FTHNX vs. HRSMX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Hood River Small-Cap Growth Fund (HRSMX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. HRSMX is managed by Hood River Capital Management. It was launched on Jan 2, 2003.
Performance
FTHNX vs. HRSMX - Performance Comparison
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FTHNX vs. HRSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
HRSMX Hood River Small-Cap Growth Fund | 5.38% | 23.85% | 35.48% | 21.52% | -27.99% | 23.19% | 60.80% | 24.13% | -6.91% | 20.60% |
Returns By Period
In the year-to-date period, FTHNX achieves a 0.58% return, which is significantly lower than HRSMX's 5.38% return. Over the past 10 years, FTHNX has underperformed HRSMX with an annualized return of 13.10%, while HRSMX has yielded a comparatively higher 17.50% annualized return.
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
HRSMX
- 1D
- 5.79%
- 1M
- -7.21%
- YTD
- 5.38%
- 6M
- 10.43%
- 1Y
- 54.19%
- 3Y*
- 26.46%
- 5Y*
- 10.91%
- 10Y*
- 17.50%
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FTHNX vs. HRSMX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is lower than HRSMX's 1.09% expense ratio.
Return for Risk
FTHNX vs. HRSMX — Risk / Return Rank
FTHNX
HRSMX
FTHNX vs. HRSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and Hood River Small-Cap Growth Fund (HRSMX). 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 | HRSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.79 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.38 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.49 | -1.77 |
Martin ratioReturn relative to average drawdown | 6.65 | 13.94 | -7.29 |
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
| FTHNX | HRSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.79 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.40 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.68 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.53 | +0.08 |
Correlation
The correlation between FTHNX and HRSMX is 0.83, 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. HRSMX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.28%, less than HRSMX's 4.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
HRSMX Hood River Small-Cap Growth Fund | 4.01% | 4.23% | 3.75% | 0.00% | 0.00% | 19.96% | 6.28% | 0.00% | 4.59% | 6.74% | 0.00% | 5.73% |
Drawdowns
FTHNX vs. HRSMX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum HRSMX drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for FTHNX and HRSMX.
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Drawdown Indicators
| FTHNX | HRSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -64.92% | +27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -14.89% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -38.49% | +13.86% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -40.74% | +2.96% |
Current DrawdownCurrent decline from peak | -7.24% | -7.21% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -13.16% | +7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.73% | -0.52% |
Volatility
FTHNX vs. HRSMX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.74%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 12.35%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | HRSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 12.35% | -6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 21.73% | -10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 30.18% | -10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 27.18% | -8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 25.82% | -5.72% |