PortfoliosLab logoPortfoliosLab logo
FCFAX vs. VCSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFAX vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCFAX vs. VCSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCFAX
Frost Credit Fund
-0.70%5.21%8.01%11.23%-7.83%5.07%6.22%6.95%0.89%7.95%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.13%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%

Returns By Period

In the year-to-date period, FCFAX achieves a -0.70% return, which is significantly lower than VCSH's 0.13% return. Over the past 10 years, FCFAX has outperformed VCSH with an annualized return of 5.24%, while VCSH has yielded a comparatively lower 2.72% 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%

VCSH

1D
0.29%
1M
-0.83%
YTD
0.13%
6M
1.37%
1Y
4.93%
3Y*
5.36%
5Y*
2.37%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCFAX vs. VCSH - Expense Ratio Comparison

FCFAX has a 0.96% expense ratio, which is higher than VCSH's 0.04% expense ratio.


Return for Risk

FCFAX vs. VCSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCFAX
FCFAX Risk / Return Rank: 6363
Overall Rank
FCFAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FCFAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FCFAX Omega Ratio Rank: 6363
Omega Ratio Rank
FCFAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FCFAX Martin Ratio Rank: 5555
Martin Ratio Rank

VCSH
VCSH Risk / Return Rank: 9595
Overall Rank
VCSH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9696
Sortino Ratio Rank
VCSH Omega Ratio Rank: 9595
Omega Ratio Rank
VCSH Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCSH Martin Ratio Rank: 9595
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. VCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


FCFAXVCSHDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.17

-0.97

Sortino ratio

Return per unit of downside risk

1.69

3.19

-1.50

Omega ratio

Gain probability vs. loss probability

1.24

1.45

-0.21

Calmar ratio

Return relative to maximum drawdown

1.41

3.52

-2.11

Martin ratio

Return relative to average drawdown

5.32

14.44

-9.12

FCFAX vs. VCSH - Sharpe Ratio Comparison

The current FCFAX Sharpe Ratio is 1.21, which is lower than the VCSH Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FCFAX and VCSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCFAXVCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.17

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.83

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.62

0.81

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

1.01

+0.40

Correlation

The correlation between FCFAX and VCSH is 0.50, 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. VCSH - Dividend Comparison

FCFAX's dividend yield for the trailing twelve months is around 5.61%, more than VCSH's 4.41% yield.


TTM20252024202320222021202020192018201720162015
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%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.41%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Drawdowns

FCFAX vs. VCSH - Drawdown Comparison

The maximum FCFAX drawdown since its inception was -16.33%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for FCFAX and VCSH.


Loading graphics...

Drawdown Indicators


FCFAXVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-16.33%

-12.86%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-1.40%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-9.48%

-1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-16.33%

-12.86%

-3.47%

Current Drawdown

Current decline from peak

-2.03%

-0.83%

-1.20%

Average Drawdown

Average peak-to-trough decline

-1.54%

-0.97%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.34%

+0.28%

Volatility

FCFAX vs. VCSH - Volatility Comparison

Frost Credit Fund (FCFAX) has a higher volatility of 1.02% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.94%. This indicates that FCFAX's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCFAXVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.94%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

1.29%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

2.28%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

2.86%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

3.35%

-0.11%