FILDX vs. FATRX
FILDX (Frost Low Duration Bond Fund) and FATRX (Frost Total Return Bond Fund Investor Class) are both mutual funds - FILDX is a Short-Term Bond 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, FILDX returned 2.18%/yr vs 3.07%/yr for FATRX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. FILDX charges 0.43%/yr vs 0.71%/yr for FATRX.
Performance
FILDX vs. FATRX - Performance Comparison
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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%
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 |
FILDX vs. FATRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
FILDX vs. FATRX — Risk / Return Rank
FILDX
FATRX
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.
| FILDX | FATRX | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| FILDX | FATRX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.32% | -2.01% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -1.06% | -0.54% |
Ulcer IndexDepth 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.
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Volatility by Period
| FILDX | FATRX | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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