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FCFAX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCFAX and BND is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FCFAX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
65.57%
20.55%
FCFAX
BND

Key characteristics

Sharpe Ratio

FCFAX:

2.18

BND:

1.21

Sortino Ratio

FCFAX:

3.24

BND:

1.76

Omega Ratio

FCFAX:

1.45

BND:

1.21

Calmar Ratio

FCFAX:

2.16

BND:

0.51

Martin Ratio

FCFAX:

8.71

BND:

3.10

Ulcer Index

FCFAX:

0.70%

BND:

2.06%

Daily Std Dev

FCFAX:

2.79%

BND:

5.28%

Max Drawdown

FCFAX:

-16.33%

BND:

-18.84%

Current Drawdown

FCFAX:

-1.34%

BND:

-7.11%

Returns By Period

In the year-to-date period, FCFAX achieves a 0.63% return, which is significantly lower than BND's 2.48% return. Over the past 10 years, FCFAX has outperformed BND with an annualized return of 4.06%, while BND has yielded a comparatively lower 1.47% annualized return.


FCFAX

YTD

0.63%

1M

0.00%

6M

1.04%

1Y

5.64%

5Y*

6.32%

10Y*

4.06%

BND

YTD

2.48%

1M

-1.12%

6M

1.57%

1Y

5.75%

5Y*

-0.85%

10Y*

1.47%

*Annualized

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FCFAX vs. BND - Expense Ratio Comparison

FCFAX has a 0.96% expense ratio, which is higher than BND's 0.03% expense ratio.


Risk-Adjusted Performance

FCFAX vs. BND — Risk-Adjusted Performance Rank

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

FCFAX
The Risk-Adjusted Performance Rank of FCFAX is 9393
Overall Rank
The Sharpe Ratio Rank of FCFAX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FCFAX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FCFAX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FCFAX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FCFAX is 9292
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7474
Overall Rank
The Sharpe Ratio Rank of BND is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCFAX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Vanguard Total Bond Market ETF (BND). 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.


The current FCFAX Sharpe Ratio is 2.18, which is higher than the BND Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FCFAX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.18
1.21
FCFAX
BND

Dividends

FCFAX vs. BND - Dividend Comparison

FCFAX's dividend yield for the trailing twelve months is around 5.89%, more than BND's 3.74% yield.


TTM20242023202220212020201920182017201620152014
FCFAX
Frost Credit Fund
5.89%5.76%5.93%5.00%3.65%3.69%4.63%5.06%5.85%4.84%4.95%5.25%
BND
Vanguard Total Bond Market ETF
3.74%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

FCFAX vs. BND - Drawdown Comparison

The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FCFAX and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.34%
-7.11%
FCFAX
BND

Volatility

FCFAX vs. BND - Volatility Comparison

The current volatility for Frost Credit Fund (FCFAX) is 1.37%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.12%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%December2025FebruaryMarchAprilMay
1.37%
2.12%
FCFAX
BND