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FCFAX vs. SGOV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFAX vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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FCFAX vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCFAX
Frost Credit Fund
-0.48%5.21%8.01%11.23%-7.83%5.07%12.50%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.88%4.24%5.27%5.12%1.58%0.04%0.05%

Returns By Period

In the year-to-date period, FCFAX achieves a -0.48% return, which is significantly lower than SGOV's 0.88% return.


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%

SGOV

1D
0.02%
1M
0.30%
YTD
0.88%
6M
1.89%
1Y
4.07%
3Y*
4.80%
5Y*
3.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCFAX vs. SGOV - Expense Ratio Comparison

FCFAX has a 0.96% expense ratio, which is higher than SGOV's 0.09% expense ratio.


Return for Risk

FCFAX vs. SGOV — 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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


FCFAXSGOVDifference

Sharpe ratio

Return per unit of total volatility

1.25

20.61

-19.36

Sortino ratio

Return per unit of downside risk

1.75

283.87

-282.12

Omega ratio

Gain probability vs. loss probability

1.25

201.33

-200.08

Calmar ratio

Return relative to maximum drawdown

1.44

411.31

-409.87

Martin ratio

Return relative to average drawdown

5.36

4,618.08

-4,612.73

FCFAX vs. SGOV - Sharpe Ratio Comparison

The current FCFAX Sharpe Ratio is 1.25, which is lower than the SGOV Sharpe Ratio of 20.61. The chart below compares the historical Sharpe Ratios of FCFAX and SGOV, 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


FCFAXSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

20.61

-19.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

14.12

-12.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

12.34

-10.92

Correlation

The correlation between FCFAX and SGOV is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FCFAX vs. SGOV - Dividend Comparison

FCFAX's dividend yield for the trailing twelve months is around 5.60%, more than SGOV's 3.95% 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%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.95%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCFAX vs. SGOV - Drawdown Comparison

The maximum FCFAX drawdown since its inception was -16.33%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for FCFAX and SGOV.


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Drawdown Indicators


FCFAXSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-0.03%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-0.01%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-0.03%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-16.33%

Current Drawdown

Current decline from peak

-1.82%

0.00%

-1.82%

Average Drawdown

Average peak-to-trough decline

-1.54%

0.00%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.00%

+0.63%

Volatility

FCFAX vs. SGOV - Volatility Comparison

Frost Credit Fund (FCFAX) has a higher volatility of 1.06% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that FCFAX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCFAXSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.06%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

0.13%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

0.20%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

0.24%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

0.24%

+3.00%