DFJSX vs. FPJAX
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and Fidelity Advisor Japan Fund Class A (FPJAX).
DFJSX is managed by Dimensional. It was launched on Jan 30, 1986. FPJAX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
DFJSX vs. FPJAX - Performance Comparison
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DFJSX vs. FPJAX - 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% |
FPJAX Fidelity Advisor Japan Fund Class A | 2.55% | 31.28% | 7.02% | 15.59% | -22.48% | 2.86% | 25.03% | 25.36% | -15.10% | 29.20% |
Returns By Period
In the year-to-date period, DFJSX achieves a 3.43% return, which is significantly higher than FPJAX's 2.55% return. Over the past 10 years, DFJSX has underperformed FPJAX with an annualized return of 8.47%, while FPJAX has yielded a comparatively higher 9.58% 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%
FPJAX
- 1D
- 0.00%
- 1M
- -12.75%
- YTD
- 2.55%
- 6M
- 5.80%
- 1Y
- 32.36%
- 3Y*
- 15.77%
- 5Y*
- 5.76%
- 10Y*
- 9.58%
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DFJSX vs. FPJAX - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is lower than FPJAX's 1.38% expense ratio.
Return for Risk
DFJSX vs. FPJAX — Risk / Return Rank
DFJSX
FPJAX
DFJSX vs. FPJAX - 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 A (FPJAX). 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 | FPJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.36 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.86 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.04 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.69 | 8.02 | -0.34 |
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 | FPJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.36 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.30 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.37 | -0.08 |
Correlation
The correlation between DFJSX and FPJAX is 0.83, 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. FPJAX - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 3.37%, less than FPJAX's 9.49% 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% |
FPJAX Fidelity Advisor Japan Fund Class A | 9.49% | 9.73% | 4.54% | 3.47% | 0.00% | 11.39% | 1.60% | 0.98% | 0.00% | 0.23% | 0.79% | 0.47% |
Drawdowns
DFJSX vs. FPJAX - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than FPJAX's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for DFJSX and FPJAX.
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Drawdown Indicators
| DFJSX | FPJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.17% | -36.39% | -39.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -12.75% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -36.39% | +5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | -36.39% | -3.93% |
Current DrawdownCurrent decline from peak | -12.02% | -12.75% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -30.20% | -9.99% | -20.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.53% | -0.09% |
Volatility
DFJSX vs. FPJAX - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 6.94%, while Fidelity Advisor Japan Fund Class A (FPJAX) has a volatility of 9.77%. This indicates that DFJSX experiences smaller price fluctuations and is considered to be less risky than FPJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFJSX | FPJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 9.77% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 16.16% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 22.83% | -5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 19.62% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 18.16% | -1.63% |