PSGIX vs. FTHNX
Compare and contrast key facts about BlackRock Advantage Small Cap Growth Fund (PSGIX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
PSGIX is managed by BlackRock. It was launched on Sep 14, 1993. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
PSGIX vs. FTHNX - Performance Comparison
Loading graphics...
PSGIX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | -6.12% | 15.24% | 14.07% | 18.73% | -24.93% | 2.95% | 33.47% | 33.92% | -5.01% | 14.19% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 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, PSGIX achieves a -6.12% return, which is significantly lower than FTHNX's -1.81% return. Over the past 10 years, PSGIX has underperformed FTHNX with an annualized return of 10.01%, while FTHNX has yielded a comparatively higher 12.82% annualized return.
PSGIX
- 1D
- -2.20%
- 1M
- -9.88%
- YTD
- -6.12%
- 6M
- -4.31%
- 1Y
- 20.62%
- 3Y*
- 11.58%
- 5Y*
- 1.57%
- 10Y*
- 10.01%
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PSGIX vs. FTHNX - Expense Ratio Comparison
PSGIX has a 0.50% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Return for Risk
PSGIX vs. FTHNX — Risk / Return Rank
PSGIX
FTHNX
PSGIX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Growth Fund (PSGIX) 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.
| PSGIX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.95 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.47 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.32 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.38 | 5.16 | -0.78 |
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
| PSGIX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.95 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.50 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.64 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.60 | -0.22 |
Correlation
The correlation between PSGIX and FTHNX is 0.88, 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
PSGIX vs. FTHNX - Dividend Comparison
PSGIX's dividend yield for the trailing twelve months is around 0.12%, less than FTHNX's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | 0.12% | 0.11% | 0.25% | 0.25% | 0.47% | 18.37% | 5.36% | 5.37% | 24.24% | 11.12% | 0.05% | 6.08% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
PSGIX vs. FTHNX - Drawdown Comparison
The maximum PSGIX drawdown since its inception was -77.50%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for PSGIX and FTHNX.
Loading graphics...
Drawdown Indicators
| PSGIX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -37.78% | -39.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -12.40% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -24.63% | -15.92% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -37.78% | -3.81% |
Current DrawdownCurrent decline from peak | -13.74% | -9.44% | -4.30% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -5.77% | -19.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.17% | +0.80% |
Volatility
PSGIX vs. FTHNX - Volatility Comparison
BlackRock Advantage Small Cap Growth Fund (PSGIX) has a higher volatility of 7.85% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.02%. This indicates that PSGIX'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
| PSGIX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 5.02% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 10.63% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.98% | 19.62% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.36% | 18.90% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.27% | 20.08% | +4.19% |