PortfoliosLab logoPortfoliosLab logo
PONAX vs. FCFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PONAX vs. FCFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Class A (PONAX) and Frost Credit Fund (FCFAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PONAX vs. FCFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PONAX
PIMCO Income Fund Class A
-1.42%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%
FCFAX
Frost Credit Fund
-0.70%5.21%8.01%11.23%-7.83%5.07%6.22%6.95%0.89%7.95%

Returns By Period

In the year-to-date period, PONAX achieves a -1.42% return, which is significantly lower than FCFAX's -0.70% return. Over the past 10 years, PONAX has underperformed FCFAX with an annualized return of 4.25%, while FCFAX has yielded a comparatively higher 5.24% annualized return.


PONAX

1D
0.47%
1M
-3.24%
YTD
-1.42%
6M
0.98%
1Y
5.68%
3Y*
6.79%
5Y*
3.00%
10Y*
4.25%

FCFAX

1D
-0.22%
1M
-2.03%
YTD
-0.70%
6M
-0.55%
1Y
3.04%
3Y*
6.94%
5Y*
3.69%
10Y*
5.24%
*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.


PONAX vs. FCFAX - Expense Ratio Comparison

PONAX has a 1.02% expense ratio, which is higher than FCFAX's 0.96% expense ratio.


Return for Risk

PONAX vs. FCFAX — Risk / Return Rank

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

PONAX
PONAX Risk / Return Rank: 7878
Overall Rank
PONAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PONAX Omega Ratio Rank: 7474
Omega Ratio Rank
PONAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PONAX Martin Ratio Rank: 7474
Martin Ratio Rank

FCFAX
FCFAX Risk / Return Rank: 6363
Overall Rank
FCFAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FCFAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FCFAX Omega Ratio Rank: 6363
Omega Ratio Rank
FCFAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FCFAX Martin Ratio Rank: 5555
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.

PONAX vs. FCFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class A (PONAX) and Frost Credit Fund (FCFAX). 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.


PONAXFCFAXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.21

+0.27

Sortino ratio

Return per unit of downside risk

2.11

1.69

+0.42

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

1.76

1.41

+0.35

Martin ratio

Return relative to average drawdown

7.07

5.32

+1.75

PONAX vs. FCFAX - Sharpe Ratio Comparison

The current PONAX Sharpe Ratio is 1.48, which is comparable to the FCFAX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of PONAX and FCFAX, 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


PONAXFCFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.21

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.36

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

1.62

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

1.41

+0.06

Correlation

The correlation between PONAX and FCFAX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PONAX vs. FCFAX - Dividend Comparison

PONAX's dividend yield for the trailing twelve months is around 5.20%, less than FCFAX's 5.61% yield.


TTM20252024202320222021202020192018201720162015
PONAX
PIMCO Income Fund Class A
5.20%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%
FCFAX
Frost Credit Fund
5.61%6.10%5.76%5.93%5.00%3.65%3.69%4.62%5.05%5.85%4.84%4.95%

Drawdowns

PONAX vs. FCFAX - Drawdown Comparison

The maximum PONAX drawdown since its inception was -13.64%, smaller than the maximum FCFAX drawdown of -16.33%. Use the drawdown chart below to compare losses from any high point for PONAX and FCFAX.


Loading graphics...

Drawdown Indicators


PONAXFCFAXDifference

Max Drawdown

Largest peak-to-trough decline

-13.64%

-16.33%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-2.34%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-13.64%

-10.49%

-3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-13.64%

-16.33%

+2.69%

Current Drawdown

Current decline from peak

-3.24%

-2.03%

-1.21%

Average Drawdown

Average peak-to-trough decline

-1.80%

-1.54%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.62%

+0.30%

Volatility

PONAX vs. FCFAX - Volatility Comparison

PIMCO Income Fund Class A (PONAX) has a higher volatility of 1.88% compared to Frost Credit Fund (FCFAX) at 1.02%. This indicates that PONAX's price experiences larger fluctuations and is considered to be riskier than FCFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PONAXFCFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.02%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

1.55%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

2.63%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

2.73%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.16%

3.24%

+0.92%