PortfoliosLab logo
DFJ vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFJ and SCHD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DFJ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan SmallCap Dividend Fund (DFJ) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
126.70%
362.50%
DFJ
SCHD

Key characteristics

Sharpe Ratio

DFJ:

-0.22

SCHD:

-0.07

Sortino Ratio

DFJ:

-0.18

SCHD:

-0.00

Omega Ratio

DFJ:

0.98

SCHD:

1.00

Calmar Ratio

DFJ:

-0.33

SCHD:

-0.08

Martin Ratio

DFJ:

-0.77

SCHD:

-0.29

Ulcer Index

DFJ:

4.62%

SCHD:

3.36%

Daily Std Dev

DFJ:

16.58%

SCHD:

13.82%

Max Drawdown

DFJ:

-46.00%

SCHD:

-33.37%

Current Drawdown

DFJ:

-10.49%

SCHD:

-12.81%

Returns By Period

In the year-to-date period, DFJ achieves a -3.30% return, which is significantly higher than SCHD's -6.63% return. Over the past 10 years, DFJ has underperformed SCHD with an annualized return of 4.99%, while SCHD has yielded a comparatively higher 10.29% annualized return.


DFJ

YTD

-3.30%

1M

-8.09%

6M

-8.15%

1Y

-3.03%

5Y*

9.21%

10Y*

4.99%

SCHD

YTD

-6.63%

1M

-9.06%

6M

-8.76%

1Y

0.03%

5Y*

15.34%

10Y*

10.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFJ vs. SCHD - Expense Ratio Comparison

DFJ has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for DFJ: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFJ: 0.58%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

DFJ vs. SCHD — Risk-Adjusted Performance Rank

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

DFJ
The Risk-Adjusted Performance Rank of DFJ is 2020
Overall Rank
The Sharpe Ratio Rank of DFJ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of DFJ is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DFJ is 2121
Omega Ratio Rank
The Calmar Ratio Rank of DFJ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DFJ is 2020
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2222
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFJ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan SmallCap Dividend Fund (DFJ) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for DFJ, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00
DFJ: -0.22
SCHD: -0.07
The chart of Sortino ratio for DFJ, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.0010.00
DFJ: -0.18
SCHD: -0.00
The chart of Omega ratio for DFJ, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
DFJ: 0.98
SCHD: 1.00
The chart of Calmar ratio for DFJ, currently valued at -0.33, compared to the broader market0.005.0010.0015.00
DFJ: -0.33
SCHD: -0.08
The chart of Martin ratio for DFJ, currently valued at -0.77, compared to the broader market0.0020.0040.0060.0080.00
DFJ: -0.77
SCHD: -0.29

The current DFJ Sharpe Ratio is -0.22, which is lower than the SCHD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of DFJ and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.22
-0.07
DFJ
SCHD

Dividends

DFJ vs. SCHD - Dividend Comparison

DFJ's dividend yield for the trailing twelve months is around 1.72%, less than SCHD's 4.11% yield.


TTM20242023202220212020201920182017201620152014
DFJ
WisdomTree Japan SmallCap Dividend Fund
1.72%2.46%2.43%2.62%2.07%2.59%2.24%1.89%1.60%1.76%1.23%1.63%
SCHD
Schwab US Dividend Equity ETF
4.11%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DFJ vs. SCHD - Drawdown Comparison

The maximum DFJ drawdown since its inception was -46.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFJ and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.49%
-12.81%
DFJ
SCHD

Volatility

DFJ vs. SCHD - Volatility Comparison

The current volatility for WisdomTree Japan SmallCap Dividend Fund (DFJ) is 6.51%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 8.05%. This indicates that DFJ experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
6.51%
8.05%
DFJ
SCHD