PSCZX vs. FTHSX

Last updated Jun 6, 2026

PSCZX (PGIM Jennison Small Company Fund Class Z) and FTHSX (FullerThaler Behavioral Small-Cap Equity Fund Class I) are both mutual funds - PSCZX is a Small Cap Growth Equities fund actively managed by PGIM, while FTHSX is a Small Cap Blend Equities fund actively managed by Fuller & Thaler Asset Mgmt. Both are actively managed. Over the past 10 years, PSCZX returned 12.72%/yr vs 14.18%/yr for FTHSX. Their correlation of 0.92 suggests significant overlap in exposure. PSCZX charges 0.82%/yr vs 0.76%/yr for FTHSX.

Performance

PSCZX vs. FTHSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Small Company Fund Class Z (PSCZX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with PSCZX having a 11.82% return and FTHSX slightly higher at 12.27%. Over the past 10 years, PSCZX has underperformed FTHSX with an annualized return of 12.72%, while FTHSX has yielded a comparatively higher 14.18% annualized return.

PSCZX

• 1D: 0.61%
• 1M: 0.04%
• YTD: 11.82%
• 6M: 11.72%
• 1Y: 26.67%
• 3Y*: 15.19%
• 5Y*: 6.71%
• 10Y*: 12.72%

FTHSX

• 1D: 0.91%
• 1M: 1.33%
• YTD: 12.27%
• 6M: 12.38%
• 1Y: 29.42%
• 3Y*: 20.84%
• 5Y*: 11.75%
• 10Y*: 14.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCZX vs. FTHSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCZX PGIM Jennison Small Company Fund Class Z	11.82%	7.29%	16.22%	11.85%	-18.57%	29.43%	27.53%	40.68%	-13.42%	19.81%
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I	12.27%	12.02%	16.17%	22.55%	-7.49%	30.83%	10.38%	28.06%	-13.18%	17.35%

Correlation

The correlation between PSCZX and FTHSX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Oct 29, 2015	0.92

The correlation between PSCZX and FTHSX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

PSCZX vs. FTHSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSCZX

PSCZX Risk / Return Rank: 43
PSCZX Sharpe Ratio Rank: 35
PSCZX Sortino Ratio Rank: 36
PSCZX Omega Ratio Rank: 33
PSCZX Calmar Ratio Rank: 54
PSCZX Martin Ratio Rank: 55

FTHSX

FTHSX Risk / Return Rank: 54
FTHSX Sharpe Ratio Rank: 47
FTHSX Sortino Ratio Rank: 50
FTHSX Omega Ratio Rank: 43
FTHSX Calmar Ratio Rank: 71
FTHSX Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSCZX vs. FTHSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Small Company Fund Class Z (PSCZX) and FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX). 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.

	PSCZX	FTHSX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.95	-0.32
Sortino ratio: Return per unit of downside risk	2.43	2.87	-0.44
Omega ratio: Gain probability vs. loss probability	1.29	1.34	-0.05
Calmar ratio: Return relative to maximum drawdown	2.72	3.15	-0.43
Martin ratio: Return relative to average drawdown	10.74	11.22	-0.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCZX vs. FTHSX - Sharpe Ratio Comparison

The current PSCZX Sharpe Ratio is 1.63, which is comparable to the FTHSX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PSCZX and FTHSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSCZX	FTHSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	1.95	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.62	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.71	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.68	-0.20

Drawdowns

PSCZX vs. FTHSX - Drawdown Comparison

The maximum PSCZX drawdown since its inception was -56.47%, which is greater than FTHSX's maximum drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for PSCZX and FTHSX.

Drawdown Indicators

	PSCZX	FTHSX	Difference
Max Drawdown Largest peak-to-trough decline	-56.47%	-37.74%	-18.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.83%	-9.42%	-0.41%
Max Drawdown (3Y) Largest decline over 3 years	-23.25%	-24.58%	+1.33%
Max Drawdown (5Y) Largest decline over 5 years	-28.08%	-24.58%	-3.50%
Max Drawdown (10Y) Largest decline over 10 years	-47.40%	-37.74%	-9.66%
Current Drawdown Current decline from peak	-0.39%	0.00%	-0.39%
Average Drawdown Average peak-to-trough decline	-10.06%	-5.64%	-4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.64%	-0.15%

Volatility

PSCZX vs. FTHSX - Volatility Comparison

PGIM Jennison Small Company Fund Class Z (PSCZX) has a higher volatility of 4.84% compared to FullerThaler Behavioral Small-Cap Equity Fund Class I (FTHSX) at 3.74%. This indicates that PSCZX's price experiences larger fluctuations and is considered to be riskier than FTHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCZX	FTHSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	3.74%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	12.41%	10.80%	+1.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.43%	15.23%	+1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.28%	18.92%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	20.12%	+2.01%

PSCZX vs. FTHSX - Expense Ratio Comparison

PSCZX has a 0.82% expense ratio, which is higher than FTHSX's 0.76% expense ratio.

Dividends

PSCZX vs. FTHSX - Dividend Comparison

PSCZX's dividend yield for the trailing twelve months is around 6.15%, more than FTHSX's 0.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTHSX FullerThaler Behavioral Small-Cap Equity Fund Class I	0.48%	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	6.15%	6.87%	4.72%	0.50%	3.67%	31.87%	13.30%	16.41%	19.48%	7.97%	5.32%	14.40%

Frequently Asked Questions

Can I hold both PSCZX and FTHSX in my portfolio?

With a correlation of 0.90, PSCZX and FTHSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PSCZX or FTHSX?

PSCZX has higher volatility (4.84%) compared to FTHSX (3.74%). In terms of maximum drawdown, PSCZX dropped -56.47% vs FTHSX's -37.74%.

Which has better risk-adjusted returns?

FTHSX currently has the higher Sharpe Ratio (1.95 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.