DFJSX vs. FIQLX
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and Fidelity Advisor Japan Fund Class Z (FIQLX).
DFJSX is managed by Dimensional. It was launched on Jan 30, 1986. FIQLX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
DFJSX vs. FIQLX - Performance Comparison
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DFJSX vs. FIQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 3.43% | 31.65% | 4.35% | 17.08% | -11.36% | -0.39% | 3.78% | 18.23% | -13.05% |
FIQLX Fidelity Advisor Japan Fund Class Z | 2.59% | 31.84% | 7.43% | 16.09% | -22.16% | 3.32% | 25.58% | 25.93% | -11.46% |
Returns By Period
In the year-to-date period, DFJSX achieves a 3.43% return, which is significantly higher than FIQLX's 2.59% 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%
FIQLX
- 1D
- 0.00%
- 1M
- -12.73%
- YTD
- 2.59%
- 6M
- 5.97%
- 1Y
- 32.83%
- 3Y*
- 16.22%
- 5Y*
- 6.19%
- 10Y*
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DFJSX vs. FIQLX - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is lower than FIQLX's 0.96% expense ratio.
Return for Risk
DFJSX vs. FIQLX — Risk / Return Rank
DFJSX
FIQLX
DFJSX vs. FIQLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and Fidelity Advisor Japan Fund Class Z (FIQLX). 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 | FIQLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.38 | +0.24 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.89 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.08 | +0.01 |
Martin ratioReturn relative to average drawdown | 7.69 | 8.19 | -0.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFJSX | FIQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.38 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.32 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.46 | -0.17 |
Correlation
The correlation between DFJSX and FIQLX is 0.84, 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. FIQLX - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 3.37%, less than FIQLX's 9.79% 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% |
FIQLX Fidelity Advisor Japan Fund Class Z | 9.79% | 10.04% | 5.04% | 3.88% | 0.00% | 11.89% | 1.97% | 1.35% | 0.48% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFJSX vs. FIQLX - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than FIQLX's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for DFJSX and FIQLX.
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Drawdown Indicators
| DFJSX | FIQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.17% | -36.13% | -40.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -12.73% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -36.13% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | — | — |
Current DrawdownCurrent decline from peak | -12.02% | -12.73% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -30.20% | -10.48% | -19.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.51% | -0.07% |
Volatility
DFJSX vs. FIQLX - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 6.94%, while Fidelity Advisor Japan Fund Class Z (FIQLX) has a volatility of 9.75%. This indicates that DFJSX experiences smaller price fluctuations and is considered to be less risky than FIQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFJSX | FIQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 9.75% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 16.15% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 22.81% | -5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 19.64% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 19.73% | -3.20% |