FTHSX vs. PRSVX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and T. Rowe Price Small-Cap Value Fund (PRSVX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988.
Performance
FTHSX vs. PRSVX - Performance Comparison
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FTHSX vs. PRSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | -1.76% | 12.02% | 16.17% | 22.55% | -7.49% | 30.83% | 10.38% | 28.06% | -13.18% | 17.35% |
PRSVX T. Rowe Price Small-Cap Value Fund | 0.96% | 21.18% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly lower than PRSVX's 0.96% return. Over the past 10 years, FTHSX has outperformed PRSVX with an annualized return of 13.11%, while PRSVX has yielded a comparatively lower 10.62% annualized return.
FTHSX
- 1D
- -0.91%
- 1M
- -7.89%
- YTD
- -1.76%
- 6M
- -0.40%
- 1Y
- 18.34%
- 3Y*
- 14.68%
- 5Y*
- 9.63%
- 10Y*
- 13.11%
PRSVX
- 1D
- -0.94%
- 1M
- -6.74%
- YTD
- 0.96%
- 6M
- 15.53%
- 1Y
- 29.66%
- 3Y*
- 15.01%
- 5Y*
- 6.72%
- 10Y*
- 10.62%
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FTHSX vs. PRSVX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than PRSVX's 0.78% expense ratio.
Return for Risk
FTHSX vs. PRSVX — Risk / Return Rank
FTHSX
PRSVX
FTHSX vs. PRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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.
| FTHSX | PRSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.29 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.06 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.82 | -0.47 |
Martin ratioReturn relative to average drawdown | 5.27 | 7.58 | -2.30 |
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
| FTHSX | PRSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.29 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.33 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.50 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.63 | -0.02 |
Correlation
The correlation between FTHSX and PRSVX is 0.94, 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
FTHSX vs. PRSVX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than PRSVX's 22.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I | 0.55% | 0.54% | 8.05% | 1.81% | 1.23% | 3.77% | 0.35% | 0.39% | 0.55% | 0.26% | 0.00% | 15.40% |
PRSVX T. Rowe Price Small-Cap Value Fund | 22.57% | 22.79% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Drawdowns
FTHSX vs. PRSVX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum PRSVX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FTHSX and PRSVX.
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Drawdown Indicators
| FTHSX | PRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -55.37% | +17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.04% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -28.17% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -40.97% | +3.23% |
Current DrawdownCurrent decline from peak | -9.42% | -8.16% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.52% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.66% | -0.49% |
Volatility
FTHSX vs. PRSVX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while T. Rowe Price Small-Cap Value Fund (PRSVX) has a volatility of 6.09%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | PRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 6.09% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 15.95% | -5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 23.77% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 20.38% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 21.26% | -1.17% |