Correlation
The correlation between DFJSX and EWJV is 0.51, 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.
DFJSX vs. EWJV
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and iShares MSCI Japan Value ETF (EWJV).
DFJSX is managed by Dimensional Fund Advisors LP. It was launched on Jan 30, 1986. EWJV is a passively managed fund by iShares that tracks the performance of the MSCI Japan Value Index. It was launched on Mar 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFJSX or EWJV.
Performance
DFJSX vs. EWJV - Performance Comparison
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Key characteristics
DFJSX:
1.07
EWJV:
0.70
DFJSX:
1.38
EWJV:
1.02
DFJSX:
1.18
EWJV:
1.14
DFJSX:
1.28
EWJV:
0.95
DFJSX:
3.59
EWJV:
3.25
DFJSX:
4.75%
EWJV:
4.27%
DFJSX:
18.01%
EWJV:
21.33%
DFJSX:
-76.17%
EWJV:
-30.05%
DFJSX:
-0.68%
EWJV:
-1.21%
Returns By Period
The year-to-date returns for both investments are quite close, with DFJSX having a 12.26% return and EWJV slightly higher at 12.56%.
DFJSX
12.26%
1.87%
12.39%
18.98%
11.92%
6.92%
6.04%
EWJV
12.56%
1.53%
14.35%
14.68%
14.62%
12.41%
N/A
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DFJSX vs. EWJV - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is higher than EWJV's 0.15% expense ratio.
Risk-Adjusted Performance
DFJSX vs. EWJV — Risk-Adjusted Performance Rank
DFJSX
EWJV
DFJSX vs. EWJV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and iShares MSCI Japan Value ETF (EWJV). 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.
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Dividends
DFJSX vs. EWJV - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 2.81%, less than EWJV's 3.64% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 2.81% | 3.16% | 6.45% | 5.44% | 5.26% | 2.14% | 3.98% | 7.50% | 2.41% | 1.96% | 1.38% | 1.64% |
EWJV iShares MSCI Japan Value ETF | 3.64% | 4.10% | 3.32% | 2.71% | 2.47% | 1.97% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFJSX vs. EWJV - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for DFJSX and EWJV.
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Volatility
DFJSX vs. EWJV - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 3.44%, while iShares MSCI Japan Value ETF (EWJV) has a volatility of 4.13%. This indicates that DFJSX experiences smaller price fluctuations and is considered to be less risky than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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