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ISIN
US30254T7596
CUSIP
30254T759
Issuer
FPA
Inception Date
Jun 1, 1993
Min. Investment
$1,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FPACX Performance Chart

FPA Crescent Fund (FPACX) is up 5.7% since the beginning of the year. FPACX is currently trading at $46 per share. Investors who bought $1,000 worth of FPACX shares 5 years ago would now be looking at an investment worth $1,575.


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S&P 500 Index

Returns By Period

FPA Crescent Fund (FPACX) has returned 5.71% so far this year and 17.84% over the past 12 months. Over the last ten years, FPACX has returned 10.25% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


FPA Crescent Fund

1D
0.80%
1M
1.67%
YTD
5.71%
6M
5.68%
1Y
17.84%
3Y*
14.69%
5Y*
9.51%
10Y*
10.25%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPACX Monthly Returns History

Based on dividend-adjusted daily data since Jun 2, 1993, FPACX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2001 with a return of +12.6%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FPACX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +6.6%, while the worst single day was Dec 18, 1995 at -10.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.58%0.93%-4.91%5.21%1.72%0.33%5.71%
20252.91%0.12%-3.14%0.07%4.21%3.91%0.98%3.27%1.21%0.64%0.96%1.48%17.69%
20240.41%2.40%3.02%-2.00%3.97%-0.57%1.99%0.38%1.29%-0.12%2.46%-1.29%12.42%
20237.02%-1.96%0.80%1.42%-0.28%5.10%3.35%-1.91%-1.84%-2.60%6.21%3.96%20.30%
2022-1.41%-1.59%-0.11%-5.97%2.28%-5.72%4.90%-2.78%-6.56%4.62%6.78%-2.94%-9.20%
2021-0.19%7.19%2.60%3.67%1.00%-1.39%0.08%2.22%-2.49%2.75%-3.24%2.40%15.09%

Benchmark Metrics

FPA Crescent Fund has an annualized alpha of 4.97%, beta of 0.48, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since June 02, 1993.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.18%) than losses (54.72%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 4.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.48 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.97%
Beta
0.48
0.67
Upside Capture
65.18%
Downside Capture
54.72%

Expense Ratio

FPACX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FPACX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FPACX Risk / Return Rank: 5050
Overall Rank
FPACX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FPACX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FPACX Omega Ratio Rank: 5353
Omega Ratio Rank
FPACX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FPACX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FPA Crescent Fund (FPACX) 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.


FPACXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.40

2.78

-0.38

Martin ratioReturn relative to average drawdown

9.05

12.44

-3.38

Dividends

Dividend History

FPA Crescent Fund provided a 9.08% dividend yield over the last twelve months, with an annual payout of $4.14 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.14$4.14$3.20$1.44$0.26$4.30$1.72$1.57$2.62$1.29$1.63$1.97

Dividend yield

9.08%9.60%7.95%3.72%0.77%11.62%4.80%4.65%8.87%3.70%4.98%6.34%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$0.52$0.00$0.00$0.00$0.00$0.00$3.62$4.14
2024$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$2.50$3.20
2023$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$1.03$1.44
2022$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.00$0.26
2021$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.00$0.00$0.00$0.00$3.22$4.30

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 FPA Crescent 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 FPA Crescent Fund was 31.60%, occurring on Nov 20, 2008. Recovery took 341 trading sessions.

The current FPA Crescent Fund drawdown is 0.78%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-31.60%Nov 2008
5mo 17d1y 4mo
1y 9moJun 2008 - Apr 2010
COVID crash2020
-29.46%Mar 2020
1mo 9d7mo 21d
9moFeb 2020 - Nov 2020
2000 bear market2000
-20.41%Feb 2000
7mo 28d11mo 9d
1y 7moJul 1999 - Jan 2001
1998 correction1998
-19.27%Oct 1998
4mo 27d7mo 15d
1y 7dMay 1998 - May 1999
Bear market2022
-18.47%Sep 2022
10mo 19d9mo 15d
1y 7moNov 2021 - Jul 2023

Drawdown Indicators


FPACXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-56.78%

+25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-9.10%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-10.95%

-18.90%

+7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-25.43%

+6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-29.46%

-33.92%

+4.46%

Current Drawdown

Current decline from peak

-0.78%

-1.80%

+1.02%

Average Drawdown

Average peak-to-trough decline

-3.87%

-10.71%

+6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.03%

-0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FPACX

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