Our horses(15-16 hh beasts) don't seem to care, and neither do our cattle. But then again the sheep are free range and the horses(3)/cows(8 ) have a 60 acre pasture and most of the time they don't mingle(they like to graze near them -safety in numbers- but not actually mix).
Our Stud did pick one of our ewes up 4 yrs ago by her spine and shook her when she dared to stick her head into his grain bucket. She was ok, a bit shaken up and she never even looks at the horses grain buckets since.
In the winter the horses, cows and sheep get fed Hay together, and we never have problems, the sheep are very aware of the horses being bigger and will vacate a hay pile if the horse puts back just 1 ear.
Did have a ram get his face broken by a horse a few winters ago. Him and another ram were going at it head-bashing and never noticed they were backing into one of our mares. She voices her opinion on those shenanigans real quick when they ran into her legs and startled her......... His face healed, altho a bit crooked.
Only ones I ever had problems with was bottle babies, they seem too social and just run up to the horses... lost a goat kid cause he got away from me and thru the fence and wanted to say hi to the horses. Ran inbetween the horses legs full tilt, startling it, the horse panicked when she kicked it in her spook and it hit her in the hind legs so she just started kicking out wildly trying to get the scary thing to go away....