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ISIN
US30254T7182
CUSIP
30254T718
Issuer
FPA
Inception Date
Dec 30, 2018
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FPFIX Performance Chart

FPA Flexible Fixed Income Fund (FPFIX) is down 0.1% since the beginning of the year. FPFIX is currently trading at $10 per share. Investors who bought $1,000 worth of FPFIX shares 5 years ago would now be looking at an investment worth $1,187.


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S&P 500 Index

Returns By Period

FPA Flexible Fixed Income Fund (FPFIX) has returned -0.11% so far this year and 3.56% over the past 12 months.


FPA Flexible Fixed Income Fund

1D
0.20%
1M
0.41%
YTD
-0.11%
6M
-0.01%
1Y
3.56%
3Y*
5.70%
5Y*
3.48%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPFIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2019, FPFIX's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Dec 2023 with a return of +2.1%, while the worst month was Mar 2020 at -2.7%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FPFIX closed higher 34% of trading days. The best single day was Aug 2, 2024 with a return of +0.8%, while the worst single day was Mar 18, 2020 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.32%1.10%-1.53%0.21%-0.08%-0.10%-0.11%
20250.67%1.33%0.00%0.82%-0.17%1.10%-0.17%1.38%0.49%0.44%0.67%0.11%6.87%
20240.63%-0.17%0.70%-0.90%1.31%0.79%1.68%1.08%1.06%-1.38%0.77%-0.38%5.28%
20231.82%-0.14%0.58%0.10%0.30%0.40%0.51%0.74%-0.06%-0.41%1.89%2.14%8.11%
2022-0.19%-0.46%-0.82%-0.52%-0.20%-0.70%0.63%-0.24%-0.95%-0.52%0.86%0.27%-2.82%
20210.49%0.17%0.08%0.28%0.18%0.08%0.08%0.16%0.05%-0.05%0.14%0.10%1.77%

Benchmark Metrics

FPA Flexible Fixed Income Fund has an annualized alpha of 3.60%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2019.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (9.81%) than losses (2.10%) - typical of diversified or defensive assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 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 0.00 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.

Alpha
3.60%
Beta
0.00
0.00
Upside Capture
9.81%
Downside Capture
2.10%

Expense Ratio

FPFIX has an expense ratio of 0.51%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FPFIX ranks 29 for risk / return — below 29% 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.


FPFIX Risk / Return Rank: 2929
Overall Rank
FPFIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FPFIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FPFIX Omega Ratio Rank: 3636
Omega Ratio Rank
FPFIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FPFIX Martin Ratio Rank: 1919
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 Flexible Fixed Income Fund (FPFIX) 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.


FPFIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

1.76

2.78

-1.03

Martin ratioReturn relative to average drawdown

4.63

12.44

-7.81

Dividends

Dividend History

FPA Flexible Fixed Income Fund provided a 3.74% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.40$0.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.38$0.39$0.48$0.40$0.28$0.23$0.31$0.25

Dividend yield

3.74%3.78%4.76%3.95%2.92%2.26%3.00%2.42%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.00$0.03$0.03$0.00$0.13
2025$0.04$0.03$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.05$0.39
2024$0.02$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.06$0.48
2023$0.04$0.04$0.04$0.00$0.04$0.04$0.04$0.04$0.04$0.00$0.04$0.04$0.40
2022$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.04$0.28
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.04$0.23

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 Flexible Fixed Income 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 Flexible Fixed Income Fund was 4.11%, occurring on Nov 3, 2022. Recovery took 153 trading sessions.

The current FPA Flexible Fixed Income Fund drawdown is 1.51%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-4.11%Nov 2022
10mo 4d7mo 14d
1y 5moJan 2022 - Jun 2023
COVID crash2020
-3.80%Mar 2020
19d3mo
3mo 19dMar 2020 - Jun 2020
2026 pullback2026
-2.10%May 2026
2mo 18d
3mo 24dMar 2026 - now
2024 pullback2024
-1.87%Nov 2024
1mo 20d3mo 20d
5mo 10dSep 2024 - Feb 2025
2025 selloff2025
-1.36%Apr 2025
4d18d
22dApr 2025 - Apr 2025

Drawdown Indicators


FPFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.11%

-56.78%

+52.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-9.10%

+7.00%

Max Drawdown (3Y)

Largest decline over 3 years

-2.10%

-18.90%

+16.80%

Max Drawdown (5Y)

Largest decline over 5 years

-4.11%

-25.43%

+21.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.51%

-1.80%

+0.29%

Average Drawdown

Average peak-to-trough decline

-0.60%

-10.71%

+10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.03%

-1.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FPFIX

Add FPA Flexible Fixed Income Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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