FIJEX vs. SWSBX
Compare and contrast key facts about Frost Total Return Bond Fund (FIJEX) and Schwab Short-Term Bond Index Fund (SWSBX).
FIJEX is managed by Frost Funds. It was launched on Apr 25, 2008. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Performance
FIJEX vs. SWSBX - Performance Comparison
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FIJEX vs. SWSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIJEX Frost Total Return Bond Fund | -0.49% | 4.83% | 6.44% | 8.64% | -5.30% | 3.45% | 3.49% | 5.38% | 1.38% | 3.11% |
SWSBX Schwab Short-Term Bond Index Fund | -0.27% | 6.06% | 3.42% | 3.95% | -5.89% | -1.28% | 4.47% | 4.96% | 1.34% | 0.85% |
Returns By Period
In the year-to-date period, FIJEX achieves a -0.49% return, which is significantly lower than SWSBX's -0.27% return.
FIJEX
- 1D
- -0.10%
- 1M
- -2.35%
- YTD
- -0.49%
- 6M
- 0.07%
- 1Y
- 2.63%
- 3Y*
- 5.60%
- 5Y*
- 3.33%
- 10Y*
- 3.56%
SWSBX
- 1D
- 0.21%
- 1M
- -1.23%
- YTD
- -0.27%
- 6M
- 0.88%
- 1Y
- 3.63%
- 3Y*
- 3.74%
- 5Y*
- 1.25%
- 10Y*
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FIJEX vs. SWSBX - Expense Ratio Comparison
FIJEX has a 0.46% expense ratio, which is higher than SWSBX's 0.06% expense ratio.
Return for Risk
FIJEX vs. SWSBX — Risk / Return Rank
FIJEX
SWSBX
FIJEX vs. SWSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frost Total Return Bond Fund (FIJEX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.
| FIJEX | SWSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.71 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.83 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.36 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 2.79 | -1.66 |
Martin ratioReturn relative to average drawdown | 3.21 | 10.25 | -7.04 |
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
| FIJEX | SWSBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.71 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.42 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.76 | +0.20 |
Correlation
The correlation between FIJEX and SWSBX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FIJEX vs. SWSBX - Dividend Comparison
FIJEX's dividend yield for the trailing twelve months is around 5.18%, more than SWSBX's 3.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIJEX Frost Total Return Bond Fund | 5.18% | 4.64% | 5.23% | 5.53% | 4.69% | 3.31% | 3.82% | 3.79% | 3.63% | 3.68% | 4.03% | 4.14% |
SWSBX Schwab Short-Term Bond Index Fund | 3.79% | 4.09% | 3.66% | 2.36% | 1.11% | 0.97% | 1.82% | 2.41% | 2.12% | 1.56% | 0.00% | 0.00% |
Drawdowns
FIJEX vs. SWSBX - Drawdown Comparison
The maximum FIJEX drawdown since its inception was -16.82%, which is greater than SWSBX's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for FIJEX and SWSBX.
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Drawdown Indicators
| FIJEX | SWSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.82% | -9.06% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -1.54% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -7.52% | -9.06% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -11.60% | — | — |
Current DrawdownCurrent decline from peak | -2.35% | -1.23% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -1.81% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 0.42% | +0.43% |
Volatility
FIJEX vs. SWSBX - Volatility Comparison
Frost Total Return Bond Fund (FIJEX) has a higher volatility of 1.16% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that FIJEX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIJEX | SWSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.73% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 1.49% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.47% | 2.40% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.66% | 2.95% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.20% | 2.47% | +0.73% |