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FCFAX vs. BUFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFAX vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

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FCFAX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCFAX
Frost Credit Fund
-0.48%5.21%8.01%11.23%-7.83%5.07%6.22%6.95%0.89%7.95%
BUFHX
Buffalo High Yield Fund
-0.09%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Returns By Period

In the year-to-date period, FCFAX achieves a -0.48% return, which is significantly lower than BUFHX's -0.09% return. Both investments have delivered pretty close results over the past 10 years, with FCFAX having a 5.26% annualized return and BUFHX not far ahead at 5.40%.


FCFAX

1D
0.22%
1M
-1.61%
YTD
-0.48%
6M
-0.55%
1Y
3.16%
3Y*
7.02%
5Y*
3.69%
10Y*
5.26%

BUFHX

1D
0.48%
1M
-0.90%
YTD
-0.09%
6M
0.43%
1Y
4.45%
3Y*
8.13%
5Y*
4.79%
10Y*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCFAX vs. BUFHX - Expense Ratio Comparison

FCFAX has a 0.96% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Return for Risk

FCFAX vs. BUFHX — Risk / Return Rank

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

FCFAX
FCFAX Risk / Return Rank: 6060
Overall Rank
FCFAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FCFAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FCFAX Omega Ratio Rank: 6060
Omega Ratio Rank
FCFAX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FCFAX Martin Ratio Rank: 5151
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 7070
Overall Rank
BUFHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 8080
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 6161
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.

FCFAX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Buffalo High Yield Fund (BUFHX). 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.


FCFAXBUFHXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.42

-0.18

Sortino ratio

Return per unit of downside risk

1.75

1.88

-0.13

Omega ratio

Gain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratio

Return relative to maximum drawdown

1.44

1.45

-0.01

Martin ratio

Return relative to average drawdown

5.36

6.01

-0.65

FCFAX vs. BUFHX - Sharpe Ratio Comparison

The current FCFAX Sharpe Ratio is 1.25, which is comparable to the BUFHX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FCFAX and BUFHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCFAXBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.42

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

1.54

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.63

1.34

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

1.51

-0.09

Correlation

The correlation between FCFAX and BUFHX is 0.40, 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.


Dividends

FCFAX vs. BUFHX - Dividend Comparison

FCFAX's dividend yield for the trailing twelve months is around 5.60%, less than BUFHX's 7.08% yield.


TTM20252024202320222021202020192018201720162015
FCFAX
Frost Credit Fund
5.60%6.10%5.76%5.93%5.00%3.65%3.69%4.62%5.05%5.85%4.84%4.95%
BUFHX
Buffalo High Yield Fund
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

Drawdowns

FCFAX vs. BUFHX - Drawdown Comparison

The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum BUFHX drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for FCFAX and BUFHX.


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Drawdown Indicators


FCFAXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-26.01%

+9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-3.00%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-9.98%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.33%

-18.74%

+2.41%

Current Drawdown

Current decline from peak

-1.82%

-1.37%

-0.45%

Average Drawdown

Average peak-to-trough decline

-1.54%

-2.04%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.72%

-0.09%

Volatility

FCFAX vs. BUFHX - Volatility Comparison

The current volatility for Frost Credit Fund (FCFAX) is 1.06%, while Buffalo High Yield Fund (BUFHX) has a volatility of 1.39%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than BUFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCFAXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.39%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

1.95%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

3.21%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

3.14%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

4.04%

-0.80%