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FTXNX vs. HRSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXNX and HRSMX 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.


-0.50.00.51.00.9

Performance

FTXNX vs. HRSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Hood River Small-Cap Growth Fund (HRSMX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.99%
14.43%
FTXNX
HRSMX

Key characteristics

Sharpe Ratio

FTXNX:

1.41

HRSMX:

1.46

Sortino Ratio

FTXNX:

1.99

HRSMX:

2.00

Omega Ratio

FTXNX:

1.24

HRSMX:

1.25

Calmar Ratio

FTXNX:

1.07

HRSMX:

0.94

Martin Ratio

FTXNX:

7.54

HRSMX:

8.76

Ulcer Index

FTXNX:

4.05%

HRSMX:

3.83%

Daily Std Dev

FTXNX:

21.62%

HRSMX:

23.03%

Max Drawdown

FTXNX:

-48.79%

HRSMX:

-65.94%

Current Drawdown

FTXNX:

-6.47%

HRSMX:

-11.84%

Returns By Period

The year-to-date returns for both investments are quite close, with FTXNX having a 30.77% return and HRSMX slightly higher at 31.65%.


FTXNX

YTD

30.77%

1M

-3.09%

6M

13.99%

1Y

30.34%

5Y*

14.85%

10Y*

N/A

HRSMX

YTD

31.65%

1M

-10.18%

6M

14.43%

1Y

31.86%

5Y*

12.35%

10Y*

9.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTXNX vs. HRSMX - Expense Ratio Comparison

FTXNX has a 1.44% expense ratio, which is higher than HRSMX's 1.09% expense ratio.


FTXNX
Fuller & Thaler Behavioral Small-Cap Growth Fund
Expense ratio chart for FTXNX: current value at 1.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.44%
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Risk-Adjusted Performance

FTXNX vs. HRSMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) 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.


Sharpe ratio
The chart of Sharpe ratio for FTXNX, currently valued at 1.41, compared to the broader market-1.000.001.002.003.004.001.411.46
The chart of Sortino ratio for FTXNX, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.992.00
The chart of Omega ratio for FTXNX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.25
The chart of Calmar ratio for FTXNX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.001.070.94
The chart of Martin ratio for FTXNX, currently valued at 7.54, compared to the broader market0.0020.0040.0060.007.548.76
FTXNX
HRSMX

The current FTXNX Sharpe Ratio is 1.41, which is comparable to the HRSMX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FTXNX and HRSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.41
1.46
FTXNX
HRSMX

Dividends

FTXNX vs. HRSMX - Dividend Comparison

Neither FTXNX nor HRSMX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTXNX vs. HRSMX - Drawdown Comparison

The maximum FTXNX drawdown since its inception was -48.79%, smaller than the maximum HRSMX drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for FTXNX and HRSMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.47%
-11.84%
FTXNX
HRSMX

Volatility

FTXNX vs. HRSMX - Volatility Comparison

The current volatility for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) is 6.35%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 8.28%. This indicates that FTXNX 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.35%
8.28%
FTXNX
HRSMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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