FATRX vs. NPCT
FATRX (Frost Total Return Bond Fund Investor Class) and NPCT (Nuveen Core Plus Impact Fund) are both Intermediate Core-Plus Bond funds. FATRX is passively managed, while NPCT is actively managed. Over the past 5 years, FATRX returned 3.02%/yr vs -3.29%/yr for NPCT. Their 0.47 correlation means their historical movements had little consistent relationship. FATRX charges 0.71%/yr vs 5.08%/yr for NPCT.
Performance
FATRX vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, FATRX achieves a 0.56% return, which is significantly lower than NPCT's 2.50% 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%
NPCT
- 1D
- 0.51%
- 1M
- -0.42%
- 6M
- 1.02%
- YTD
- 2.50%
- 1Y
- 1.78%
- 3Y*
- 11.33%
- 5Y*
- -3.29%
- 10Y*
- —
- ALL TIME*
- -3.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.43M | $1.24M | $1.23M |
FATRX vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FATRX Frost Total Return Bond Fund Investor Class | 0.56% | 5.53% | 6.17% | 8.41% | -5.45% | 1.91% |
NPCT Nuveen Core Plus Impact Fund | 2.50% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between FATRX and NPCT is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.47 |
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Return for Risk
FATRX vs. NPCT — Risk / Return Rank
FATRX
NPCT
FATRX vs. NPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Total Return Bond Fund Investor Class (FATRX) and Nuveen Core Plus Impact Fund (NPCT). 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 | NPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.26 | +1.31 |
| Martin ratioReturn relative to average drawdown | 4.26 | 0.57 | +3.69 |
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Drawdowns
FATRX vs. NPCT - Drawdown Comparison
The maximum FATRX drawdown since its inception was -11.61%, smaller than the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for FATRX and NPCT.
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Drawdown Indicators
| FATRX | NPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.61% | -46.77% | +35.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.15% | -6.79% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -3.59% | -12.42% | +8.83% |
Max Drawdown (5Y)Largest decline over 5 years | -7.72% | -46.34% | +38.62% |
Max Drawdown (10Y)Largest decline over 10 years | -11.61% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -16.78% | +15.60% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -24.96% | +23.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 3.12% | -2.33% |
Volatility
FATRX vs. NPCT - Volatility Comparison
The current volatility for Frost Total Return Bond Fund Investor Class (FATRX) is 0.93%, while Nuveen Core Plus Impact Fund (NPCT) has a volatility of 2.56%. This indicates that FATRX experiences smaller price fluctuations and is considered to be less risky than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FATRX | NPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 2.56% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 7.51% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.24% | 9.24% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.73% | 13.07% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 12.96% | -9.73% |
FATRX vs. NPCT - Expense Ratio Comparison
FATRX has a 0.71% expense ratio, which is lower than NPCT's 5.08% expense ratio.
Dividends
FATRX vs. NPCT - Dividend Comparison
FATRX's dividend yield for the trailing twelve months is around 5.60%, less than NPCT's 12.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NPCT Nuveen Core Plus Impact Fund | 12.31% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FATRX and NPCT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPCT has higher volatility (2.56%) compared to FATRX (0.93%). In terms of maximum drawdown, FATRX dropped -11.61% vs NPCT's -46.77%.
FATRX currently has the higher Sharpe Ratio (1.04 vs 0.19), 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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