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FOSIX vs. FSMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOSIX vs. FSMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tributary Short-Intermediate Bond Fund (FOSIX) and Tributary Small/Mid Cap Fund (FSMBX). The values are adjusted to include any dividend payments, if applicable.

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FOSIX vs. FSMBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOSIX
Tributary Short-Intermediate Bond Fund
-0.28%5.86%5.47%5.81%-4.44%-0.65%3.97%0.96%
FSMBX
Tributary Small/Mid Cap Fund
-2.81%-5.43%9.81%15.38%-13.81%33.39%12.72%10.24%

Returns By Period

In the year-to-date period, FOSIX achieves a -0.28% return, which is significantly higher than FSMBX's -2.81% return.


FOSIX

1D
0.11%
1M
-1.09%
YTD
-0.28%
6M
0.83%
1Y
3.51%
3Y*
4.99%
5Y*
2.37%
10Y*
2.34%

FSMBX

1D
-0.32%
1M
-7.82%
YTD
-2.81%
6M
-5.08%
1Y
-0.55%
3Y*
4.59%
5Y*
3.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOSIX vs. FSMBX - Expense Ratio Comparison

FOSIX has a 0.64% expense ratio, which is lower than FSMBX's 0.90% expense ratio.


Return for Risk

FOSIX vs. FSMBX — Risk / Return Rank

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

FOSIX
FOSIX Risk / Return Rank: 9393
Overall Rank
FOSIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FOSIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FOSIX Omega Ratio Rank: 9292
Omega Ratio Rank
FOSIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FOSIX Martin Ratio Rank: 9494
Martin Ratio Rank

FSMBX
FSMBX Risk / Return Rank: 55
Overall Rank
FSMBX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FSMBX Sortino Ratio Rank: 55
Sortino Ratio Rank
FSMBX Omega Ratio Rank: 55
Omega Ratio Rank
FSMBX Calmar Ratio Rank: 44
Calmar Ratio Rank
FSMBX Martin Ratio Rank: 44
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.

FOSIX vs. FSMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tributary Short-Intermediate Bond Fund (FOSIX) and Tributary Small/Mid Cap Fund (FSMBX). 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.


FOSIXFSMBXDifference

Sharpe ratio

Return per unit of total volatility

1.92

-0.00

+1.92

Sortino ratio

Return per unit of downside risk

3.29

0.15

+3.14

Omega ratio

Gain probability vs. loss probability

1.44

1.02

+0.42

Calmar ratio

Return relative to maximum drawdown

3.09

-0.14

+3.23

Martin ratio

Return relative to average drawdown

12.65

-0.40

+13.06

FOSIX vs. FSMBX - Sharpe Ratio Comparison

The current FOSIX Sharpe Ratio is 1.92, which is higher than the FSMBX Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of FOSIX and FSMBX, 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


FOSIXFSMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

-0.00

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.19

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.36

+0.98

Correlation

The correlation between FOSIX and FSMBX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FOSIX vs. FSMBX - Dividend Comparison

FOSIX's dividend yield for the trailing twelve months is around 3.80%, more than FSMBX's 0.63% yield.


TTM20252024202320222021202020192018201720162015
FOSIX
Tributary Short-Intermediate Bond Fund
3.80%4.36%4.30%2.86%2.30%1.81%2.19%2.41%2.20%2.26%2.04%1.34%
FSMBX
Tributary Small/Mid Cap Fund
0.63%0.61%0.14%0.28%1.83%3.47%0.23%0.21%0.00%0.00%0.00%0.00%

Drawdowns

FOSIX vs. FSMBX - Drawdown Comparison

The maximum FOSIX drawdown since its inception was -6.58%, smaller than the maximum FSMBX drawdown of -37.37%. Use the drawdown chart below to compare losses from any high point for FOSIX and FSMBX.


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Drawdown Indicators


FOSIXFSMBXDifference

Max Drawdown

Largest peak-to-trough decline

-6.58%

-37.37%

+30.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-13.71%

+12.40%

Max Drawdown (5Y)

Largest decline over 5 years

-6.57%

-25.22%

+18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-6.58%

Current Drawdown

Current decline from peak

-1.09%

-15.10%

+14.01%

Average Drawdown

Average peak-to-trough decline

-0.82%

-7.71%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

4.64%

-4.32%

Volatility

FOSIX vs. FSMBX - Volatility Comparison

The current volatility for Tributary Short-Intermediate Bond Fund (FOSIX) is 0.63%, while Tributary Small/Mid Cap Fund (FSMBX) has a volatility of 4.34%. This indicates that FOSIX experiences smaller price fluctuations and is considered to be less risky than FSMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOSIXFSMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

4.34%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

11.09%

-9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.07%

20.52%

-18.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.24%

18.72%

-16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.93%

22.09%

-20.16%