We have one that, for some reason, tends to hang out with the herd all the time. I haven't seen it since November, but h\she was with them all summer, and never caused an issue. Out in the pasture. If they came into my yard I'd shoot at them but because I have two Chihauhau's, not my horses. LOL
If you go out for a ride, just make sure your horse isn't going to spook and dump you in the middle of nowhere. You probably won't see them, they'll go quiet as you get close but your horse may smell them and spook.