TSIIX vs. FCFAX
Compare and contrast key facts about Thornburg Strategic Income Fund (TSIIX) and Frost Credit Fund (FCFAX).
TSIIX is managed by Thornburg. It was launched on Dec 18, 2007. FCFAX is managed by Frost Funds. It was launched on Dec 3, 2012.
Performance
TSIIX vs. FCFAX - Performance Comparison
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TSIIX vs. FCFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSIIX Thornburg Strategic Income Fund | -0.55% | 7.58% | 4.85% | 7.63% | -6.44% | 2.80% | 8.27% | 7.92% | 0.70% | 6.48% |
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, TSIIX achieves a -0.55% return, which is significantly higher than FCFAX's -0.70% return. Over the past 10 years, TSIIX has underperformed FCFAX with an annualized return of 4.41%, while FCFAX has yielded a comparatively higher 5.24% annualized return.
TSIIX
- 1D
- 0.26%
- 1M
- -1.89%
- YTD
- -0.55%
- 6M
- 0.63%
- 1Y
- 4.50%
- 3Y*
- 5.52%
- 5Y*
- 2.97%
- 10Y*
- 4.41%
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%
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TSIIX vs. FCFAX - Expense Ratio Comparison
TSIIX has a 0.60% expense ratio, which is lower than FCFAX's 0.96% expense ratio.
Return for Risk
TSIIX vs. FCFAX — Risk / Return Rank
TSIIX
FCFAX
TSIIX vs. FCFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Income Fund (TSIIX) 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.
| TSIIX | FCFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.21 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.42 | 1.69 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.41 | +1.09 |
Martin ratioReturn relative to average drawdown | 8.95 | 5.32 | +3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSIIX | FCFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.21 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.36 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.51 | 1.62 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.39 | 1.41 | -0.03 |
Correlation
The correlation between TSIIX and FCFAX is 0.59, 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
TSIIX vs. FCFAX - Dividend Comparison
TSIIX's dividend yield for the trailing twelve months is around 4.52%, less than FCFAX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSIIX Thornburg Strategic Income Fund | 4.52% | 4.99% | 5.10% | 4.50% | 3.49% | 4.17% | 3.70% | 3.82% | 3.40% | 3.59% | 3.43% | 4.51% |
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
TSIIX vs. FCFAX - Drawdown Comparison
The maximum TSIIX drawdown since its inception was -21.98%, which is greater than FCFAX's maximum drawdown of -16.33%. Use the drawdown chart below to compare losses from any high point for TSIIX and FCFAX.
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Drawdown Indicators
| TSIIX | FCFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.98% | -16.33% | -5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.14% | -2.34% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -9.40% | -10.49% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -16.33% | +6.75% |
Current DrawdownCurrent decline from peak | -1.89% | -2.03% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -1.54% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.62% | -0.02% |
Volatility
TSIIX vs. FCFAX - Volatility Comparison
Thornburg Strategic Income Fund (TSIIX) and Frost Credit Fund (FCFAX) have volatilities of 1.01% and 1.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSIIX | FCFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.02% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.83% | 1.55% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 2.63% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 2.73% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.93% | 3.24% | -0.31% |