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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTHNX or HRSMX.
Key characteristics
| FTHNX | HRSMX | |
|---|---|---|
| YTD Return | 13.41% | 26.33% |
| 1Y Return | 28.58% | 39.06% |
| 3Y Return (Ann) | 10.88% | 4.25% |
| 5Y Return (Ann) | 14.88% | 18.21% |
| Sharpe Ratio | 1.68 | 1.76 |
| Daily Std Dev | 17.43% | 23.19% |
| Max Drawdown | -37.78% | -64.92% |
| Current Drawdown | -1.76% | -1.51% |
Correlation
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 13.41% return, which is significantly lower than HRSMX's 26.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
FTHNX vs. HRSMX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 1.41%, while HRSMX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 1.41% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 15.47% |
HRSMX Hood River Small-Cap Growth Fund | 0.00% | 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. For additional features, visit the drawdowns tool.
Volatility
FTHNX vs. HRSMX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.60%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 7.76%. 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.