FICEX vs. VTMGX
Compare and contrast key facts about Frost Growth Equity Fund (FICEX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
FICEX is managed by Frost Funds. It was launched on Apr 25, 2008. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
FICEX vs. VTMGX - Performance Comparison
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FICEX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICEX Frost Growth Equity Fund | -14.72% | 15.00% | 30.28% | 45.24% | -31.98% | 25.23% | 32.72% | 33.54% | 2.63% | 31.00% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, FICEX achieves a -14.72% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, FICEX has outperformed VTMGX with an annualized return of 14.52%, while VTMGX has yielded a comparatively lower 8.99% annualized return.
FICEX
- 1D
- -0.24%
- 1M
- -8.92%
- YTD
- -14.72%
- 6M
- -14.25%
- 1Y
- 7.51%
- 3Y*
- 17.74%
- 5Y*
- 9.43%
- 10Y*
- 14.52%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
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FICEX vs. VTMGX - Expense Ratio Comparison
FICEX has a 0.63% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
FICEX vs. VTMGX — Risk / Return Rank
FICEX
VTMGX
FICEX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Growth Equity Fund (FICEX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| FICEX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.51 | -1.15 |
Sortino ratioReturn per unit of downside risk | 0.68 | 2.01 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.30 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 2.01 | -1.76 |
Martin ratioReturn relative to average drawdown | 0.85 | 7.98 | -7.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FICEX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.51 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.52 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.55 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.28 | +0.11 |
Correlation
The correlation between FICEX and VTMGX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FICEX vs. VTMGX - Dividend Comparison
FICEX's dividend yield for the trailing twelve months is around 25.73%, more than VTMGX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICEX Frost Growth Equity Fund | 25.73% | 21.94% | 22.19% | 16.16% | 12.25% | 12.50% | 3.59% | 10.57% | 16.11% | 28.09% | 10.86% | 12.51% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
FICEX vs. VTMGX - Drawdown Comparison
The maximum FICEX drawdown since its inception was -50.03%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for FICEX and VTMGX.
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Drawdown Indicators
| FICEX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.03% | -60.58% | +10.55% |
Max Drawdown (1Y)Largest decline over 1 year | -18.43% | -11.67% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -29.71% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | -35.68% | +0.55% |
Current DrawdownCurrent decline from peak | -18.61% | -11.62% | -6.99% |
Average DrawdownAverage peak-to-trough decline | -11.25% | -14.74% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.94% | +2.50% |
Volatility
FICEX vs. VTMGX - Volatility Comparison
The current volatility for Frost Growth Equity Fund (FICEX) is 5.34%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that FICEX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICEX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.09% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 10.91% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 16.47% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.29% | 15.60% | +9.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.99% | 16.42% | +6.57% |