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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRSMX or FTHNX.
Key characteristics
| HRSMX | FTHNX | |
|---|---|---|
| YTD Return | 26.33% | 13.41% |
| 1Y Return | 39.06% | 27.28% |
| 3Y Return (Ann) | 4.25% | 10.80% |
| 5Y Return (Ann) | 18.21% | 14.69% |
| Sharpe Ratio | 1.76 | 1.68 |
| Daily Std Dev | 23.19% | 17.43% |
| Max Drawdown | -64.92% | -37.78% |
| Current Drawdown | -1.51% | -1.76% |
Correlation
The correlation between HRSMX and FTHNX is 0.84, 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.
Performance
HRSMX vs. FTHNX - Performance Comparison
In the year-to-date period, HRSMX achieves a 26.33% return, which is significantly higher than FTHNX's 13.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
Risk-Adjusted Performance
HRSMX vs. FTHNX - Risk-Adjusted Performance 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.
Dividends
HRSMX vs. FTHNX - Dividend Comparison
HRSMX has not paid dividends to shareholders, while FTHNX's dividend yield for the trailing twelve months is around 1.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRSMX Hood River Small-Cap Growth Fund | 0.00% | 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 | 1.41% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 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. For additional features, visit the drawdowns tool.
Volatility
HRSMX vs. FTHNX - Volatility Comparison
Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 7.76% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.60%. 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.