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RWJ vs. FIJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWJ vs. FIJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600 Revenue ETF (RWJ) and Frost Total Return Bond Fund (FIJEX). The values are adjusted to include any dividend payments, if applicable.

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RWJ vs. FIJEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

RWJ
RWJ Risk / Return Rank: 5656
Overall Rank
RWJ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RWJ Sortino Ratio Rank: 5959
Sortino Ratio Rank
RWJ Omega Ratio Rank: 5353
Omega Ratio Rank
RWJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
RWJ Martin Ratio Rank: 5656
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.

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.


RWJFIJEXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.82

+0.18

Sortino ratio

Return per unit of downside risk

1.56

1.17

+0.39

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.59

1.25

+0.34

Martin ratio

Return relative to average drawdown

5.68

3.54

+2.14

RWJ vs. FIJEX - Sharpe Ratio Comparison

The current RWJ Sharpe Ratio is 1.01, which is comparable to the FIJEX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RWJ 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


RWJFIJEXDifference

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.


TTM20252024202320222021202020192018201720162015
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


RWJFIJEXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.38%

-2.15%

-5.23%

Average Drawdown

Average peak-to-trough decline

-9.31%

-2.87%

-6.44%

Ulcer Index

Depth 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


RWJFIJEXDifference

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%