FCFAX vs. TSIIX
Compare and contrast key facts about Frost Credit Fund (FCFAX) and Thornburg Strategic Income Fund (TSIIX).
FCFAX is managed by Frost Funds. It was launched on Dec 3, 2012. TSIIX is managed by Thornburg. It was launched on Dec 18, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCFAX or TSIIX.
Key characteristics
| FCFAX | TSIIX | |
|---|---|---|
| YTD Return | 7.93% | 4.90% |
| 1Y Return | 12.97% | 9.50% |
| 3Y Return (Ann) | 3.45% | 1.82% |
| 5Y Return (Ann) | 4.62% | 3.53% |
| 10Y Return (Ann) | 4.15% | 3.43% |
| Sharpe Ratio | 4.95 | 2.45 |
| Sortino Ratio | 8.41 | 3.82 |
| Omega Ratio | 2.17 | 1.48 |
| Calmar Ratio | 6.25 | 2.50 |
| Martin Ratio | 43.14 | 12.53 |
| Ulcer Index | 0.29% | 0.72% |
| Daily Std Dev | 2.57% | 3.67% |
| Max Drawdown | -16.33% | -24.71% |
| Current Drawdown | -0.25% | -1.44% |
Correlation
The correlation between FCFAX and TSIIX is 0.56, 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.
Performance
FCFAX vs. TSIIX - Performance Comparison
In the year-to-date period, FCFAX achieves a 7.93% return, which is significantly higher than TSIIX's 4.90% return. Over the past 10 years, FCFAX has outperformed TSIIX with an annualized return of 4.15%, while TSIIX has yielded a comparatively lower 3.43% annualized 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. TSIIX - Expense Ratio Comparison
FCFAX has a 0.96% expense ratio, which is higher than TSIIX's 0.60% expense ratio.
Risk-Adjusted Performance
FCFAX vs. TSIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Thornburg Strategic Income Fund (TSIIX). 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. TSIIX - Dividend Comparison
FCFAX's dividend yield for the trailing twelve months is around 5.79%, more than TSIIX's 4.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | 5.79% | 5.95% | 4.99% | 3.64% | 3.70% | 4.63% | 4.68% | 4.60% | 4.85% | 4.96% | 4.56% | 3.81% |
TSIIX Thornburg Strategic Income Fund | 4.93% | 4.50% | 3.81% | 3.94% | 3.71% | 3.83% | 3.42% | 3.60% | 3.42% | 4.26% | 4.52% | 5.68% |
Drawdowns
FCFAX vs. TSIIX - Drawdown Comparison
The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum TSIIX drawdown of -24.71%. Use the drawdown chart below to compare losses from any high point for FCFAX and TSIIX. For additional features, visit the drawdowns tool.
Volatility
FCFAX vs. TSIIX - Volatility Comparison
The current volatility for Frost Credit Fund (FCFAX) is 0.78%, while Thornburg Strategic Income Fund (TSIIX) has a volatility of 0.97%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than TSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.