FCFAX vs. SJNK
Compare and contrast key facts about Frost Credit Fund (FCFAX) and SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK).
FCFAX is managed by Frost Funds. It was launched on Dec 3, 2012. SJNK is a passively managed fund by State Street that tracks the performance of the Bloomberg US High Yield 350mn Cash Pay 2% Capped (0-5 Y). It was launched on Mar 15, 2012.
Performance
FCFAX vs. SJNK - Performance Comparison
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FCFAX vs. SJNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | -0.48% | 5.21% | 8.01% | 11.23% | -7.83% | 5.07% | 6.22% | 6.95% | 0.89% | 7.95% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | -0.02% | 7.68% | 8.24% | 11.63% | -5.50% | 5.06% | 5.82% | 9.49% | -0.27% | 5.27% |
Returns By Period
In the year-to-date period, FCFAX achieves a -0.48% return, which is significantly lower than SJNK's -0.02% return. Over the past 10 years, FCFAX has underperformed SJNK with an annualized return of 5.26%, while SJNK has yielded a comparatively higher 5.84% annualized 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%
SJNK
- 1D
- 0.21%
- 1M
- -0.31%
- YTD
- -0.02%
- 6M
- 0.97%
- 1Y
- 6.59%
- 3Y*
- 7.86%
- 5Y*
- 4.76%
- 10Y*
- 5.84%
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FCFAX vs. SJNK - Expense Ratio Comparison
FCFAX has a 0.96% expense ratio, which is higher than SJNK's 0.40% expense ratio.
Return for Risk
FCFAX vs. SJNK — Risk / Return Rank
FCFAX
SJNK
FCFAX vs. SJNK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). 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 | SJNK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.27 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.88 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.77 | -0.32 |
Martin ratioReturn relative to average drawdown | 5.36 | 10.05 | -4.70 |
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 | SJNK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.27 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.36 | 0.82 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.63 | 0.90 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.42 | 0.78 | +0.64 |
Correlation
The correlation between FCFAX and SJNK is 0.35, 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. SJNK - Dividend Comparison
FCFAX's dividend yield for the trailing twelve months is around 5.60%, less than SJNK's 7.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.13% | 7.12% | 7.47% | 7.20% | 5.85% | 4.21% | 5.34% | 5.64% | 5.69% | 5.64% | 5.65% | 5.81% |
Drawdowns
FCFAX vs. SJNK - Drawdown Comparison
The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum SJNK drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for FCFAX and SJNK.
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Drawdown Indicators
| FCFAX | SJNK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.33% | -19.74% | +3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -3.83% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -10.18% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -16.33% | -19.74% | +3.41% |
Current DrawdownCurrent decline from peak | -1.82% | -0.61% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -1.65% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.67% | -0.04% |
Volatility
FCFAX vs. SJNK - Volatility Comparison
The current volatility for Frost Credit Fund (FCFAX) is 1.06%, while SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a volatility of 1.83%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than SJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCFAX | SJNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.83% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 2.46% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.63% | 5.22% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.73% | 5.81% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 6.49% | -3.25% |