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FCFAX vs. SRVR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFAX vs. SRVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). The values are adjusted to include any dividend payments, if applicable.

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FCFAX vs. SRVR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCFAX
Frost Credit Fund
-0.48%5.21%8.01%11.23%-7.83%5.07%6.22%6.95%0.27%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
10.71%-1.99%2.70%6.84%-31.90%22.31%11.99%41.98%-3.51%

Returns By Period

In the year-to-date period, FCFAX achieves a -0.48% return, which is significantly lower than SRVR's 10.71% 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%

SRVR

1D
0.83%
1M
-5.63%
YTD
10.71%
6M
1.23%
1Y
9.91%
3Y*
5.01%
5Y*
-0.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCFAX vs. SRVR - Expense Ratio Comparison

FCFAX has a 0.96% expense ratio, which is higher than SRVR's 0.60% expense ratio.


Return for Risk

FCFAX vs. SRVR — 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

SRVR
SRVR Risk / Return Rank: 2727
Overall Rank
SRVR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SRVR Sortino Ratio Rank: 2828
Sortino Ratio Rank
SRVR Omega Ratio Rank: 2626
Omega Ratio Rank
SRVR Calmar Ratio Rank: 2929
Calmar Ratio Rank
SRVR Martin Ratio Rank: 2222
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. SRVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). 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.


FCFAXSRVRDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.55

+0.70

Sortino ratio

Return per unit of downside risk

1.75

0.88

+0.87

Omega ratio

Gain probability vs. loss probability

1.25

1.11

+0.13

Calmar ratio

Return relative to maximum drawdown

1.44

0.71

+0.73

Martin ratio

Return relative to average drawdown

5.36

1.54

+3.82

FCFAX vs. SRVR - Sharpe Ratio Comparison

The current FCFAX Sharpe Ratio is 1.25, which is higher than the SRVR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FCFAX and SRVR, 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


FCFAXSRVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.55

+0.70

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

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.26

+1.16

Correlation

The correlation between FCFAX and SRVR is 0.31, 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. SRVR - Dividend Comparison

FCFAX's dividend yield for the trailing twelve months is around 5.60%, more than SRVR's 2.92% 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%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
2.92%2.67%2.00%3.69%1.70%1.19%1.59%1.61%2.13%0.00%0.00%0.00%

Drawdowns

FCFAX vs. SRVR - Drawdown Comparison

The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum SRVR drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for FCFAX and SRVR.


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Drawdown Indicators


FCFAXSRVRDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-40.99%

+24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-14.78%

+12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-40.99%

+30.50%

Max Drawdown (10Y)

Largest decline over 10 years

-16.33%

Current Drawdown

Current decline from peak

-1.82%

-18.93%

+17.11%

Average Drawdown

Average peak-to-trough decline

-1.54%

-15.35%

+13.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

6.87%

-6.24%

Volatility

FCFAX vs. SRVR - Volatility Comparison

The current volatility for Frost Credit Fund (FCFAX) is 1.06%, while Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) has a volatility of 5.82%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than SRVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCFAXSRVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

5.82%

-4.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

11.96%

-10.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

18.24%

-15.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

19.50%

-16.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

21.48%

-18.24%