FCFAX vs. RCTIX
Compare and contrast key facts about Frost Credit Fund (FCFAX) and River Canyon Total Return Bond Fund (RCTIX).
FCFAX is managed by Frost Funds. It was launched on Dec 3, 2012. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCFAX or RCTIX.
Key characteristics
| FCFAX | RCTIX | |
|---|---|---|
| YTD Return | 7.36% | 6.58% |
| 1Y Return | 12.00% | 10.84% |
| 3Y Return (Ann) | 3.26% | 3.97% |
| 5Y Return (Ann) | 4.51% | 3.59% |
| Sharpe Ratio | 4.80 | 4.04 |
| Sortino Ratio | 8.09 | 6.62 |
| Omega Ratio | 2.12 | 1.92 |
| Calmar Ratio | 6.02 | 9.85 |
| Martin Ratio | 41.56 | 30.83 |
| Ulcer Index | 0.29% | 0.36% |
| Daily Std Dev | 2.55% | 2.71% |
| Max Drawdown | -16.33% | -10.89% |
| Current Drawdown | -0.78% | -1.11% |
Correlation
The correlation between FCFAX and RCTIX is 0.37, 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. RCTIX - Performance Comparison
In the year-to-date period, FCFAX achieves a 7.36% return, which is significantly higher than RCTIX's 6.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FCFAX vs. RCTIX - Expense Ratio Comparison
FCFAX has a 0.96% expense ratio, which is higher than RCTIX's 0.89% expense ratio.
Risk-Adjusted Performance
FCFAX vs. RCTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and River Canyon Total Return Bond Fund (RCTIX). 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.
Dividends
FCFAX vs. RCTIX - Dividend Comparison
FCFAX's dividend yield for the trailing twelve months is around 5.82%, less than RCTIX's 7.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | 5.82% | 5.95% | 4.99% | 3.64% | 3.70% | 4.63% | 4.68% | 4.60% | 4.85% | 4.96% | 4.56% | 3.81% |
RCTIX River Canyon Total Return Bond Fund | 7.86% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% | 0.00% | 0.00% |
Drawdowns
FCFAX vs. RCTIX - Drawdown Comparison
The maximum FCFAX drawdown since its inception was -16.33%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for FCFAX and RCTIX. For additional features, visit the drawdowns tool.
Volatility
FCFAX vs. RCTIX - Volatility Comparison
Frost Credit Fund (FCFAX) and River Canyon Total Return Bond Fund (RCTIX) have volatilities of 0.64% and 0.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.