RWJ vs. FIJEX
Compare and contrast key facts about Invesco S&P SmallCap 600 Revenue ETF (RWJ) and Frost Total Return Bond Fund (FIJEX).
RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008. FIJEX is managed by Frost Funds. It was launched on Apr 25, 2008.
Performance
RWJ vs. FIJEX - Performance Comparison
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RWJ vs. FIJEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 4.08% | 7.75% | 11.81% | 16.21% | -10.97% | 52.82% | 20.83% | 20.29% | -16.95% | 5.30% |
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, RWJ achieves a 4.08% return, which is significantly higher than FIJEX's -0.28% return. Over the past 10 years, RWJ has outperformed FIJEX with an annualized return of 12.14%, while FIJEX has yielded a comparatively lower 3.58% annualized return.
RWJ
- 1D
- 0.12%
- 1M
- -3.36%
- YTD
- 4.08%
- 6M
- 4.51%
- 1Y
- 25.44%
- 3Y*
- 11.97%
- 5Y*
- 6.89%
- 10Y*
- 12.14%
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%
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RWJ vs. FIJEX - Expense Ratio Comparison
RWJ has a 0.39% expense ratio, which is lower than FIJEX's 0.46% expense ratio.
Return for Risk
RWJ vs. FIJEX — Risk / Return Rank
RWJ
FIJEX
RWJ vs. FIJEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) 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.
| RWJ | FIJEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.82 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.17 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.25 | +0.34 |
Martin ratioReturn relative to average drawdown | 5.68 | 3.54 | +2.14 |
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
| RWJ | FIJEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.82 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.91 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.12 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.96 | -0.52 |
Correlation
The correlation between RWJ 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
RWJ vs. FIJEX - Dividend Comparison
RWJ's dividend yield for the trailing twelve months is around 1.13%, less than FIJEX's 5.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.13% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
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
RWJ vs. FIJEX - Drawdown Comparison
The maximum RWJ drawdown since its inception was -55.97%, which is greater than FIJEX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for RWJ and FIJEX.
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Drawdown Indicators
| RWJ | FIJEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.97% | -16.82% | -39.15% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -2.44% | -13.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -7.52% | -21.77% |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | -11.60% | -39.73% |
Current DrawdownCurrent decline from peak | -7.38% | -2.15% | -5.23% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -2.87% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 0.86% | +3.66% |
Volatility
RWJ vs. FIJEX - Volatility Comparison
Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a higher volatility of 6.11% compared to Frost Total Return Bond Fund (FIJEX) at 1.16%. This indicates that RWJ'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
| RWJ | FIJEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 1.16% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 1.95% | +12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.39% | 3.47% | +21.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.88% | 3.66% | +20.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 3.20% | +22.96% |