BAH vs. DXJ
BAH (Booz Allen Hamilton Holding Corporation) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, BAH returned 10.16%/yr vs 19.26%/yr for DXJ. At a 0.28 correlation, their price movements are largely independent.
Performance
BAH vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, BAH achieves a -24.57% return, which is significantly lower than DXJ's 20.40% return. Over the past 10 years, BAH has underperformed DXJ with an annualized return of 10.16%, while DXJ has yielded a comparatively higher 19.26% annualized return.
BAH
- 1D
- -1.88%
- 1M
- -19.74%
- YTD
- -24.57%
- 6M
- -25.27%
- 1Y
- -35.73%
- 3Y*
- -14.81%
- 5Y*
- -4.64%
- 10Y*
- 10.16%
DXJ
- 1D
- 0.14%
- 1M
- 2.35%
- YTD
- 20.40%
- 6M
- 21.04%
- 1Y
- 56.13%
- 3Y*
- 31.72%
- 5Y*
- 26.33%
- 10Y*
- 19.26%
BAH vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | -24.57% | -33.02% | 2.00% | 24.47% | 25.71% | -1.04% | 24.46% | 60.16% | 20.21% | 7.77% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.40% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between BAH and DXJ is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2010 | 0.28 |
The correlation between BAH and DXJ shifts across timeframes, from -0.05 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BAH vs. DXJ — Risk / Return Rank
BAH
DXJ
BAH vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Booz Allen Hamilton Holding Corporation (BAH) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
| BAH | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.03 | ||
| Sortino ratioReturn per unit of downside risk | -5.24 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.56 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 5.14 | -5.94 |
| Martin ratioReturn relative to average drawdown | -1.51 | 19.81 | -21.32 |
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Drawdowns
BAH vs. DXJ - Drawdown Comparison
The maximum BAH drawdown since its inception was -64.92%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for BAH and DXJ.
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Drawdown Indicators
| BAH | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -49.63% | -15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -44.49% | -10.98% | -33.51% |
Max Drawdown (3Y)Largest decline over 3 years | -64.92% | -22.19% | -42.73% |
Max Drawdown (5Y)Largest decline over 5 years | -64.92% | -22.19% | -42.73% |
Max Drawdown (10Y)Largest decline over 10 years | -64.92% | -39.14% | -25.78% |
Current DrawdownCurrent decline from peak | -64.92% | -3.44% | -61.48% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -14.30% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.73% | 2.84% | +20.89% |
Volatility
BAH vs. DXJ - Volatility Comparison
Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 12.91% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.28%. This indicates that BAH's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAH | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.91% | 6.28% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 31.53% | 13.94% | +17.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.86% | 18.14% | +20.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 19.07% | +12.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.83% | 20.00% | +8.83% |
Dividends
BAH vs. DXJ - Dividend Comparison
BAH's dividend yield for the trailing twelve months is around 3.64%, more than DXJ's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | 3.64% | 2.61% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.07% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
Frequently Asked Questions
BAH and DXJ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAH has higher volatility (12.91%) compared to DXJ (6.28%). In terms of maximum drawdown, BAH dropped -64.92% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.11 vs -0.92), 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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