HRSMX vs. FTHNX
Compare and contrast key facts about Hood River Small-Cap Growth Fund (HRSMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
HRSMX is managed by Hood River Capital Management. It was launched on Jan 2, 2003. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
HRSMX vs. FTHNX - Performance Comparison
Loading graphics...
HRSMX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRSMX Hood River Small-Cap Growth Fund | 5.38% | 23.85% | 35.48% | 21.52% | -27.99% | 23.19% | 60.80% | 24.13% | -6.91% | 20.60% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.58% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 27.74% | -13.45% | 17.25% |
Returns By Period
In the year-to-date period, HRSMX achieves a 5.38% return, which is significantly higher than FTHNX's 0.58% return. Over the past 10 years, HRSMX has outperformed FTHNX with an annualized return of 17.50%, while FTHNX has yielded a comparatively lower 13.10% annualized return.
HRSMX
- 1D
- 5.79%
- 1M
- -7.21%
- YTD
- 5.38%
- 6M
- 10.43%
- 1Y
- 54.19%
- 3Y*
- 26.46%
- 5Y*
- 10.91%
- 10Y*
- 17.50%
FTHNX
- 1D
- 2.44%
- 1M
- -5.62%
- YTD
- 0.58%
- 6M
- 1.72%
- 1Y
- 19.98%
- 3Y*
- 15.26%
- 5Y*
- 9.50%
- 10Y*
- 13.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HRSMX vs. FTHNX - Expense Ratio Comparison
HRSMX has a 1.09% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Return for Risk
HRSMX vs. FTHNX — Risk / Return Rank
HRSMX
FTHNX
HRSMX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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.
| HRSMX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.06 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.63 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 1.72 | +1.77 |
Martin ratioReturn relative to average drawdown | 13.94 | 6.65 | +7.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HRSMX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.06 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.50 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.65 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.61 | -0.08 |
Correlation
The correlation between HRSMX and FTHNX is 0.83, 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
HRSMX vs. FTHNX - Dividend Comparison
HRSMX's dividend yield for the trailing twelve months is around 4.01%, more than FTHNX's 0.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRSMX Hood River Small-Cap Growth Fund | 4.01% | 4.23% | 3.75% | 0.00% | 0.00% | 19.96% | 6.28% | 0.00% | 4.59% | 6.74% | 0.00% | 5.73% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.28% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
HRSMX vs. FTHNX - Drawdown Comparison
The maximum HRSMX drawdown since its inception was -64.92%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for HRSMX and FTHNX.
Loading graphics...
Drawdown Indicators
| HRSMX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -37.78% | -27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -14.89% | -12.40% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -38.49% | -24.63% | -13.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.74% | -37.78% | -2.96% |
Current DrawdownCurrent decline from peak | -7.21% | -7.24% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -13.16% | -5.77% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 3.21% | +0.52% |
Volatility
HRSMX vs. FTHNX - Volatility Comparison
Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 12.35% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.74%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HRSMX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.35% | 5.74% | +6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.73% | 10.90% | +10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 19.72% | +10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.18% | 18.93% | +8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.82% | 20.10% | +5.72% |