DFJSX vs. HJPNX
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and Hennessy Japan Fund (HJPNX).
DFJSX is managed by Dimensional. It was launched on Jan 30, 1986. HJPNX is managed by Hennessy. It was launched on Oct 30, 2003.
Performance
DFJSX vs. HJPNX - Performance Comparison
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DFJSX vs. HJPNX - 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% |
HJPNX Hennessy Japan Fund | -1.56% | 14.58% | 18.72% | 22.90% | -30.65% | -3.08% | 25.52% | 18.04% | -6.57% | 32.04% |
Returns By Period
In the year-to-date period, DFJSX achieves a 3.43% return, which is significantly higher than HJPNX's -1.56% return. Both investments have delivered pretty close results over the past 10 years, with DFJSX having a 8.47% annualized return and HJPNX not far ahead at 8.59%.
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%
HJPNX
- 1D
- 0.55%
- 1M
- -10.45%
- YTD
- -1.56%
- 6M
- -0.27%
- 1Y
- 15.56%
- 3Y*
- 15.38%
- 5Y*
- 3.06%
- 10Y*
- 8.59%
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DFJSX vs. HJPNX - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is lower than HJPNX's 1.44% expense ratio.
Return for Risk
DFJSX vs. HJPNX — Risk / Return Rank
DFJSX
HJPNX
DFJSX vs. HJPNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and Hennessy Japan Fund (HJPNX). 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 | HJPNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.57 | +1.05 |
Sortino ratioReturn per unit of downside risk | 2.18 | 0.95 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.12 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.84 | +1.25 |
Martin ratioReturn relative to average drawdown | 7.69 | 2.83 | +4.86 |
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 | HJPNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.57 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.15 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.46 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.11 |
Correlation
The correlation between DFJSX and HJPNX is 0.75, 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. HJPNX - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 3.37%, less than HJPNX's 13.03% 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% |
HJPNX Hennessy Japan Fund | 13.03% | 12.83% | 5.80% | 5.87% | 0.00% | 0.89% | 0.00% | 0.13% | 0.04% | 0.02% | 0.00% | 0.00% |
Drawdowns
DFJSX vs. HJPNX - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than HJPNX's maximum drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for DFJSX and HJPNX.
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Drawdown Indicators
| DFJSX | HJPNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.17% | -59.65% | -16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -14.18% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -44.72% | +13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | -44.72% | +4.40% |
Current DrawdownCurrent decline from peak | -12.02% | -11.88% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -30.20% | -15.67% | -14.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 4.23% | -0.79% |
Volatility
DFJSX vs. HJPNX - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 6.94%, while Hennessy Japan Fund (HJPNX) has a volatility of 10.73%. This indicates that DFJSX experiences smaller price fluctuations and is considered to be less risky than HJPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFJSX | HJPNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 10.73% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 17.67% | -5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 24.69% | -7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 20.83% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 18.75% | -2.22% |