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.
Performance
FCFAX vs. RCTIX - Performance Comparison
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FCFAX vs. RCTIX - 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% |
RCTIX River Canyon Total Return Bond Fund | -0.97% | 7.75% | 7.49% | 10.02% | -4.07% | 4.26% | 6.42% | 11.71% | 1.82% | 9.76% |
Returns By Period
In the year-to-date period, FCFAX achieves a -0.70% return, which is significantly higher than RCTIX's -0.97% return. Over the past 10 years, FCFAX has underperformed RCTIX with an annualized return of 5.24%, while RCTIX has yielded a comparatively higher 5.54% 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%
RCTIX
- 1D
- -0.41%
- 1M
- -1.50%
- YTD
- -0.97%
- 6M
- 0.18%
- 1Y
- 4.55%
- 3Y*
- 7.05%
- 5Y*
- 4.20%
- 10Y*
- 5.54%
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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.
Return for Risk
FCFAX vs. RCTIX — Risk / Return Rank
FCFAX
RCTIX
FCFAX vs. RCTIX - Risk-Adjusted Trends 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.
| FCFAX | RCTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.94 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.81 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.10 | -1.69 |
Martin ratioReturn relative to average drawdown | 5.32 | 12.23 | -6.92 |
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 | RCTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.94 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.36 | 1.71 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.62 | 1.49 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 1.29 | +0.13 |
Correlation
The correlation between FCFAX and RCTIX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FCFAX vs. RCTIX - Dividend Comparison
FCFAX's dividend yield for the trailing twelve months is around 5.61%, less than RCTIX's 6.83% 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% |
RCTIX River Canyon Total Return Bond Fund | 6.83% | 7.31% | 7.89% | 8.50% | 5.98% | 3.02% | 5.97% | 4.97% | 3.30% | 4.89% | 2.16% | 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.
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Drawdown Indicators
| FCFAX | RCTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.33% | -10.89% | -5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -1.50% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -6.17% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -16.33% | -10.89% | -5.44% |
Current DrawdownCurrent decline from peak | -2.03% | -1.50% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -1.09% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.38% | +0.24% |
Volatility
FCFAX vs. RCTIX - Volatility Comparison
Frost Credit Fund (FCFAX) has a higher volatility of 1.02% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.91%. This indicates that FCFAX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCFAX | RCTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 0.91% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 1.59% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.63% | 2.31% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 2.47% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 3.74% | -0.50% |