Frost Total Return Bond Fund (FIJEX)

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Frost Total Return Bond Fund (FIJEX) is up 1.1% since the beginning of the year. FIJEX is currently trading at $10 per share. Investors who bought $1,000 worth of FIJEX shares 5 years ago would now be looking at an investment worth $1,180.

Frost Total Return Bond Fund (FIJEX) has returned 1.06% so far this year and 5.14% over the past 12 months. Over the last ten years, FIJEX has returned 3.53% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Jan 3, 2001, FIJEX's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +3.4%, while the worst month was Mar 2020 at -7.3%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 9 months.

On a daily basis, FIJEX closed higher 43% of trading days. The best single day was Nov 26, 2008 with a return of +2.8%, while the worst single day was Mar 20, 2020 at -1.8%.

Frost Total Return Bond Fund has an annualized alpha of 3.60%, beta of -0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 04, 2001.

• This fund captured 11.69% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.26%) - a profile typical of hedging or uncorrelated assets.
• Beta of -0.02 may look defensive, but with R2 of 0.01 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.01 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FIJEX has an expense ratio of 0.46%, placing it in the medium range.

FIJEX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Frost Total Return Bond Fund (FIJEX) and compare them to S&P 500 Index.

Frost Total Return Bond Fund provided a 5.72% dividend yield over the last twelve months, with an annual payout of $0.55 per share.

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

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.

The table below displays the maximum drawdowns of the Frost Total Return Bond 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 Total Return Bond Fund was 16.82%, occurring on Nov 24, 2008. Recovery took 204 trading sessions.

The current Frost Total Return Bond Fund drawdown is 0.82%.

The chart below shows the rolling one-month volatility.