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DBEF vs. FIJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBEF vs. FIJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Frost Total Return Bond Fund (FIJEX). The values are adjusted to include any dividend payments, if applicable.

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DBEF vs. FIJEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
4.36%23.16%13.40%20.15%-5.13%19.60%2.03%24.94%-9.52%16.74%
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, DBEF achieves a 4.36% return, which is significantly higher than FIJEX's -0.28% return. Over the past 10 years, DBEF has outperformed FIJEX with an annualized return of 11.84%, while FIJEX has yielded a comparatively lower 3.58% annualized return.


DBEF

1D
1.64%
1M
-2.96%
YTD
4.36%
6M
10.23%
1Y
22.76%
3Y*
17.05%
5Y*
12.72%
10Y*
11.84%

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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DBEF vs. FIJEX - Expense Ratio Comparison

DBEF has a 0.36% expense ratio, which is lower than FIJEX's 0.46% expense ratio.


Return for Risk

DBEF vs. FIJEX — Risk / Return Rank

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

DBEF
DBEF Risk / Return Rank: 7575
Overall Rank
DBEF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBEF Sortino Ratio Rank: 7575
Sortino Ratio Rank
DBEF Omega Ratio Rank: 7676
Omega Ratio Rank
DBEF Calmar Ratio Rank: 7272
Calmar Ratio Rank
DBEF Martin Ratio Rank: 7676
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.

DBEF vs. FIJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) 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.


DBEFFIJEXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.82

+0.55

Sortino ratio

Return per unit of downside risk

1.95

1.17

+0.79

Omega ratio

Gain probability vs. loss probability

1.30

1.14

+0.15

Calmar ratio

Return relative to maximum drawdown

1.92

1.25

+0.67

Martin ratio

Return relative to average drawdown

8.42

3.54

+4.88

DBEF vs. FIJEX - Sharpe Ratio Comparison

The current DBEF Sharpe Ratio is 1.38, which is higher than the FIJEX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DBEF 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


DBEFFIJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.82

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.91

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

1.12

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.96

-0.43

Correlation

The correlation between DBEF and FIJEX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DBEF vs. FIJEX - Dividend Comparison

DBEF's dividend yield for the trailing twelve months is around 5.32%, more than FIJEX's 5.17% yield.


TTM20252024202320222021202020192018201720162015
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
5.32%5.55%1.29%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%
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

DBEF vs. FIJEX - Drawdown Comparison

The maximum DBEF drawdown since its inception was -32.46%, which is greater than FIJEX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for DBEF and FIJEX.


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Drawdown Indicators


DBEFFIJEXDifference

Max Drawdown

Largest peak-to-trough decline

-32.46%

-16.82%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-2.44%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.95%

-7.52%

-7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-32.46%

-11.60%

-20.86%

Current Drawdown

Current decline from peak

-4.33%

-2.15%

-2.18%

Average Drawdown

Average peak-to-trough decline

-4.77%

-2.87%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

0.86%

+1.86%

Volatility

DBEF vs. FIJEX - Volatility Comparison

Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a higher volatility of 5.97% compared to Frost Total Return Bond Fund (FIJEX) at 1.16%. This indicates that DBEF's price experiences larger fluctuations and is considered to be riskier 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


DBEFFIJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

1.16%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

1.95%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

3.47%

+13.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

3.66%

+9.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

3.20%

+12.62%