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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Frontier MFG Global Sustainable Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Frontier MFG Global Sustainable Fund (FMSGX) has returned -10.23% so far this year and 6.72% over the past 12 months.
Frontier MFG Global Sustainable Fund
- 1D
- 0.75%
- 1M
- -10.29%
- YTD
- -10.23%
- 6M
- -7.97%
- 1Y
- 6.72%
- 3Y*
- 16.33%
- 5Y*
- 9.22%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 9, 2019, FMSGX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +9.5%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FMSGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.30% | 0.37% | -10.29% | -10.23% | |||||||||
| 2025 | 3.85% | 0.33% | -0.66% | 1.33% | 5.71% | 3.79% | -0.18% | 2.22% | 2.23% | 0.11% | 0.57% | 1.82% | 23.05% |
| 2024 | 1.14% | 3.68% | 2.10% | -2.70% | 4.16% | 2.10% | 1.37% | 2.37% | 3.31% | -1.79% | 1.63% | 1.99% | 20.91% |
| 2023 | 8.43% | -3.20% | 6.43% | 5.15% | -1.10% | 3.07% | 3.40% | -2.08% | -4.75% | -0.09% | 9.46% | 4.24% | 31.65% |
| 2022 | -4.07% | -4.48% | 0.34% | -7.52% | -0.90% | -7.47% | 7.39% | -3.98% | -8.54% | 3.36% | 7.41% | -4.57% | -22.11% |
| 2021 | -0.43% | -0.00% | 2.51% | 5.56% | -0.16% | 1.60% | 2.52% | 1.31% | -3.49% | 5.11% | -3.66% | 4.42% | 15.83% |
Benchmark Metrics
Frontier MFG Global Sustainable Fund has an annualized alpha of 0.41%, beta of 0.74, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 10, 2019.
- This fund participated in 83.13% of S&P 500 Index downside but only 75.08% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.41%
- Beta
- 0.74
- R²
- 0.84
- Upside Capture
- 75.08%
- Downside Capture
- 83.13%
Expense Ratio
FMSGX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FMSGX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Frontier MFG Global Sustainable Fund (FMSGX) and compare them to a chosen benchmark (S&P 500 Index).
| FMSGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.90 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.39 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.40 | -0.97 |
Martin ratioReturn relative to average drawdown | 1.81 | 6.61 | -4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FMSGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Frontier MFG Global Sustainable Fund provided a 9.86% dividend yield over the last twelve months, with an annual payout of $1.45 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.45 | $1.45 | $1.36 | $0.12 | $0.06 | $0.43 | $0.03 | $0.01 |
Dividend yield | 9.86% | 8.85% | 9.34% | 0.91% | 0.62% | 3.33% | 0.23% | 0.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Frontier MFG Global Sustainable Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.45 | $1.45 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.36 | $1.36 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.02 | $0.06 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
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 Frontier MFG Global Sustainable 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 Frontier MFG Global Sustainable Fund was 28.73%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Frontier MFG Global Sustainable Fund drawdown is 12.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -27.74% | Nov 17, 2021 | 228 | Oct 12, 2022 | 294 | Dec 13, 2023 | 522 |
| -12.66% | Jan 13, 2026 | 52 | Mar 27, 2026 | — | — | — |
| -9.39% | Mar 10, 2025 | 22 | Apr 8, 2025 | 16 | May 1, 2025 | 38 |
| -7.68% | Sep 3, 2020 | 14 | Sep 23, 2020 | 81 | Jan 20, 2021 | 95 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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