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FATRX vs. BCOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FATRX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Total Return Bond Fund Investor Class (FATRX) and Baird Core Plus Bond Fund (BCOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FATRX achieves a 0.56% return, which is significantly higher than BCOIX's -0.10% return. Over the past 10 years, FATRX has outperformed BCOIX with an annualized return of 3.14%, while BCOIX has yielded a comparatively lower 2.15% annualized return.


FATRX

1D
0.32%
1M
-1.02%
6M
0.15%
YTD
0.56%
1Y
3.45%
3Y*
5.70%
5Y*
3.02%
10Y*
3.14%
ALL TIME*
4.51%

BCOIX

1D
0.20%
1M
-1.18%
6M
-0.29%
YTD
-0.10%
1Y
3.60%
3Y*
4.64%
5Y*
0.30%
10Y*
2.15%
ALL TIME*
4.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FATRX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FATRX
Frost Total Return Bond Fund Investor Class
0.56%5.53%6.17%8.41%-5.45%3.10%3.24%5.10%1.23%4.18%
BCOIX
Baird Core Plus Bond Fund
-0.10%7.47%2.54%6.89%-12.86%-1.02%8.80%10.11%-0.52%4.65%

Correlation

The correlation between FATRX and BCOIX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2008

0.82

The correlation between FATRX and BCOIX shifts across timeframes, from 0.82 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FATRX vs. BCOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FATRX
FATRX Risk / Return Rank: 3232
Overall Rank
FATRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FATRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FATRX Omega Ratio Rank: 3030
Omega Ratio Rank
FATRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FATRX Martin Ratio Rank: 2929
Martin Ratio Rank

BCOIX
BCOIX Risk / Return Rank: 2828
Overall Rank
BCOIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 2626
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 2424
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.

FATRX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Total Return Bond Fund Investor Class (FATRX) and Baird Core Plus Bond Fund (BCOIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


FATRXBCOIXDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.57

1.35

+0.22

Martin ratioReturn relative to average drawdown

4.26

3.49

+0.77

FATRX vs. BCOIX - Sharpe Ratio Comparison

The current FATRX Sharpe Ratio is 1.04, which is comparable to the BCOIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FATRX and BCOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FATRX vs. BCOIX - Drawdown Comparison

The maximum FATRX drawdown since its inception was -11.61%, smaller than the maximum BCOIX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for FATRX and BCOIX.


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Drawdown Indicators


FATRXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.61%

-18.13%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

-2.58%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-5.05%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-7.72%

-18.13%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

-18.13%

+6.52%

Current Drawdown

Current decline from peak

-1.18%

-1.78%

+0.60%

Average Drawdown

Average peak-to-trough decline

-1.06%

-2.18%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.00%

-0.21%

Volatility

FATRX vs. BCOIX - Volatility Comparison

Frost Total Return Bond Fund Investor Class (FATRX) has a higher volatility of 0.93% compared to Baird Core Plus Bond Fund (BCOIX) at 0.87%. This indicates that FATRX's price experiences larger fluctuations and is considered to be riskier than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FATRXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.87%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.82%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

3.64%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.73%

5.64%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

4.68%

-1.45%

FATRX vs. BCOIX - Expense Ratio Comparison

FATRX has a 0.71% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


Dividends

FATRX vs. BCOIX - Dividend Comparison

FATRX's dividend yield for the trailing twelve months is around 5.60%, more than BCOIX's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
BCOIX
Baird Core Plus Bond Fund
4.01%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%
FATRX
Frost Total Return Bond Fund Investor Class
5.60%5.31%4.98%5.31%4.43%3.06%3.58%3.53%3.38%3.44%3.79%3.89%

Frequently Asked Questions


With a correlation of 0.91, FATRX and BCOIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FATRX has higher volatility (0.93%) compared to BCOIX (0.87%). In terms of maximum drawdown, FATRX dropped -11.61% vs BCOIX's -18.13%.

FATRX currently has the higher Sharpe Ratio (1.04 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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