One problem I have with the smaller folding ones I have is wind. They are typically slower than the P4 which means on a windy day you could be a long time getting home, depending which direction you flew. Then landing the folding ones on a surface can be trickier in the wind because they tend to have short landing gear. On a really windy day I hover my Pro4 and grab the gear leg by hand. Harder to do on the Mavic series.

Of course, any relatively heavier vehicle is more stable in wind.