PortfoliosLab logoPortfoliosLab logo
FPACX vs. FPNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPACX vs. FPNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FPA Crescent Fund (FPACX) and FPA New Income Fund (FPNIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FPACX vs. FPNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPACX
FPA Crescent Fund
-3.27%17.69%12.42%20.30%-9.20%15.09%12.14%20.03%-7.42%10.38%
FPNIX
FPA New Income Fund
-0.16%6.71%4.58%6.78%-3.10%0.84%2.51%3.81%2.30%2.67%

Returns By Period

In the year-to-date period, FPACX achieves a -3.27% return, which is significantly lower than FPNIX's -0.16% return. Over the past 10 years, FPACX has outperformed FPNIX with an annualized return of 9.35%, while FPNIX has yielded a comparatively lower 2.86% annualized return.


FPACX

1D
0.19%
1M
-6.57%
YTD
-3.27%
6M
-0.26%
1Y
14.07%
3Y*
13.33%
5Y*
7.95%
10Y*
9.35%

FPNIX

1D
0.30%
1M
-1.48%
YTD
-0.16%
6M
0.98%
1Y
4.49%
3Y*
5.26%
5Y*
2.98%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FPACX vs. FPNIX - Expense Ratio Comparison

FPACX has a 1.00% expense ratio, which is higher than FPNIX's 0.45% expense ratio.


Return for Risk

FPACX vs. FPNIX — Risk / Return Rank

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

FPACX
FPACX Risk / Return Rank: 7272
Overall Rank
FPACX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FPACX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FPACX Omega Ratio Rank: 7272
Omega Ratio Rank
FPACX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FPACX Martin Ratio Rank: 6565
Martin Ratio Rank

FPNIX
FPNIX Risk / Return Rank: 8989
Overall Rank
FPNIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FPNIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FPNIX Omega Ratio Rank: 8585
Omega Ratio Rank
FPNIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPNIX Martin Ratio Rank: 9292
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.

FPACX vs. FPNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FPA Crescent Fund (FPACX) and FPA New Income Fund (FPNIX). 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.


FPACXFPNIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.74

-0.47

Sortino ratio

Return per unit of downside risk

1.84

2.59

-0.75

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

1.71

2.49

-0.78

Martin ratio

Return relative to average drawdown

6.19

11.01

-4.81

FPACX vs. FPNIX - Sharpe Ratio Comparison

The current FPACX Sharpe Ratio is 1.27, which is comparable to the FPNIX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FPACX and FPNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FPACXFPNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.74

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.24

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

1.52

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.02

-0.16

Correlation

The correlation between FPACX and FPNIX is 0.04, 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

FPACX vs. FPNIX - Dividend Comparison

FPACX's dividend yield for the trailing twelve months is around 9.92%, more than FPNIX's 3.81% yield.


TTM20252024202320222021202020192018201720162015
FPACX
FPA Crescent Fund
9.92%9.60%7.95%3.72%0.77%11.62%4.80%4.65%8.87%3.70%4.98%6.34%
FPNIX
FPA New Income Fund
3.81%3.36%4.39%3.37%2.13%1.24%2.17%2.63%3.10%2.84%2.31%1.87%

Drawdowns

FPACX vs. FPNIX - Drawdown Comparison

The maximum FPACX drawdown since its inception was -31.60%, which is greater than FPNIX's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for FPACX and FPNIX.


Loading graphics...

Drawdown Indicators


FPACXFPNIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-22.95%

-8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-1.97%

-5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-4.67%

-13.80%

Max Drawdown (10Y)

Largest decline over 10 years

-29.46%

-4.67%

-24.79%

Current Drawdown

Current decline from peak

-7.19%

-1.48%

-5.71%

Average Drawdown

Average peak-to-trough decline

-3.89%

-1.86%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.45%

+1.59%

Volatility

FPACX vs. FPNIX - Volatility Comparison

FPA Crescent Fund (FPACX) has a higher volatility of 3.28% compared to FPA New Income Fund (FPNIX) at 1.10%. This indicates that FPACX's price experiences larger fluctuations and is considered to be riskier than FPNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FPACXFPNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

1.10%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.37%

1.64%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

2.66%

+8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

2.41%

+9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

1.88%

+11.29%