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FCFAX vs. VRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCFAX vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Credit Fund (FCFAX) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCFAX vs. VRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

FCFAX
FCFAX Risk / Return Rank: 7373
Overall Rank
FCFAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FCFAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FCFAX Omega Ratio Rank: 7979
Omega Ratio Rank
FCFAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCFAX Martin Ratio Rank: 6262
Martin Ratio Rank

VRT
VRT Risk / Return Rank: 9494
Overall Rank
VRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9292
Sortino Ratio Rank
VRT Omega Ratio Rank: 9191
Omega Ratio Rank
VRT Calmar Ratio Rank: 9595
Calmar Ratio Rank
VRT 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. 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.


FCFAXVRTDifference
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

FCFAX vs. VRT - Sharpe Ratio Comparison

The current FCFAX Sharpe Ratio is 2.13, which is comparable to the VRT Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of FCFAX and VRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FCFAXVRTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-19.50%

+19.50%

Average Drawdown

Average peak-to-trough decline

-1.53%

-16.23%

+14.70%

Ulcer Index

Depth 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


FCFAXVRTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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