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FCFAX vs. FSMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFAX vs. FSMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). The values are adjusted to include any dividend payments, if applicable.

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FCFAX vs. FSMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCFAX
Frost Credit Fund
-0.70%5.21%8.01%11.23%-7.83%5.07%6.22%6.95%0.89%7.95%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
-17.58%8.13%18.37%0.62%-24.84%24.56%30.18%29.58%15.98%26.66%

Returns By Period

In the year-to-date period, FCFAX achieves a -0.70% return, which is significantly higher than FSMEX's -17.58% return. Over the past 10 years, FCFAX has underperformed FSMEX with an annualized return of 5.24%, while FSMEX has yielded a comparatively higher 10.46% 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%

FSMEX

1D
-0.58%
1M
-11.19%
YTD
-17.58%
6M
-11.01%
1Y
-8.83%
3Y*
0.36%
5Y*
-0.71%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCFAX vs. FSMEX - Expense Ratio Comparison

FCFAX has a 0.96% expense ratio, which is higher than FSMEX's 0.68% expense ratio.


Return for Risk

FCFAX vs. FSMEX — Risk / Return Rank

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

FCFAX
FCFAX Risk / Return Rank: 6363
Overall Rank
FCFAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FCFAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FCFAX Omega Ratio Rank: 6363
Omega Ratio Rank
FCFAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FCFAX Martin Ratio Rank: 5555
Martin Ratio Rank

FSMEX
FSMEX Risk / Return Rank: 22
Overall Rank
FSMEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSMEX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSMEX Omega Ratio Rank: 22
Omega Ratio Rank
FSMEX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSMEX Martin Ratio Rank: 11
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. FSMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). 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.


FCFAXFSMEXDifference

Sharpe ratio

Return per unit of total volatility

1.21

-0.41

+1.61

Sortino ratio

Return per unit of downside risk

1.69

-0.46

+2.15

Omega ratio

Gain probability vs. loss probability

1.24

0.94

+0.29

Calmar ratio

Return relative to maximum drawdown

1.41

-0.48

+1.89

Martin ratio

Return relative to average drawdown

5.32

-1.55

+6.87

FCFAX vs. FSMEX - Sharpe Ratio Comparison

The current FCFAX Sharpe Ratio is 1.21, which is higher than the FSMEX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of FCFAX and FSMEX, 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


FCFAXFSMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.41

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

-0.03

+1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.62

0.51

+1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.65

+0.77

Correlation

The correlation between FCFAX and FSMEX is 0.18, 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. FSMEX - Dividend Comparison

FCFAX's dividend yield for the trailing twelve months is around 5.61%, less than FSMEX's 12.78% yield.


TTM20252024202320222021202020192018201720162015
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%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
12.78%10.53%17.04%0.00%1.80%8.12%6.65%1.77%7.47%6.26%5.84%16.35%

Drawdowns

FCFAX vs. FSMEX - Drawdown Comparison

The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum FSMEX drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for FCFAX and FSMEX.


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Drawdown Indicators


FCFAXFSMEXDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-40.34%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-21.04%

+18.70%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-40.34%

+29.85%

Max Drawdown (10Y)

Largest decline over 10 years

-16.33%

-40.34%

+24.01%

Current Drawdown

Current decline from peak

-2.03%

-22.82%

+20.79%

Average Drawdown

Average peak-to-trough decline

-1.54%

-7.66%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

6.50%

-5.88%

Volatility

FCFAX vs. FSMEX - Volatility Comparison

The current volatility for Frost Credit Fund (FCFAX) is 1.02%, while Fidelity Select Medical Technology and Devices Portfolio (FSMEX) has a volatility of 5.85%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than FSMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCFAXFSMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

5.85%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

12.32%

-10.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

21.03%

-18.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

20.75%

-18.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

20.59%

-17.35%