VB vs. FIJEX
VB (Vanguard Small-Cap ETF) and FIJEX (Frost Total Return Bond Fund) are both funds - VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while FIJEX is a Short-Term Bond fund managed by Frost Funds. Over the past 10 years, VB returned 10.93%/yr vs 3.39%/yr for FIJEX. At a correlation of -0.05, they often move in opposite directions. VB charges 0.05%/yr vs 0.46%/yr for FIJEX.
Performance
VB vs. FIJEX - Performance Comparison
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Returns By Period
In the year-to-date period, VB achieves a 14.83% return, which is significantly higher than FIJEX's 1.10% return. Over the past 10 years, VB has outperformed FIJEX with an annualized return of 10.93%, while FIJEX has yielded a comparatively lower 3.39% annualized return.
VB
- 1D
- -0.68%
- 1M
- -0.48%
- 6M
- 7.51%
- YTD
- 14.83%
- 1Y
- 22.58%
- 3Y*
- 14.33%
- 5Y*
- 7.48%
- 10Y*
- 10.93%
- ALL TIME*
- 9.88%
FIJEX
- 1D
- 0.00%
- 1M
- -0.17%
- 6M
- 0.78%
- YTD
- 1.10%
- 1Y
- 4.44%
- 3Y*
- 5.75%
- 5Y*
- 3.16%
- 10Y*
- 3.39%
- ALL TIME*
- 3.38%
VB vs. FIJEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 14.83% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
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% |
Correlation
The correlation between VB and FIJEX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | -0.05 |
The correlation between VB and FIJEX shifts across timeframes, from -0.05 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VB vs. FIJEX — Risk / Return Rank
VB
FIJEX
VB vs. FIJEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) 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.
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.
| VB | FIJEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.04 | +0.48 |
| Martin ratioReturn relative to average drawdown | 9.17 | 5.98 | +3.18 |
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Drawdowns
VB vs. FIJEX - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, which is greater than FIJEX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VB and FIJEX.
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Drawdown Indicators
| VB | FIJEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -16.82% | -42.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -2.25% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -3.40% | -21.96% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -7.52% | -20.63% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -11.60% | -30.45% |
Current DrawdownCurrent decline from peak | -2.94% | -0.79% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -2.85% | -5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 0.76% | +1.71% |
Volatility
VB vs. FIJEX - Volatility Comparison
Vanguard Small-Cap ETF (VB) has a higher volatility of 3.21% compared to Frost Total Return Bond Fund (FIJEX) at 0.95%. This indicates that VB'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
| VB | FIJEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 0.95% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 2.42% | +9.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 3.09% | +13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 3.73% | +16.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 3.24% | +18.13% |
VB vs. FIJEX - Expense Ratio Comparison
VB has a 0.05% expense ratio, which is lower than FIJEX's 0.46% expense ratio.
Dividends
VB vs. FIJEX - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.23%, less than FIJEX's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VB Vanguard Small-Cap ETF | 1.23% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
VB and FIJEX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VB has higher volatility (3.21%) compared to FIJEX (0.95%). In terms of maximum drawdown, VB dropped -59.56% vs FIJEX's -16.82%.
FIJEX currently has the higher Sharpe Ratio (1.48 vs 1.38), 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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