FTHSX vs. PSCZX
Compare and contrast key facts about FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) and PGIM Jennison Small Company Fund Class Z (PSCZX).
FTHSX is an actively managed fund by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011. PSCZX is an actively managed fund by PGIM. It was launched on Mar 1, 1996.
Performance
FTHSX vs. PSCZX - Performance Comparison
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FTHSX vs. PSCZX - 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% |
PSCZX PGIM Jennison Small Company Fund Class Z | -2.55% | 7.29% | 16.22% | 11.85% | -18.57% | 29.43% | 27.53% | 40.68% | -13.42% | 19.81% |
Returns By Period
In the year-to-date period, FTHSX achieves a -1.76% return, which is significantly higher than PSCZX's -2.55% return. Over the past 10 years, FTHSX has outperformed PSCZX with an annualized return of 13.11%, while PSCZX has yielded a comparatively lower 11.63% 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%
PSCZX
- 1D
- -1.29%
- 1M
- -9.26%
- YTD
- -2.55%
- 6M
- 2.77%
- 1Y
- 13.91%
- 3Y*
- 9.48%
- 5Y*
- 5.05%
- 10Y*
- 11.63%
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FTHSX vs. PSCZX - Expense Ratio Comparison
FTHSX has a 0.76% expense ratio, which is lower than PSCZX's 0.82% expense ratio.
Return for Risk
FTHSX vs. PSCZX — Risk / Return Rank
FTHSX
PSCZX
FTHSX vs. PSCZX - 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 PGIM Jennison Small Company Fund Class Z (PSCZX). 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 | PSCZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.66 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.05 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.81 | +0.54 |
Martin ratioReturn relative to average drawdown | 5.27 | 3.37 | +1.90 |
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 | PSCZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.66 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.25 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.53 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.45 | +0.16 |
Correlation
The correlation between FTHSX and PSCZX is 0.92, 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. PSCZX - Dividend Comparison
FTHSX's dividend yield for the trailing twelve months is around 0.55%, less than PSCZX's 7.05% 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% |
PSCZX PGIM Jennison Small Company Fund Class Z | 7.05% | 6.87% | 4.72% | 0.50% | 3.67% | 31.87% | 13.30% | 16.41% | 19.48% | 7.97% | 5.32% | 14.40% |
Drawdowns
FTHSX vs. PSCZX - Drawdown Comparison
The maximum FTHSX drawdown since its inception was -37.74%, smaller than the maximum PSCZX drawdown of -56.47%. Use the drawdown chart below to compare losses from any high point for FTHSX and PSCZX.
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Drawdown Indicators
| FTHSX | PSCZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -56.47% | +18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -14.37% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -28.08% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -47.40% | +9.66% |
Current DrawdownCurrent decline from peak | -9.42% | -9.83% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -10.11% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.43% | -0.26% |
Volatility
FTHSX vs. PSCZX - Volatility Comparison
The current volatility for FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) is 5.03%, while PGIM Jennison Small Company Fund Class Z (PSCZX) has a volatility of 6.41%. This indicates that FTHSX experiences smaller price fluctuations and is considered to be less risky than PSCZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHSX | PSCZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 6.41% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 11.92% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 20.70% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 20.20% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 22.05% | -1.96% |