
| FTHNX | HASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -58.90% | +21.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.64% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -28.34% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -42.15% | +4.37% |
Current DrawdownCurrent decline from peak | -9.44% | -9.89% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -8.18% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.78% | -0.61% |
Volatility
FTHNX vs. HASCX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while Harbor Small Cap Value Fund (HASCX) has a volatility of 7.21%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than HASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTHNX | HASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 7.21% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 14.09% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 21.45% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 20.63% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 22.80% | -2.72% |