FTMSX vs. HASCX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Harbor Small Cap Value Fund (HASCX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. HASCX is managed by Harbor. It was launched on Dec 14, 2001.
Performance
FTMSX vs. HASCX - Performance Comparison
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FTMSX vs. HASCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -3.53% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
HASCX Harbor Small Cap Value Fund | 8.12% | 3.78% | 10.93% | 15.18% | -9.59% | 14.55% | 13.15% | 31.85% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than HASCX's 8.12% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 10Y*
- —
HASCX
- 1D
- -1.56%
- 1M
- -8.37%
- YTD
- 8.12%
- 6M
- 10.62%
- 1Y
- 24.67%
- 3Y*
- 10.76%
- 5Y*
- 5.48%
- 10Y*
- 10.24%
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FTMSX vs. HASCX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than HASCX's 0.87% expense ratio.
Return for Risk
FTMSX vs. HASCX — Risk / Return Rank
FTMSX
HASCX
FTMSX vs. HASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Harbor Small Cap Value Fund (HASCX). 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.
| FTMSX | HASCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.16 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.64 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.48 | -0.70 |
Martin ratioReturn relative to average drawdown | 2.46 | 5.74 | -3.28 |
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
| FTMSX | HASCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.16 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.27 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.43 | -0.25 |
Correlation
The correlation between FTMSX and HASCX is 0.85, 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
FTMSX vs. HASCX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while HASCX's dividend yield for the trailing twelve months is around 3.16%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 0.00% | 0.00% |
HASCX Harbor Small Cap Value Fund | 3.16% | 3.41% | 0.62% | 6.99% | 7.25% | 5.64% | 0.43% | 1.41% | 11.18% | 1.98% | 0.36% | 3.98% |
Drawdowns
FTMSX vs. HASCX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum HASCX drawdown of -58.90%. Use the drawdown chart below to compare losses from any high point for FTMSX and HASCX.
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Drawdown Indicators
| FTMSX | HASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -58.90% | +5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -14.64% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -28.34% | -20.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.15% | — |
Current DrawdownCurrent decline from peak | -28.35% | -9.89% | -18.46% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -8.18% | -14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.78% | +1.82% |
Volatility
FTMSX vs. HASCX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to Harbor Small Cap Value Fund (HASCX) at 7.21%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier than HASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTMSX | HASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 7.21% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 14.09% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 21.45% | +8.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 20.63% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 22.80% | +7.87% |