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FILDX vs. FIJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FILDX vs. FIJEX - 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 (FIJEX). The values are adjusted to include any dividend payments, if applicable.

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FILDX vs. FIJEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FILDX
Frost Low Duration Bond Fund
-0.09%5.26%4.87%5.71%-4.80%-0.35%4.25%3.22%1.83%1.77%
FIJEX
Frost Total Return Bond Fund
-0.28%4.83%6.44%8.64%-5.30%3.45%3.49%5.38%1.38%4.43%

Returns By Period

In the year-to-date period, FILDX achieves a -0.09% return, which is significantly higher than FIJEX's -0.28% return. Over the past 10 years, FILDX has underperformed FIJEX with an annualized return of 2.20%, while FIJEX has yielded a comparatively higher 3.58% annualized return.


FILDX

1D
0.10%
1M
-0.90%
YTD
-0.09%
6M
1.00%
1Y
3.74%
3Y*
4.72%
5Y*
2.05%
10Y*
2.20%

FIJEX

1D
0.21%
1M
-1.74%
YTD
-0.28%
6M
0.07%
1Y
2.64%
3Y*
5.68%
5Y*
3.31%
10Y*
3.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FILDX vs. FIJEX - Expense Ratio Comparison

FILDX has a 0.43% expense ratio, which is lower than FIJEX's 0.46% expense ratio.


Return for Risk

FILDX vs. FIJEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FILDX
FILDX Risk / Return Rank: 9292
Overall Rank
FILDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FILDX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FILDX Omega Ratio Rank: 8888
Omega Ratio Rank
FILDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FILDX Martin Ratio Rank: 9393
Martin Ratio Rank

FIJEX
FIJEX Risk / Return Rank: 3232
Overall Rank
FIJEX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FIJEX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FIJEX Omega Ratio Rank: 2323
Omega Ratio Rank
FIJEX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FIJEX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FILDX vs. FIJEX - 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 (FIJEX). 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.


FILDXFIJEXDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.82

+1.11

Sortino ratio

Return per unit of downside risk

2.89

1.17

+1.72

Omega ratio

Gain probability vs. loss probability

1.40

1.14

+0.26

Calmar ratio

Return relative to maximum drawdown

3.59

1.25

+2.34

Martin ratio

Return relative to average drawdown

12.65

3.54

+9.11

FILDX vs. FIJEX - Sharpe Ratio Comparison

The current FILDX Sharpe Ratio is 1.93, which is higher than the FIJEX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FILDX and FIJEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FILDXFIJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.82

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.91

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

1.12

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.96

0.00

Correlation

The correlation between FILDX and FIJEX is 0.75, 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

FILDX vs. FIJEX - Dividend Comparison

FILDX's dividend yield for the trailing twelve months is around 3.91%, less than FIJEX's 5.17% yield.


TTM20252024202320222021202020192018201720162015
FILDX
Frost Low Duration Bond Fund
3.91%3.61%4.45%3.65%1.86%1.98%2.02%2.18%1.90%1.76%1.63%1.35%
FIJEX
Frost Total Return Bond Fund
5.17%4.64%5.23%5.53%4.69%3.31%3.82%3.79%3.63%3.68%4.03%4.14%

Drawdowns

FILDX vs. FIJEX - Drawdown Comparison

The maximum FILDX drawdown since its inception was -7.20%, smaller than the maximum FIJEX drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for FILDX and FIJEX.


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Drawdown Indicators


FILDXFIJEXDifference

Max Drawdown

Largest peak-to-trough decline

-7.20%

-16.82%

+9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-2.44%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-7.20%

-7.52%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-7.20%

-11.60%

+4.40%

Current Drawdown

Current decline from peak

-1.00%

-2.15%

+1.15%

Average Drawdown

Average peak-to-trough decline

-1.61%

-2.87%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.86%

-0.55%

Volatility

FILDX vs. FIJEX - Volatility Comparison

The current volatility for Frost Low Duration Bond Fund (FILDX) is 0.71%, while Frost Total Return Bond Fund (FIJEX) has a volatility of 1.16%. This indicates that FILDX experiences smaller price fluctuations and is considered to be less risky than FIJEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FILDXFIJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.16%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.16%

1.95%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.00%

3.47%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.15%

3.66%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.82%

3.20%

-1.38%