FATRX vs. BCOIX
FATRX (Frost Total Return Bond Fund Investor Class) and BCOIX (Baird Core Plus Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, FATRX returned 3.14%/yr vs 2.15%/yr for BCOIX. Their correlation of 0.82 means they have usually moved in the same direction. FATRX charges 0.71%/yr vs 0.30%/yr for BCOIX.
Performance
FATRX vs. BCOIX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FATRX
BCOIX
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.
| FATRX | BCOIX | Difference | |
|---|---|---|---|
| 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 |
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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
| FATRX | BCOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | -1.78% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -2.18% | +1.12% |
Ulcer IndexDepth 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
| FATRX | BCOIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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