PortfoliosLab logoPortfoliosLab logo
FILDX vs. FATRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FILDX vs. FATRX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FILDX achieves a 0.59% return, which is significantly higher than FATRX's -0.29% return. Over the past 10 years, FILDX has underperformed FATRX with an annualized return of 2.18%, while FATRX has yielded a comparatively higher 3.07% annualized return.


FILDX

1D
0.04%
1M
-0.17%
6M
0.39%
YTD
0.59%
1Y
2.59%
3Y*
4.72%
5Y*
2.08%
10Y*
2.18%
ALL TIME*
1.96%

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

FILDX vs. FATRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FILDX
Frost Low Duration Bond Fund
0.59%5.26%4.87%5.71%-4.80%-0.35%4.25%3.22%1.83%1.77%
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 FILDX and FATRX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2008

0.68

The correlation between FILDX and FATRX shifts across timeframes, from 0.68 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FILDX vs. FATRX — Risk / Return Rank

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

FILDX
FILDX Risk / Return Rank: 8080
Overall Rank
FILDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FILDX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FILDX Omega Ratio Rank: 8282
Omega Ratio Rank
FILDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FILDX Martin Ratio Rank: 7676
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.

FILDX vs. FATRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frost Low Duration Bond Fund (FILDX) 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.


FILDXFATRXDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.39

1.12

+0.27

Calmar ratioReturn relative to maximum drawdown

2.84

1.04

+1.80

Martin ratioReturn relative to average drawdown

9.42

2.73

+6.69

FILDX vs. FATRX - Sharpe Ratio Comparison

The current FILDX Sharpe Ratio is 1.87, which is higher than the FATRX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FILDX 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.


Loading charts...

Drawdowns

FILDX vs. FATRX - Drawdown Comparison

The maximum FILDX drawdown since its inception was -7.20%, smaller than the maximum FATRX drawdown of -11.61%. Use the drawdown chart below to compare losses from any high point for FILDX and FATRX.


Loading charts...

Drawdown Indicators


FILDXFATRXDifference

Max Drawdown

Largest peak-to-trough decline

-7.20%

-11.61%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-2.15%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-3.59%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-7.20%

-7.72%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-7.20%

-11.61%

+4.41%

Current Drawdown

Current decline from peak

-0.32%

-2.01%

+1.69%

Average Drawdown

Average peak-to-trough decline

-1.60%

-1.06%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.82%

-0.49%

Volatility

FILDX vs. FATRX - Volatility Comparison

The current volatility for Frost Low Duration Bond Fund (FILDX) is 0.38%, while Frost Total Return Bond Fund Investor Class (FATRX) has a volatility of 1.02%. This indicates that FILDX experiences smaller price fluctuations and is considered to be less risky than FATRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FILDXFATRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

1.02%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

2.58%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.68%

3.23%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.18%

3.74%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.84%

3.23%

-1.39%

FILDX vs. FATRX - Expense Ratio Comparison

FILDX has a 0.43% expense ratio, which is lower than FATRX's 0.71% expense ratio.


Dividends

FILDX vs. FATRX - Dividend Comparison

FILDX's dividend yield for the trailing twelve months is around 4.24%, less 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%
FILDX
Frost Low Duration Bond Fund
4.24%3.61%4.45%3.65%1.86%1.98%2.02%2.18%1.90%1.76%1.63%1.35%

Frequently Asked Questions


FILDX and FATRX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FATRX has higher volatility (1.02%) compared to FILDX (0.38%). In terms of maximum drawdown, FILDX dropped -7.20% vs FATRX's -11.61%.

FILDX currently has the higher Sharpe Ratio (1.87 vs 0.69), 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

Find the right allocation for FILDX and FATRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer