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DFJSX vs. DFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFJSX vs. DFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Japanese Small Company Portfolio (DFJSX) and DFA U.S. Small Cap Portfolio (DFSTX). The values are adjusted to include any dividend payments, if applicable.

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DFJSX vs. DFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFSTX
DFA U.S. Small Cap Portfolio
-0.13%8.07%11.50%17.66%-13.50%30.50%11.19%21.78%-13.20%11.19%

Returns By Period

In the year-to-date period, DFJSX achieves a 3.43% return, which is significantly higher than DFSTX's -0.13% return. Over the past 10 years, DFJSX has underperformed DFSTX with an annualized return of 8.47%, while DFSTX has yielded a comparatively higher 9.69% 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%

DFSTX

1D
-0.91%
1M
-7.67%
YTD
-0.13%
6M
1.57%
1Y
17.08%
3Y*
11.14%
5Y*
6.19%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFJSX vs. DFSTX - Expense Ratio Comparison

DFJSX has a 0.42% expense ratio, which is higher than DFSTX's 0.27% expense ratio.


Return for Risk

DFJSX vs. DFSTX — Risk / Return Rank

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

DFJSX
DFJSX Risk / Return Rank: 8282
Overall Rank
DFJSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DFJSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
DFJSX Omega Ratio Rank: 7878
Omega Ratio Rank
DFJSX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DFJSX Martin Ratio Rank: 7979
Martin Ratio Rank

DFSTX
DFSTX Risk / Return Rank: 4040
Overall Rank
DFSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DFSTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DFSTX Omega Ratio Rank: 3737
Omega Ratio Rank
DFSTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DFSTX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFJSX vs. DFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.


DFJSXDFSTXDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.80

+0.82

Sortino ratio

Return per unit of downside risk

2.18

1.27

+0.90

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

2.09

1.03

+1.06

Martin ratio

Return relative to average drawdown

7.69

4.16

+3.53

DFJSX vs. DFSTX - Sharpe Ratio Comparison

The current DFJSX Sharpe Ratio is 1.62, which is higher than the DFSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DFJSX and DFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFJSXDFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.80

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.30

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.44

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.48

-0.19

Correlation

The correlation between DFJSX and DFSTX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DFJSX vs. DFSTX - Dividend Comparison

DFJSX's dividend yield for the trailing twelve months is around 3.37%, more than DFSTX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
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%
DFSTX
DFA U.S. Small Cap Portfolio
1.09%1.08%1.05%2.45%5.18%6.39%1.08%3.30%5.16%4.56%3.10%5.90%

Drawdowns

DFJSX vs. DFSTX - Drawdown Comparison

The maximum DFJSX drawdown since its inception was -76.17%, which is greater than DFSTX's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFJSX and DFSTX.


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Drawdown Indicators


DFJSXDFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-76.17%

-60.99%

-15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-13.92%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-25.91%

-5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-40.32%

-44.78%

+4.46%

Current Drawdown

Current decline from peak

-12.02%

-9.09%

-2.93%

Average Drawdown

Average peak-to-trough decline

-30.20%

-8.80%

-21.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.47%

-0.03%

Volatility

DFJSX vs. DFSTX - Volatility Comparison

DFA Japanese Small Company Portfolio (DFJSX) has a higher volatility of 6.94% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DFJSX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFJSXDFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

5.43%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

12.19%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

21.77%

-4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

20.61%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

22.06%

-5.53%