FICEX vs. FATRX
FICEX (Frost Growth Equity Fund) and FATRX (Frost Total Return Bond Fund Investor Class) are both mutual funds - FICEX is a Large Cap Growth Equities fund managed by Frost, while FATRX is a Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, FICEX returned 16.15%/yr vs 3.07%/yr for FATRX. Their -0.02 correlation means they have often moved in opposite directions in the past. FICEX charges 0.63%/yr vs 0.71%/yr for FATRX.
Performance
FICEX vs. FATRX - Performance Comparison
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Returns By Period
In the year-to-date period, FICEX achieves a 0.75% return, which is significantly higher than FATRX's -0.29% return. Over the past 10 years, FICEX has outperformed FATRX with an annualized return of 16.15%, while FATRX has yielded a comparatively lower 3.07% annualized return.
FICEX
- 1D
- 2.22%
- 1M
- -1.27%
- 6M
- 2.58%
- YTD
- 0.75%
- 1Y
- 7.68%
- 3Y*
- 17.86%
- 5Y*
- 9.81%
- 10Y*
- 16.15%
- ALL TIME*
- 8.62%
FATRX
- 1D
- -0.32%
- 1M
- -1.36%
- 6M
- -0.71%
- YTD
- -0.29%
- 1Y
- 1.60%
- 3Y*
- 5.44%
- 5Y*
- 2.81%
- 10Y*
- 3.07%
- ALL TIME*
- 4.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FICEX vs. FATRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICEX Frost Growth Equity Fund | 0.75% | 15.00% | 30.28% | 45.24% | -31.98% | 25.23% | 32.72% | 33.54% | 2.63% | 31.00% |
FATRX Frost Total Return Bond Fund Investor Class | -0.29% | 5.53% | 6.17% | 8.41% | -5.45% | 3.10% | 3.24% | 5.10% | 1.23% | 4.18% |
Correlation
The correlation between FICEX and FATRX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2008 | -0.02 |
The correlation between FICEX and FATRX shifts across timeframes, from -0.02 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FICEX vs. FATRX — Risk / Return Rank
FICEX
FATRX
FICEX vs. FATRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Growth Equity Fund (FICEX) and Frost Total Return Bond Fund Investor Class (FATRX). 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.
| FICEX | FATRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.04 | -0.73 |
| Martin ratioReturn relative to average drawdown | 0.93 | 2.73 | -1.80 |
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Drawdowns
FICEX vs. FATRX - Drawdown Comparison
The maximum FICEX drawdown since its inception was -50.03%, which is greater than FATRX's maximum drawdown of -11.61%. Use the drawdown chart below to compare losses from any high point for FICEX and FATRX.
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Drawdown Indicators
| FICEX | FATRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.03% | -11.61% | -38.42% |
Max Drawdown (1Y)Largest decline over 1 year | -18.43% | -2.15% | -16.28% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -3.59% | -28.73% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -7.72% | -27.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | -11.61% | -23.52% |
Current DrawdownCurrent decline from peak | -5.64% | -2.01% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -1.06% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.22% | 0.82% | +5.40% |
Volatility
FICEX vs. FATRX - Volatility Comparison
Frost Growth Equity Fund (FICEX) has a higher volatility of 4.65% compared to Frost Total Return Bond Fund Investor Class (FATRX) at 1.02%. This indicates that FICEX's price experiences larger fluctuations and is considered to be riskier than FATRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICEX | FATRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 1.02% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 2.58% | +10.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 3.23% | +13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.48% | 3.74% | +21.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 3.23% | +19.87% |
FICEX vs. FATRX - Expense Ratio Comparison
FICEX has a 0.63% expense ratio, which is lower than FATRX's 0.71% expense ratio.
Dividends
FICEX vs. FATRX - Dividend Comparison
FICEX's dividend yield for the trailing twelve months is around 21.78%, more than FATRX's 5.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FATRX Frost Total Return Bond Fund Investor Class | 5.19% | 5.31% | 4.98% | 5.31% | 4.43% | 3.06% | 3.58% | 3.53% | 3.38% | 3.44% | 3.79% | 3.89% |
FICEX Frost Growth Equity Fund | 21.78% | 21.94% | 22.19% | 16.16% | 12.25% | 12.50% | 3.59% | 10.57% | 16.11% | 28.09% | 10.86% | 12.51% |
Frequently Asked Questions
FICEX and FATRX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICEX has higher volatility (4.65%) compared to FATRX (1.02%). In terms of maximum drawdown, FICEX dropped -50.03% vs FATRX's -11.61%.
FATRX currently has the higher Sharpe Ratio (0.69 vs 0.36), 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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