DFJSX vs. HJPSX
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and Hennessy Japan Small Cap Fund (HJPSX).
DFJSX is managed by Dimensional. It was launched on Jan 30, 1986. HJPSX is managed by Hennessy. It was launched on Aug 30, 2007.
Performance
DFJSX vs. HJPSX - Performance Comparison
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DFJSX vs. HJPSX - 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% |
HJPSX Hennessy Japan Small Cap Fund | 0.77% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
Returns By Period
In the year-to-date period, DFJSX achieves a 3.43% return, which is significantly higher than HJPSX's 0.77% return. Over the past 10 years, DFJSX has underperformed HJPSX with an annualized return of 8.47%, while HJPSX has yielded a comparatively higher 9.90% 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%
HJPSX
- 1D
- -0.76%
- 1M
- -14.77%
- YTD
- 0.77%
- 6M
- 1.04%
- 1Y
- 26.62%
- 3Y*
- 14.81%
- 5Y*
- 5.37%
- 10Y*
- 9.90%
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DFJSX vs. HJPSX - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is lower than HJPSX's 1.57% expense ratio.
Return for Risk
DFJSX vs. HJPSX — Risk / Return Rank
DFJSX
HJPSX
DFJSX vs. HJPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and Hennessy Japan Small Cap Fund (HJPSX). 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 | HJPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.44 | +0.18 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.94 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.67 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.69 | 6.17 | +1.51 |
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 | HJPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.44 | +0.18 |
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 | 0.56 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.19 |
Correlation
The correlation between DFJSX and HJPSX is 0.88, 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. HJPSX - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 3.37%, less than HJPSX's 13.14% 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% |
HJPSX Hennessy Japan Small Cap Fund | 13.14% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
Drawdowns
DFJSX vs. HJPSX - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than HJPSX's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for DFJSX and HJPSX.
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Drawdown Indicators
| DFJSX | HJPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.17% | -47.91% | -28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -14.77% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -33.24% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | -34.80% | -5.52% |
Current DrawdownCurrent decline from peak | -12.02% | -14.77% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -30.20% | -10.10% | -20.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.99% | -0.55% |
Volatility
DFJSX vs. HJPSX - Volatility Comparison
DFA Japanese Small Company Portfolio (DFJSX) and Hennessy Japan Small Cap Fund (HJPSX) have volatilities of 6.94% and 6.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFJSX | HJPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 6.97% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 13.24% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 18.01% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 17.07% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 17.65% | -1.12% |