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 9.83%/yr vs 18.56%/yr for DXJ. At a 0.28 correlation, their price movements are largely independent.
Performance
BAH vs. DXJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BAH achieves a -21.46% return, which is significantly lower than DXJ's 22.45% return. Over the past 10 years, BAH has underperformed DXJ with an annualized return of 9.83%, while DXJ has yielded a comparatively higher 18.56% annualized return.
BAH
- 1D
- 2.06%
- 1M
- -11.79%
- 6M
- -31.78%
- YTD
- -21.46%
- 1Y
- -36.17%
- 3Y*
- -15.43%
- 5Y*
- -4.30%
- 10Y*
- 9.83%
DXJ
- 1D
- -0.77%
- 1M
- 1.23%
- 6M
- 13.56%
- YTD
- 22.45%
- 1Y
- 55.16%
- 3Y*
- 32.87%
- 5Y*
- 27.54%
- 10Y*
- 18.56%
BAH vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | -21.46% | -33.02% | 2.00% | 24.47% | 25.71% | -1.04% | 24.46% | 60.16% | 20.21% | 7.77% |
DXJ WisdomTree Japan Hedged Equity Fund | 22.45% | 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 -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
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 -0.06 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -3.95 | ||
| Sortino ratioReturn per unit of downside risk | -5.16 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.54 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 5.05 | -5.82 |
| Martin ratioReturn relative to average drawdown | -1.39 | 19.17 | -20.56 |
Loading charts...
Drawdowns
BAH vs. DXJ - Drawdown Comparison
The maximum BAH drawdown since its inception was -66.59%, 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.
Loading charts...
Drawdown Indicators
| BAH | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.59% | -49.63% | -16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -47.12% | -10.98% | -36.14% |
Max Drawdown (3Y)Largest decline over 3 years | -66.59% | -22.19% | -44.40% |
Max Drawdown (5Y)Largest decline over 5 years | -66.59% | -22.19% | -44.40% |
Max Drawdown (10Y)Largest decline over 10 years | -66.59% | -39.14% | -27.45% |
Current DrawdownCurrent decline from peak | -63.48% | -2.45% | -61.03% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -14.27% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.09% | 2.89% | +23.20% |
Volatility
BAH vs. DXJ - Volatility Comparison
Booz Allen Hamilton Holding Corporation (BAH) has a higher volatility of 13.26% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.26%. 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.
Loading charts...
Volatility by Period
| BAH | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.26% | 6.26% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 31.87% | 14.30% | +17.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.51% | 18.31% | +21.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.54% | 19.05% | +12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.91% | 19.92% | +8.99% |
Dividends
BAH vs. DXJ - Dividend Comparison
BAH's dividend yield for the trailing twelve months is around 3.49%, more than DXJ's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | 3.49% | 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 | 0.96% | 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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAH has higher volatility (13.26%) compared to DXJ (6.26%). In terms of maximum drawdown, BAH dropped -66.59% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.03 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.
Find the right allocation for BAH and DXJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer