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Frost Credit Fund (FCFAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3592468165

CUSIP

359246816

Inception Date

Dec 3, 2012

Min. Investment

$2,500

Asset Class

Bond

Expense Ratio

FCFAX has a high expense ratio of 0.96%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Frost Credit Fund (FCFAX) returned 0.96% year-to-date (YTD) and 5.63% over the past 12 months. Over the past 10 years, FCFAX returned 4.17% annually, underperforming the S&P 500 benchmark at 10.84%.


FCFAX

YTD

0.96%

1M

-0.00%

6M

0.77%

1Y

5.63%

3Y*

6.04%

5Y*

5.69%

10Y*

4.17%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of FCFAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.76%1.12%-0.49%-0.53%0.11%0.96%
20241.15%0.15%1.24%-0.52%1.47%0.62%1.51%1.01%1.19%-0.57%0.92%-0.39%8.01%
20232.65%-0.65%0.64%1.36%-0.11%0.74%1.16%0.60%-0.67%-0.58%3.25%2.41%11.23%
2022-1.04%-0.91%-1.36%-2.06%-1.02%-2.49%1.62%-0.31%-2.80%-0.04%2.47%-0.04%-7.83%
20211.11%0.18%0.15%0.90%0.47%0.81%0.49%0.51%0.08%-0.03%-0.21%0.51%5.07%
20201.36%-0.31%-10.45%0.95%3.58%3.81%1.72%1.13%0.75%0.21%2.49%1.58%6.22%
20191.12%0.16%1.21%0.92%0.38%0.99%0.38%0.26%0.16%-0.02%0.31%0.90%6.96%
20180.49%-0.07%0.15%0.05%0.41%0.06%0.41%0.39%0.05%0.01%-0.03%-1.00%0.89%
20172.01%0.80%0.54%0.46%0.82%0.35%0.54%0.59%0.34%0.50%0.36%0.37%7.95%
2016-2.64%-2.25%4.10%2.25%0.31%0.58%4.28%0.34%0.79%0.53%0.25%1.06%9.77%
20150.49%0.94%0.32%0.87%0.96%-2.06%-0.01%-0.44%-1.06%0.51%-0.99%-1.85%-2.36%
20140.73%1.13%0.51%0.73%0.86%0.09%-0.32%0.47%-0.82%0.29%0.26%-0.47%3.50%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, FCFAX is among the top 9% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FCFAX is 9191
Overall Rank
The Sharpe Ratio Rank of FCFAX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FCFAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FCFAX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FCFAX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FCFAX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Frost Credit Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.98
  • 5-Year: 2.07
  • 10-Year: 1.25
  • All Time: 1.40

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Frost Credit Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Frost Credit Fund provided a 5.88% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


4.00%4.50%5.00%5.50%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.55$0.54$0.55$0.44$0.37$0.37$0.45$0.48$0.58$0.47$0.46$0.52

Dividend yield

5.88%5.76%5.93%5.00%3.65%3.69%4.63%5.06%5.85%4.84%4.95%5.25%

Monthly Dividends

The table displays the monthly dividend distributions for Frost Credit Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.05$0.05$0.04$0.05$0.00$0.19
2024$0.05$0.04$0.04$0.05$0.05$0.04$0.05$0.04$0.04$0.05$0.04$0.05$0.54
2023$0.04$0.04$0.05$0.04$0.05$0.05$0.04$0.05$0.04$0.05$0.05$0.05$0.55
2022$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.44
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.37
2020$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.37
2019$0.06$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.45
2018$0.04$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.07$0.48
2017$0.05$0.04$0.04$0.04$0.03$0.04$0.03$0.04$0.03$0.04$0.04$0.17$0.58
2016$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.03$0.47
2015$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.46
2014$0.04$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.11$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Frost Credit Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Frost Credit Fund was 16.33%, occurring on Mar 24, 2020. Recovery took 122 trading sessions.

The current Frost Credit Fund drawdown is 1.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.33%Feb 24, 202022Mar 24, 2020122Sep 16, 2020144
-10.49%Dec 29, 2021205Oct 20, 2022278Nov 29, 2023483
-10.33%Jun 1, 2015189Feb 29, 2016106Jul 29, 2016295
-4.22%May 22, 201324Jun 25, 2013108Nov 26, 2013132
-2.82%Mar 4, 202529Apr 11, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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