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FICEX vs. FATRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FICEX vs. FATRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frost Growth Equity Fund (FICEX) and Frost Total Return Bond Fund Investor Class (FATRX). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

FICEX
FICEX Risk / Return Rank: 99
Overall Rank
FICEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FICEX Sortino Ratio Rank: 99
Sortino Ratio Rank
FICEX Omega Ratio Rank: 99
Omega Ratio Rank
FICEX Calmar Ratio Rank: 88
Calmar Ratio Rank
FICEX Martin Ratio Rank: 88
Martin Ratio Rank

FATRX
FATRX Risk / Return Rank: 1717
Overall Rank
FATRX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FATRX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FATRX Omega Ratio Rank: 1515
Omega Ratio Rank
FATRX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FATRX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


FICEXFATRXDifference
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

FICEX vs. FATRX - Sharpe Ratio Comparison

The current FICEX Sharpe Ratio is 0.36, which is lower than the FATRX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FICEX and FATRX, 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

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


FICEXFATRXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.64%

-2.01%

-3.63%

Average Drawdown

Average peak-to-trough decline

-11.17%

-1.06%

-10.11%

Ulcer Index

Depth 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


FICEXFATRXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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