FCFAX vs. VRT
FCFAX (Frost Credit Fund) is Short-Term Bond fund managed by Frost Funds, while VRT (Vertiv Holdings Co.) is a stock. Over the past 5 years, FCFAX returned 3.79%/yr vs 63.29%/yr for VRT. At a 0.14 correlation, their price movements are largely independent.
Performance
FCFAX vs. VRT - Performance Comparison
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Returns By Period
In the year-to-date period, FCFAX achieves a 1.58% return, which is significantly lower than VRT's 86.99% return.
FCFAX
- 1D
- 0.33%
- 1M
- 0.72%
- YTD
- 1.58%
- 6M
- 1.88%
- 1Y
- 4.56%
- 3Y*
- 7.23%
- 5Y*
- 3.79%
- 10Y*
- 5.17%
VRT
- 1D
- 1.68%
- 1M
- -18.14%
- YTD
- 86.99%
- 6M
- 87.85%
- 1Y
- 164.84%
- 3Y*
- 138.33%
- 5Y*
- 63.29%
- 10Y*
- —
FCFAX vs. VRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | 1.58% | 5.21% | 8.01% | 11.23% | -7.83% | 5.07% | 6.22% | 6.95% | -0.50% |
VRT Vertiv Holdings Co. | 86.99% | 42.80% | 136.82% | 251.81% | -45.25% | 33.80% | 69.36% | 12.55% | 1.03% |
Correlation
The correlation between FCFAX and VRT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2018 | 0.14 |
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Return for Risk
FCFAX vs. VRT — Risk / Return Rank
FCFAX
VRT
FCFAX vs. VRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Credit Fund (FCFAX) and Vertiv Holdings Co. (VRT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FCFAX | VRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 6.55 | -3.90 |
| Martin ratioReturn relative to average drawdown | 9.89 | 17.79 | -7.91 |
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Drawdowns
FCFAX vs. VRT - Drawdown Comparison
The maximum FCFAX drawdown since its inception was -16.33%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for FCFAX and VRT.
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Drawdown Indicators
| FCFAX | VRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.33% | -71.24% | +54.91% |
Max Drawdown (1Y)Largest decline over 1 year | -1.82% | -25.32% | +23.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.82% | -61.28% | +58.46% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -71.24% | +60.75% |
Max Drawdown (10Y)Largest decline over 10 years | -16.33% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -19.50% | +19.50% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -16.23% | +14.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 9.30% | -8.81% |
Volatility
FCFAX vs. VRT - Volatility Comparison
The current volatility for Frost Credit Fund (FCFAX) is 0.77%, while Vertiv Holdings Co. (VRT) has a volatility of 16.12%. This indicates that FCFAX experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCFAX | VRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 16.12% | -15.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 45.82% | -44.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.27% | 58.29% | -56.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.77% | 61.88% | -59.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 54.61% | -51.37% |
Dividends
FCFAX vs. VRT - Dividend Comparison
FCFAX's dividend yield for the trailing twelve months is around 6.15%, more than VRT's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCFAX Frost Credit Fund | 6.15% | 6.10% | 5.76% | 5.93% | 5.00% | 3.65% | 3.69% | 4.62% | 5.05% | 5.85% | 4.84% | 4.95% |
VRT Vertiv Holdings Co. | 0.07% | 0.11% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FCFAX and VRT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRT has higher volatility (16.12%) compared to FCFAX (0.77%). In terms of maximum drawdown, FCFAX dropped -16.33% vs VRT's -71.24%.
VRT currently has the higher Sharpe Ratio (2.85 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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