- ISIN
- US35908Y7739
- Issuer
- Frontier
- Inception Date
- Oct 8, 2019
- Category
- Global Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
FMSGX Performance Chart
Frontier MFG Global Sustainable Fund (FMSGX) is up 3.8% since the beginning of the year. FMSGX is currently trading at $17 per share. Investors who bought $1,000 worth of FMSGX shares 5 years ago would now be looking at an investment worth $1,637.
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Returns By Period
Frontier MFG Global Sustainable Fund (FMSGX) has returned 3.78% so far this year and 12.86% over the past 12 months.
Frontier MFG Global Sustainable Fund
- 1D
- 1.13%
- 1M
- 2.96%
- 6M
- 3.59%
- YTD
- 3.78%
- 1Y
- 12.86%
- 3Y*
- 18.16%
- 5Y*
- 10.36%
- 10Y*
- —
- ALL TIME*
- 11.80%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
FMSGX Monthly Returns History
Based on dividend-adjusted daily data since Oct 9, 2019, FMSGX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 65% of months were positive and 35% 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% | -8.16% | 7.42% | 1.97% | -2.42% | 5.64% | 3.78% | |||||
| 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 0.69%, beta of 0.74, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 09, 2019.
- This fund participated in 79.82% of S&P 500 Index downside but only 73.09% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.69%
- Beta
- 0.74
- R²
- 0.82
- Upside Capture
- 73.09%
- Downside Capture
- 79.82%
Expense Ratio
FMSGX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FMSGX ranks 21 for risk / return — above 21% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Frontier MFG Global Sustainable Fund (FMSGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMSGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.41 | -1.52 |
| Martin ratioReturn relative to average drawdown | 3.17 | 10.22 | -7.06 |
Dividends
Dividend History
Frontier MFG Global Sustainable Fund provided a 8.53% 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 | 8.53% | 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 | $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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.73%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 | COVID crash2020 |
-27.74%Oct 2022 | 10mo 29d | 1y 2mo | 2y 26dNov 2021 - Dec 2023 | Bear market2022 |
-12.66%Mar 2026 | 2mo 13d | 4mo 5d | 6mo 18dJan 2026 - Jul 2026 | — |
-9.39%Apr 2025 | 29d | 23d | 1mo 22dMar 2025 - May 2025 | 2025 selloff2025 |
-7.68%Sep 2020 | 20d | 3mo 29d | 4mo 19dSep 2020 - Jan 2021 | — |
Drawdown Indicators
| FMSGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.73% | -56.78% | +28.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -9.10% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -18.90% | +6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -27.74% | -25.43% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -10.70% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.14% | +1.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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