FTHNX vs. PSGIX
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and BlackRock Advantage Small Cap Growth Fund (PSGIX).
FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. PSGIX is managed by BlackRock. It was launched on Sep 14, 1993.
Performance
FTHNX vs. PSGIX - Performance Comparison
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FTHNX vs. PSGIX - 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% |
PSGIX BlackRock Advantage Small Cap Growth Fund | -6.12% | 15.24% | 14.07% | 18.73% | -24.93% | 2.95% | 33.47% | 33.92% | -5.01% | 14.19% |
Returns By Period
In the year-to-date period, FTHNX achieves a -1.81% return, which is significantly higher than PSGIX's -6.12% return. Over the past 10 years, FTHNX has outperformed PSGIX with an annualized return of 12.82%, while PSGIX has yielded a comparatively lower 10.01% 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%
PSGIX
- 1D
- -2.20%
- 1M
- -9.88%
- YTD
- -6.12%
- 6M
- -4.31%
- 1Y
- 20.62%
- 3Y*
- 11.58%
- 5Y*
- 1.57%
- 10Y*
- 10.01%
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FTHNX vs. PSGIX - Expense Ratio Comparison
FTHNX has a 1.03% expense ratio, which is higher than PSGIX's 0.50% expense ratio.
Return for Risk
FTHNX vs. PSGIX — Risk / Return Rank
FTHNX
PSGIX
FTHNX vs. PSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) and BlackRock Advantage Small Cap Growth Fund (PSGIX). 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 | PSGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.81 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.27 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.26 | +0.06 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.38 | +0.78 |
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 | PSGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.81 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.07 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.41 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.22 |
Correlation
The correlation between FTHNX and PSGIX is 0.88, 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. PSGIX - Dividend Comparison
FTHNX's dividend yield for the trailing twelve months is around 0.29%, more than PSGIX's 0.12% 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% |
PSGIX BlackRock Advantage Small Cap Growth Fund | 0.12% | 0.11% | 0.25% | 0.25% | 0.47% | 18.37% | 5.36% | 5.37% | 24.24% | 11.12% | 0.05% | 6.08% |
Drawdowns
FTHNX vs. PSGIX - Drawdown Comparison
The maximum FTHNX drawdown since its inception was -37.78%, smaller than the maximum PSGIX drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for FTHNX and PSGIX.
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Drawdown Indicators
| FTHNX | PSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.78% | -77.50% | +39.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.78% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -40.55% | +15.92% |
Max Drawdown (10Y)Largest decline over 10 years | -37.78% | -41.59% | +3.81% |
Current DrawdownCurrent decline from peak | -9.44% | -13.74% | +4.30% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -25.39% | +19.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.97% | -0.80% |
Volatility
FTHNX vs. PSGIX - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) is 5.02%, while BlackRock Advantage Small Cap Growth Fund (PSGIX) has a volatility of 7.85%. This indicates that FTHNX experiences smaller price fluctuations and is considered to be less risky than PSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHNX | PSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 7.85% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 16.28% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 24.98% | -5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 24.36% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 24.27% | -4.19% |