FIJEX vs. AAPL
FIJEX (Frost Total Return Bond Fund) is Short-Term Bond fund managed by Frost Funds, while AAPL (Apple Inc) is a stock. Over the past 10 years, FIJEX returned 3.40%/yr vs 30.81%/yr for AAPL. At a correlation of -0.06, they often move in opposite directions.
Performance
FIJEX vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, FIJEX achieves a 1.10% return, which is significantly lower than AAPL's 22.81% return. Over the past 10 years, FIJEX has underperformed AAPL with an annualized return of 3.40%, while AAPL has yielded a comparatively higher 30.81% annualized return.
FIJEX
- 1D
- 0.21%
- 1M
- -0.38%
- 6M
- 0.58%
- YTD
- 1.10%
- 1Y
- 4.55%
- 3Y*
- 5.79%
- 5Y*
- 3.16%
- 10Y*
- 3.40%
AAPL
- 1D
- 1.76%
- 1M
- 11.37%
- 6M
- 29.31%
- YTD
- 22.81%
- 1Y
- 59.20%
- 3Y*
- 20.32%
- 5Y*
- 18.49%
- 10Y*
- 30.81%
FIJEX vs. AAPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIJEX Frost Total Return Bond Fund | 1.10% | 4.83% | 6.44% | 8.64% | -5.30% | 3.45% | 3.49% | 5.38% | 1.38% | 4.43% |
AAPL Apple Inc | 22.81% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 82.31% | 88.96% | -5.39% | 48.46% |
Correlation
The correlation between FIJEX and AAPL is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | -0.06 |
The correlation between FIJEX and AAPL shifts across timeframes, from -0.06 (all time) to 0.16 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIJEX vs. AAPL — Risk / Return Rank
FIJEX
AAPL
FIJEX vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Total Return Bond Fund (FIJEX) and Apple Inc (AAPL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIJEX | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 4.31 | -2.22 |
| Martin ratioReturn relative to average drawdown | 6.15 | 10.27 | -4.11 |
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Drawdowns
FIJEX vs. AAPL - Drawdown Comparison
The maximum FIJEX drawdown since its inception was -16.82%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for FIJEX and AAPL.
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Drawdown Indicators
| FIJEX | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.82% | -81.80% | +64.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -13.80% | +11.55% |
Max Drawdown (3Y)Largest decline over 3 years | -3.40% | -33.36% | +29.96% |
Max Drawdown (5Y)Largest decline over 5 years | -7.52% | -33.36% | +25.84% |
Max Drawdown (10Y)Largest decline over 10 years | -11.60% | -38.52% | +26.92% |
Current DrawdownCurrent decline from peak | -0.79% | 0.00% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -29.55% | +26.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 5.78% | -5.02% |
Volatility
FIJEX vs. AAPL - Volatility Comparison
The current volatility for Frost Total Return Bond Fund (FIJEX) is 0.98%, while Apple Inc (AAPL) has a volatility of 10.39%. This indicates that FIJEX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIJEX | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 10.39% | -9.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 19.23% | -16.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.10% | 24.39% | -21.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.73% | 27.82% | -24.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 29.07% | -25.83% |
Dividends
FIJEX vs. AAPL - Dividend Comparison
FIJEX's dividend yield for the trailing twelve months is around 5.81%, more than AAPL's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.32% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
FIJEX Frost Total Return Bond Fund | 5.81% | 4.64% | 5.23% | 5.53% | 4.69% | 3.31% | 3.82% | 3.79% | 3.63% | 3.68% | 4.03% | 4.14% |
Frequently Asked Questions
FIJEX and AAPL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAPL has higher volatility (10.39%) compared to FIJEX (0.98%). In terms of maximum drawdown, FIJEX dropped -16.82% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.44 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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