DFJSX vs. DFJ
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and WisdomTree Japan SmallCap Dividend Fund (DFJ).
DFJSX is managed by Dimensional. It was launched on Jan 30, 1986. DFJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan SmallCap Dividend Index. It was launched on Jun 16, 2006.
Performance
DFJSX vs. DFJ - Performance Comparison
Loading graphics...
DFJSX vs. DFJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 3.43% | 31.65% | 4.35% | 17.08% | -11.36% | -0.39% | 3.78% | 18.23% | -19.56% | 35.69% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 5.94% | 31.90% | 2.80% | 21.81% | -9.00% | 0.38% | 1.29% | 16.98% | -18.53% | 32.14% |
Returns By Period
In the year-to-date period, DFJSX achieves a 3.43% return, which is significantly lower than DFJ's 5.94% return. Over the past 10 years, DFJSX has underperformed DFJ with an annualized return of 8.47%, while DFJ has yielded a comparatively higher 9.09% annualized return.
DFJSX
- 1D
- -0.58%
- 1M
- -12.02%
- YTD
- 3.43%
- 6M
- 5.62%
- 1Y
- 29.14%
- 3Y*
- 16.13%
- 5Y*
- 7.40%
- 10Y*
- 8.47%
DFJ
- 1D
- 3.53%
- 1M
- -9.59%
- YTD
- 5.94%
- 6M
- 9.16%
- 1Y
- 32.42%
- 3Y*
- 17.78%
- 5Y*
- 8.69%
- 10Y*
- 9.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFJSX vs. DFJ - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is lower than DFJ's 0.58% expense ratio.
Return for Risk
DFJSX vs. DFJ — Risk / Return Rank
DFJSX
DFJ
DFJSX vs. DFJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and WisdomTree Japan SmallCap Dividend Fund (DFJ). 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.
| DFJSX | DFJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.88 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.54 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.41 | -0.32 |
Martin ratioReturn relative to average drawdown | 7.69 | 8.69 | -1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFJSX | DFJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.88 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.55 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.54 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.30 | -0.01 |
Correlation
The correlation between DFJSX and DFJ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFJSX vs. DFJ - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 3.37%, more than DFJ's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 3.37% | 3.49% | 3.16% | 6.45% | 5.44% | 5.26% | 2.14% | 3.98% | 7.50% | 2.41% | 1.97% | 1.38% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 2.51% | 2.68% | 2.46% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% |
Drawdowns
DFJSX vs. DFJ - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than DFJ's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for DFJSX and DFJ.
Loading graphics...
Drawdown Indicators
| DFJSX | DFJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.17% | -46.00% | -30.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -13.03% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -29.71% | -1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | -40.02% | -0.30% |
Current DrawdownCurrent decline from peak | -12.02% | -9.59% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -30.20% | -11.19% | -19.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.62% | -0.18% |
Volatility
DFJSX vs. DFJ - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 6.94%, while WisdomTree Japan SmallCap Dividend Fund (DFJ) has a volatility of 7.65%. This indicates that DFJSX experiences smaller price fluctuations and is considered to be less risky than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFJSX | DFJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 7.65% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 12.62% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 17.39% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 15.75% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 16.90% | -0.37% |