FILDX vs. FICEX
FILDX (Frost Low Duration Bond Fund) and FICEX (Frost Growth Equity Fund) are both mutual funds - FILDX is a Short-Term Bond fund managed by Frost Funds, while FICEX is a Large Cap Growth Equities fund managed by Frost Funds. Over the past 10 years, FILDX returned 2.19%/yr vs 16.99%/yr for FICEX. At a correlation of -0.12, they often move in opposite directions. FILDX charges 0.43%/yr vs 0.63%/yr for FICEX.
Performance
FILDX vs. FICEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FILDX achieves a 0.40% return, which is significantly lower than FICEX's 0.82% return. Over the past 10 years, FILDX has underperformed FICEX with an annualized return of 2.19%, while FICEX has yielded a comparatively higher 16.99% annualized return.
FILDX
- 1D
- -0.10%
- 1M
- 0.22%
- YTD
- 0.40%
- 6M
- 0.66%
- 1Y
- 3.22%
- 3Y*
- 4.80%
- 5Y*
- 2.09%
- 10Y*
- 2.19%
FICEX
- 1D
- -1.60%
- 1M
- -2.71%
- YTD
- 0.82%
- 6M
- -0.20%
- 1Y
- 13.17%
- 3Y*
- 19.76%
- 5Y*
- 10.88%
- 10Y*
- 16.99%
FILDX vs. FICEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILDX Frost Low Duration Bond Fund | 0.40% | 5.26% | 4.87% | 5.71% | -4.80% | -0.35% | 4.25% | 3.22% | 1.83% | 1.77% |
FICEX Frost Growth Equity Fund | 0.82% | 15.00% | 30.28% | 45.24% | -31.98% | 25.23% | 32.72% | 33.54% | 2.63% | 31.00% |
Correlation
The correlation between FILDX and FICEX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | -0.12 |
The correlation between FILDX and FICEX shifts across timeframes, from -0.12 (all time) to 0.22 (1 year), 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. FICEX — Risk / Return Rank
FILDX
FICEX
FILDX vs. FICEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Low Duration Bond Fund (FILDX) and Frost Growth Equity Fund (FICEX). 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 | FICEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.17 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 0.79 | +2.35 |
| Martin ratioReturn relative to average drawdown | 10.62 | 2.42 | +8.20 |
Loading charts...
Drawdowns
FILDX vs. FICEX - Drawdown Comparison
The maximum FILDX drawdown since its inception was -7.20%, smaller than the maximum FICEX drawdown of -50.03%. Use the drawdown chart below to compare losses from any high point for FILDX and FICEX.
Loading charts...
Drawdown Indicators
| FILDX | FICEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.20% | -50.03% | +42.83% |
Max Drawdown (1Y)Largest decline over 1 year | -1.10% | -18.43% | +17.33% |
Max Drawdown (3Y)Largest decline over 3 years | -1.14% | -32.32% | +31.18% |
Max Drawdown (5Y)Largest decline over 5 years | -7.20% | -35.13% | +27.93% |
Max Drawdown (10Y)Largest decline over 10 years | -7.20% | -35.13% | +27.93% |
Current DrawdownCurrent decline from peak | -0.51% | -5.58% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -11.19% | +9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 5.98% | -5.66% |
Volatility
FILDX vs. FICEX - Volatility Comparison
The current volatility for Frost Low Duration Bond Fund (FILDX) is 0.47%, while Frost Growth Equity Fund (FICEX) has a volatility of 6.03%. This indicates that FILDX experiences smaller price fluctuations and is considered to be less risky than FICEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FILDX | FICEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 6.03% | -5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 1.26% | 12.58% | -11.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.74% | 15.79% | -14.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.18% | 25.42% | -23.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.83% | 23.11% | -21.28% |
FILDX vs. FICEX - Expense Ratio Comparison
FILDX has a 0.43% expense ratio, which is lower than FICEX's 0.63% expense ratio.
Dividends
FILDX vs. FICEX - Dividend Comparison
FILDX's dividend yield for the trailing twelve months is around 4.23%, less than FICEX's 21.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICEX Frost Growth Equity Fund | 21.76% | 21.94% | 22.19% | 16.16% | 12.25% | 12.50% | 3.59% | 10.57% | 16.11% | 28.09% | 10.86% | 12.51% |
FILDX Frost Low Duration Bond Fund | 4.23% | 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 FICEX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICEX has higher volatility (6.03%) compared to FILDX (0.47%). In terms of maximum drawdown, FILDX dropped -7.20% vs FICEX's -50.03%.
FILDX currently has the higher Sharpe Ratio (1.99 vs 0.92), 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.
Find the right allocation for FILDX and FICEX
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