FCFAX vs. FICEX
Compare and contrast key facts about Frost Credit Fund (FCFAX) and Frost Growth Equity Fund (FICEX).
FCFAX is managed by Frost Funds. It was launched on Dec 3, 2012. FICEX is managed by Frost Funds. It was launched on Apr 25, 2008.
Performance
FCFAX vs. FICEX - Performance Comparison
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FCFAX vs. FICEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | -0.70% | 5.21% | 8.01% | 11.23% | -7.83% | 5.07% | 6.22% | 6.95% | 0.89% | 7.95% |
FICEX Frost Growth Equity Fund | -14.72% | 15.00% | 30.28% | 45.24% | -31.98% | 25.23% | 32.72% | 33.54% | 2.63% | 31.00% |
Returns By Period
In the year-to-date period, FCFAX achieves a -0.70% return, which is significantly higher than FICEX's -14.72% return. Over the past 10 years, FCFAX has underperformed FICEX with an annualized return of 5.24%, while FICEX has yielded a comparatively higher 14.52% annualized return.
FCFAX
- 1D
- -0.22%
- 1M
- -2.03%
- YTD
- -0.70%
- 6M
- -0.55%
- 1Y
- 3.04%
- 3Y*
- 6.94%
- 5Y*
- 3.69%
- 10Y*
- 5.24%
FICEX
- 1D
- -0.24%
- 1M
- -8.92%
- YTD
- -14.72%
- 6M
- -14.25%
- 1Y
- 7.51%
- 3Y*
- 17.74%
- 5Y*
- 9.43%
- 10Y*
- 14.52%
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FCFAX vs. FICEX - Expense Ratio Comparison
FCFAX has a 0.96% expense ratio, which is higher than FICEX's 0.63% expense ratio.
Return for Risk
FCFAX vs. FICEX — Risk / Return Rank
FCFAX
FICEX
FCFAX vs. FICEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Frost Growth Equity Fund (FICEX). 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.
| FCFAX | FICEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.36 | +0.85 |
Sortino ratioReturn per unit of downside risk | 1.69 | 0.68 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.09 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.25 | +1.16 |
Martin ratioReturn relative to average drawdown | 5.32 | 0.85 | +4.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCFAX | FICEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.36 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.36 | 0.37 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.62 | 0.63 | +0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.39 | +1.02 |
Correlation
The correlation between FCFAX and FICEX is 0.17, 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. FICEX - Dividend Comparison
FCFAX's dividend yield for the trailing twelve months is around 5.61%, less than FICEX's 25.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | 5.61% | 6.10% | 5.76% | 5.93% | 5.00% | 3.65% | 3.69% | 4.62% | 5.05% | 5.85% | 4.84% | 4.95% |
FICEX Frost Growth Equity Fund | 25.73% | 21.94% | 22.19% | 16.16% | 12.25% | 12.50% | 3.59% | 10.57% | 16.11% | 28.09% | 10.86% | 12.51% |
Drawdowns
FCFAX vs. FICEX - Drawdown Comparison
The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum FICEX drawdown of -50.03%. Use the drawdown chart below to compare losses from any high point for FCFAX and FICEX.
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Drawdown Indicators
| FCFAX | FICEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.33% | -50.03% | +33.70% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -18.43% | +16.09% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -35.13% | +24.64% |
Max Drawdown (10Y)Largest decline over 10 years | -16.33% | -35.13% | +18.80% |
Current DrawdownCurrent decline from peak | -2.03% | -18.61% | +16.58% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -11.25% | +9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 5.44% | -4.82% |
Volatility
FCFAX vs. FICEX - Volatility Comparison
The current volatility for Frost Credit Fund (FCFAX) is 1.02%, while Frost Growth Equity Fund (FICEX) has a volatility of 5.34%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than FICEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCFAX | FICEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 5.34% | -4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 11.31% | -9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.63% | 21.26% | -18.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 25.29% | -22.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 22.99% | -19.75% |