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FTHNX vs. HRSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FTHNXHRSMX
YTD Return26.31%43.60%
1Y Return43.98%69.08%
3Y Return (Ann)10.78%-0.38%
5Y Return (Ann)15.16%15.42%
Sharpe Ratio2.513.09
Sortino Ratio3.533.92
Omega Ratio1.451.49
Calmar Ratio5.391.63
Martin Ratio15.6120.94
Ulcer Index2.82%3.32%
Daily Std Dev17.50%22.50%
Max Drawdown-37.78%-65.94%
Current Drawdown-1.04%-3.09%

Correlation

-0.50.00.51.00.8

The correlation between FTHNX and HRSMX is 0.84, 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

FTHNX vs. HRSMX - Performance Comparison

In the year-to-date period, FTHNX achieves a 26.31% return, which is significantly lower than HRSMX's 43.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
14.76%
24.74%
FTHNX
HRSMX

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTHNX vs. HRSMX - Expense Ratio Comparison

FTHNX has a 1.03% expense ratio, which is lower than HRSMX's 1.09% expense ratio.


HRSMX
Hood River Small-Cap Growth Fund
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
Expense ratio chart for FTHNX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%

Risk-Adjusted Performance

FTHNX vs. HRSMX - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for FTHNX, currently valued at 2.51, compared to the broader market0.002.004.002.51
Sortino ratio
The chart of Sortino ratio for FTHNX, currently valued at 3.53, compared to the broader market0.005.0010.003.53
Omega ratio
The chart of Omega ratio for FTHNX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for FTHNX, currently valued at 5.39, compared to the broader market0.005.0010.0015.0020.005.39
Martin ratio
The chart of Martin ratio for FTHNX, currently valued at 15.61, compared to the broader market0.0020.0040.0060.0080.00100.0015.61
HRSMX
Sharpe ratio
The chart of Sharpe ratio for HRSMX, currently valued at 3.09, compared to the broader market0.002.004.003.09
Sortino ratio
The chart of Sortino ratio for HRSMX, currently valued at 3.92, compared to the broader market0.005.0010.003.92
Omega ratio
The chart of Omega ratio for HRSMX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for HRSMX, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.001.63
Martin ratio
The chart of Martin ratio for HRSMX, currently valued at 20.94, compared to the broader market0.0020.0040.0060.0080.00100.0020.94

FTHNX vs. HRSMX - Sharpe Ratio Comparison

The current FTHNX Sharpe Ratio is 2.51, which is comparable to the HRSMX Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of FTHNX and HRSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.51
3.09
FTHNX
HRSMX

Dividends

FTHNX vs. HRSMX - Dividend Comparison

FTHNX's dividend yield for the trailing twelve months is around 0.60%, while HRSMX has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
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%
HRSMX
Hood River Small-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTHNX vs. HRSMX - Drawdown Comparison

The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum HRSMX drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for FTHNX and HRSMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.04%
-3.09%
FTHNX
HRSMX

Volatility

FTHNX vs. HRSMX - Volatility Comparison

The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 6.26%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 6.59%. 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.26%
6.59%
FTHNX
HRSMX